ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7736 | -0.0911 | -0.0385 | -1 | 0.2104 | -0.247 | -0.2449 |
(p-val) | (0 ) | (0.5599 ) | (0.7894 ) | (0 ) | (0.5534 ) | (0.0652 ) | (0.4942 ) |
Estimates ( 2 ) | 0.7775 | -0.1138 | 0 | -1 | 0.203 | -0.2446 | -0.255 |
(p-val) | (0 ) | (0.3857 ) | (NA ) | (0 ) | (0.5607 ) | (0.0689 ) | (0.4689 ) |
Estimates ( 3 ) | 0.794 | -0.1165 | 0 | -1 | 0 | -0.2471 | -0.0673 |
(p-val) | (0 ) | (0.3776 ) | (NA ) | (0 ) | (NA ) | (0.0548 ) | (0.6171 ) |
Estimates ( 4 ) | 0.799 | -0.1353 | 0 | -1 | 0 | -0.2502 | 0 |
(p-val) | (0 ) | (0.2891 ) | (NA ) | (0 ) | (NA ) | (0.0524 ) | (NA ) |
Estimates ( 5 ) | 0.7122 | 0 | 0 | -1 | 0 | -0.2139 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0944 ) | (NA ) |
Estimates ( 6 ) | 0.7158 | 0 | 0 | -1 | 0 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0869999464512175 |
-10.8155932734626 |
-2.40776360158153 |
14.1583181884663 |
10.5808354327166 |
4.67006447876645 |
5.58297633406343 |
-0.777279803694884 |
4.57202035254442 |
-0.118090256896303 |
-3.36336366814269 |
-0.851934057537696 |
3.17844343934383 |
3.16127998327168 |
2.88627800995876 |
-6.04977136991423 |
-7.44211797783178 |
-4.87878592009625 |
-12.3850856752073 |
10.7614814166150 |
6.2447911850951 |
-3.52595312035821 |
-2.92215858175662 |
-0.369117955290680 |
5.46531269286255 |
-10.5638447390442 |
8.83576325756681 |
4.35727779845188 |
7.07573023845128 |
4.89891199584067 |
0.793279746005768 |
0.0888716441463969 |
-0.364309360149873 |
6.82202193091864 |
-3.46686736357546 |
4.94337056823093 |
1.86074781976289 |
-4.3632725801878 |
0.782157637509517 |
1.70286291917088 |
-0.138709221889108 |
4.13549946304044 |
3.48147602803018 |
-4.13409942881032 |
-9.82123163560196 |
-4.88815274634675 |
-4.79533478755004 |
1.93390623018431 |
-11.8334741050301 |
8.74705254433589 |
-0.0439798755391813 |
1.83290527792912 |
0.886561539645683 |
-0.940252451198455 |
-3.46440854911724 |
0.0758542317473677 |
-2.80112501707190 |
5.48003444873026 |
3.57599200171005 |
-2.71226783425622 |
2.87973027426395 |
6.70880342039397 |
0.887147667574122 |
-6.89787760269219 |
5.52230351551101 |
3.04102113425158 |
-0.656369006371965 |
6.90878522266808 |
1.05606104412315 |
4.42058935827045 |
-0.446988525797627 |
-10.0118386341938 |
-0.167334773003057 |