| ARIMA Parameter Estimation and Backward Selection | |||
| Iteration | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3123 | 0.2321 | -0.9508 |
| (p-val) | (0.7454 ) | (0.6621 ) | (0.7699 ) |
| Estimates ( 2 ) | -0.5282 | -0.1307 | 0 |
| (p-val) | (0.0021 ) | (0.4842 ) | (NA ) |
| Estimates ( 3 ) | -0.4779 | 0 | 0 |
| (p-val) | (0.0014 ) | (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 |
| 0.00849330472478697 |
| -0.129843963602765 |
| 0.127105642090647 |
| -0.139469415079045 |
| -0.211867859197002 |
| -0.173372172420465 |
| 0.0865597425704799 |
| 0.155640378503095 |
| -0.0268184497158185 |
| -0.0685223736356094 |
| 0.0218033124026762 |
| -0.0304189555302792 |
| 0.00394600782234577 |
| -0.0503763950976822 |
| -0.0312489068230387 |
| 0.102263113195753 |
| 0.114769193937275 |
| 0.0296111034233252 |
| -0.124937047563179 |
| -0.0237681278730608 |
| -0.0832101222759905 |
| 0.00602029274206419 |
| -0.0179711568310701 |
| 0.0522810590490263 |
| 0.027037178894969 |
| -0.0915182902890675 |
| 0.0670092945190279 |
| -0.00413366992521898 |
| 0.279766302409103 |
| 0.0635690849171611 |
| -0.0445216309109409 |
| -0.0107715956128416 |
| 0.376686126536005 |
| -0.164659115904494 |
| 0.0456264534096004 |
| 0.043415079534362 |
| 0.119102825903965 |
| 0.0467820468221179 |
| 0.16140659469027 |
| 0.108978163086452 |
| 0.135967590040353 |
| 0.0524348548852647 |
| 0.214635471122404 |
| 0.0670723042626086 |
| -0.0347095600603993 |
| 0.282665431621224 |
| 0.204760617080497 |
| 0.169586393270826 |
| 0.0832640848855071 |
