ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | 0.227 | 0.1193 | -0.0617 | 0.2224 | 0.0696 |
(p-val) | (0.0597 ) | (0.3206 ) | (0.5995 ) | (0.0729 ) | (0.5775 ) |
Estimates ( 2 ) | 0.2187 | 0.1055 | 0 | 0.2187 | 0.0681 |
(p-val) | (0.0675 ) | (0.3689 ) | (NA ) | (0.0753 ) | (0.5838 ) |
Estimates ( 3 ) | 0.2147 | 0.1054 | 0 | 0.2383 | 0 |
(p-val) | (0.0725 ) | (0.3696 ) | (NA ) | (0.0452 ) | (NA ) |
Estimates ( 4 ) | 0.2391 | 0 | 0 | 0.2369 | 0 |
(p-val) | (0.0425 ) | (NA ) | (NA ) | (0.0468 ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0999999429627925 |
-2.59403088838261e-05 |
-1.15251545444139e-05 |
0.0971195278537549 |
-0.117972563463992 |
0.0105867134732649 |
-0.184335821407015 |
0.240224186152563 |
-0.123289589461097 |
-0.72343674116542 |
-0.310245531841829 |
0.178482315946823 |
0.297832870654560 |
0.199169274651496 |
0.543568942982617 |
0.706319421833598 |
-0.532649000620012 |
0.368960383770442 |
-2.20394390730691 |
0.54740332810097 |
0.455697646325419 |
-0.135535960279810 |
-0.117404409174384 |
-0.465817681021036 |
-0.982164967579976 |
0.140560708852831 |
0.252216284563133 |
-0.0307443681004145 |
-0.0582478769732262 |
0.309074308130249 |
0.423428716302098 |
0.589392022845658 |
0.746238551646769 |
0.0192977818866780 |
0.159093096409208 |
-0.348789619643185 |
0.595215759620672 |
-0.16441798299968 |
0.0153198872645248 |
0.12230355053849 |
0.0944191231715763 |
0.206538960255401 |
-0.309698126754341 |
0.10223788080107 |
0.0377541392760463 |
-0.76180812081995 |
-0.0901647671335724 |
-0.215724271870499 |
0.224559550514243 |
-0.0137857224660110 |
0.268237138111914 |
-0.389949979768119 |
0.790090741870912 |
0.446096833426296 |
0.174710345116381 |
-0.0409651289801616 |
-0.232596226571545 |
-0.254560060260985 |
-0.0884674964072474 |
-0.053758813065258 |
0.147828577690518 |
-0.0337475014642621 |
0.217920037547017 |
0.549788799084098 |
0.948616911496288 |
0.00113748354463894 |
-0.127960947992449 |
1.15715718633965 |
0.189215406034990 |
-0.44269536240634 |
-0.262763109320915 |
0.507871211259783 |
0.511800413739167 |