| ARIMA Parameter Estimation and Backward Selection | |||
| Iteration | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4343 | -0.2775 | -0.8111 |
| (p-val) | (3e-04 ) | (0.0082 ) | (0 ) |
| Estimates ( 2 ) | 0.4118 | 0 | -1.1326 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0113887422066998 |
| -0.00361988845288701 |
| -0.000359476723737484 |
| -0.00240239011469083 |
| -0.00123295708186665 |
| -0.00224633945393504 |
| -0.000989380969369193 |
| -0.000181572666100818 |
| 0.000425118940601605 |
| 0.00228429855176399 |
| -0.000781047821583737 |
| -0.000212814166894112 |
| 0.00259061422204094 |
| 0.00108523973546449 |
| 0.00091726831266477 |
| 0.00127234241650702 |
| -0.00138557092505113 |
| 0.000513249956203072 |
| -0.00330833578903837 |
| 0.000657164557044652 |
| 0.000420583990595317 |
| 0.00105148313848 |
| 0.00155139041703311 |
| -0.000980914567701278 |
| -0.00101541121876505 |
| -0.00275685750771423 |
| -0.00487122353137037 |
| 0.000144889892136742 |
| 0.00116364011255553 |
| -0.00421026500317755 |
| 0.00157610021069813 |
| -0.000394606771920388 |
| -0.00111144926131912 |
| -0.000324097429150951 |
| 0.00156869080087596 |
| -0.00052425147523747 |
| -0.000643458498652098 |
| 0.0024445037671539 |
| 0.00178398244712184 |
| -0.000915769621984426 |
| 5.07244788011564e-05 |
| 0.00302567683712339 |
| -0.00114537232480037 |
| 0.00126435064786697 |
| -0.00212410476015152 |
| -0.0019945572309858 |
| 0.00264330398650211 |
| -0.00161717223268196 |
| -0.00454915219466373 |
| -0.00206991123427529 |
| 0.00076207462971266 |
| -0.00165909230709545 |
| -0.00112520606722686 |
| -0.00209430760591904 |
| 0.00255042649097979 |
| -0.000132593969836755 |
| 0.00138893008215567 |
| -0.00152162831835019 |
| -0.00235736755307885 |
| 0.00326839948972387 |
| 0.000608069417147624 |
| 0.000232799620787449 |
| 0.00141852840006282 |
| 0.000281655916044151 |
| -0.000750302854189418 |
| 4.08854210576116e-06 |
| -0.00243190673472202 |
| -0.000878459695815679 |
| 0.000470868838863896 |
| -5.27070091536046e-05 |
| -0.00112737376161039 |
| -0.0022211571202781 |
| -0.00214338818769196 |
| 0.00218627881451459 |
| -0.00309773532326572 |
| -0.00162080467110925 |
| 0.00256613581296249 |
| 0.00139408327352441 |
| -0.00295401946420525 |
| 0.000686411040904388 |
| -0.000594584532469966 |
| 0.000434660904392814 |
| -0.000234562025337226 |
| -0.00254019778373049 |
| -0.00176925059263233 |
| -0.000270513288397112 |
| -0.000786255338031339 |
| -0.00226142823478526 |
| 0.00141454604635527 |
| -0.000348749653127811 |
| 0.00167465848843307 |
| -0.000649964406434833 |
| -0.0016424444054195 |
| -0.00290185942623999 |
| 0.00189682801206992 |
| 0.0024613969808307 |
| 0.000899368763752406 |
| -0.00085492551839117 |
| -0.000122468734446102 |
| -0.00220300900869752 |
| -0.000628773159789375 |
| -0.00287722366377352 |
| -0.00126627823375003 |
| -0.00180706682134613 |
| 0.00197886523153557 |
| 0.000655854353821539 |
| 0.000652486220856119 |
| 0.000847909750312681 |
| 0.00265931112789097 |
| -0.0024914141096879 |
| -0.00280333047872006 |
| 0.00075145322266934 |
| -0.00270712545334639 |
| 0.00116175195116597 |
| 0.0017058263494949 |
