| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5732 | -1.0432 | -0.313 | 0.5732 |
| (p-val) | (0.2937 ) | (0.0394 ) | (0.1717 ) | (0.2937 ) |
| Estimates ( 2 ) | 0 | -0.5747 | -0.0138 | 0.6904 |
| (p-val) | (NA ) | (0.0384 ) | (0.9153 ) | (0.0065 ) |
| Estimates ( 3 ) | 0 | -0.5787 | 0 | 0.7009 |
| (p-val) | (NA ) | (0.0321 ) | (NA ) | (0.0022 ) |
| 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 |
| 6.86599569417902e-05 |
| -0.00378606027940168 |
| -0.00261983737715531 |
| -0.00403601225224872 |
| -0.000415140572931291 |
| 0.00105452912219596 |
| -0.00743155160634997 |
| 0.00204382420077215 |
| 0.00701195682906381 |
| -7.84122687496828e-05 |
| 0.00437535053111428 |
| 0.00010577756286259 |
| 0.00423998774147632 |
| -0.00520251792041853 |
| -0.00136209760903601 |
| -0.00457184085894309 |
| -0.000215530719238817 |
| 0.000872900069963478 |
| -0.00815547975764393 |
| 0.00393135777634899 |
| 0.00583451748387342 |
| -0.000488111371821598 |
| 0.00483503350116881 |
| 0.00177911745385376 |
| 0.00259101003587346 |
| -0.00386611958252308 |
| -0.003183112639449 |
| -0.00441480887063623 |
| 0.00189228633704559 |
| -0.00195595568282076 |
| -0.00557450227161036 |
| 0.00109770083504324 |
| 0.00640524303935082 |
| -0.000112471950501957 |
| 0.00435267394750299 |
| 0.000345018539835851 |
| 0.00409467856241865 |
| -0.00364533636838427 |
| -0.00186497324140113 |
| -0.00463099388587783 |
| 0.00135584994949892 |
| -0.000617281444422528 |
| -0.00678187202111919 |
| 0.0012969357547468 |
| 0.00657805334906438 |
| 8.75124147606717e-05 |
| 0.00478977258398162 |
| 0.00017379083624213 |
| 0.00487377998700082 |
| -0.0063673839020963 |
| -0.00118219446155704 |
| -0.00293076339845693 |
| -0.00129154914332735 |
| 0.000935904496762484 |
| -0.00726466537704879 |
| 0.00135775362633761 |
| 0.0067451680980788 |
| -3.30461891063074e-05 |
| 0.00461567753605887 |
| 0.000908453499410433 |
| 0.00328548546169466 |
| -0.00343441774325618 |
| -0.00225092195773605 |
| -0.00435660478337906 |
| 0.000668758158557866 |
| -0.000502705748097437 |
| -0.00667524637630979 |
| 0.000863008513740922 |
| 0.00713267607465741 |
| -0.00029958090614431 |
| 0.00495628412711661 |
| 0.000416002091344091 |
