| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | 0.9943 | -0.8047 | 0.4692 | -1 |
| (p-val) | (0 ) | (0 ) | (0.0098 ) | (0 ) |
| Estimates ( 2 ) | 0.9727 | -0.7985 | 0 | -0.2942 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.2252 ) |
| Estimates ( 3 ) | 0.9602 | -0.8039 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.000401212436641658 |
| -0.000130492489486224 |
| 0.000230323798231731 |
| -0.000217576865991178 |
| 0.00103677874846224 |
| -0.00067740283768769 |
| 0.000367597592549952 |
| 0.00245687553590485 |
| 0.00232368981541492 |
| 0.00167330052434821 |
| -0.000798157372640337 |
| 0.000171760195020836 |
| -0.00123154444899049 |
| -0.000330902328357489 |
| 0.00109609637924494 |
| -0.00133449027645387 |
| -0.000704751596928084 |
| 5.8945476194096e-05 |
| 0.00148438954487513 |
| -0.00230150481719692 |
| 0.00117019753265902 |
| -0.00178366686438073 |
| -0.000972227025708245 |
| 0.00111730737242456 |
| -0.00169946154408714 |
| 0.000945707808298278 |
| -2.50204405483166e-05 |
| -0.00166289493132096 |
| -0.000317602024698877 |
| -0.0017544724147983 |
| -0.000939416343381688 |
| 0.00137251002288274 |
| 0.00111392623529505 |
| -0.00227942368323092 |
| -0.000156553483906981 |
| -0.00177565531674636 |
| -0.000361694425462167 |
| 0.00026416864970156 |
| -0.00157389131556272 |
| -0.000939865188743009 |
| 0.00105807993189014 |
| 0.000325858578008745 |
| -0.00155263536567102 |
| -0.00071100959265393 |
| -0.00146439736340113 |
| 0.000353886977547536 |
| 0.00243089904830359 |
| -0.00102388318522713 |
| -0.000112162069854213 |
| -0.000949824764229543 |
| 0.000630760413923836 |
| 0.000983130299933974 |
| -0.000771558966027716 |
| 0.000490061285419437 |
| -0.000709595067509855 |
| 0.000532784757355748 |
| -0.00248729237454147 |
| -0.000102951712808616 |
| 9.42749734068252e-05 |
| 6.5078088318783e-05 |
| -0.00120998549541985 |
| -0.00142915787705759 |
| -0.000612355836296707 |
| 0.00267443046439311 |
