ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0679 | 0.1215 | 0.443 | -0.9737 | 1.5597 | -0.5609 | -0.9313 |
(p-val) | (0.6082 ) | (0.3177 ) | (9e-04 ) | (0 ) | (0 ) | (0.0205 ) | (0.0047 ) |
Estimates ( 2 ) | 0 | 0.1201 | 0.4551 | -1.033 | 1.4553 | -0.4612 | -0.8271 |
(p-val) | (NA ) | (0.3325 ) | (9e-04 ) | (0 ) | (0 ) | (0.0421 ) | (0 ) |
Estimates ( 3 ) | 0 | 0 | 0.4155 | -0.9391 | 1.4646 | -0.471 | -0.8369 |
(p-val) | (NA ) | (NA ) | (0.0079 ) | (0 ) | (0 ) | (0.0333 ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.089969343728609 |
2.57380192357012 |
5.7082740013017 |
-0.673520577151662 |
2.73201894286762 |
-2.96988054396455 |
-1.18694754808877 |
-7.76919760621188 |
2.42709869458498 |
7.22995458719554 |
5.5099750199888 |
-5.43326333284252 |
7.4290633550785 |
-0.97981918052141 |
-0.851661695126069 |
-4.38430126742088 |
-5.15821994339687 |
3.56991954516404 |
2.19952475310847 |
0.781092030257415 |
-7.30767230407159 |
-0.75865683565945 |
-2.75172647637753 |
-6.61397357590231 |
-2.00643228810275 |
-1.95499422279884 |
-0.430592814053015 |
8.57861032862226 |
3.52551603313906 |
0.849098885966634 |
2.73094526114293 |
-3.27602859057213 |
4.90311371674996 |
4.50948379656787 |
1.56889692784892 |
-1.31180633756146 |
-1.13432483289058 |
1.17593437576369 |
-1.38267384158697 |
2.3600443695468 |
-1.99661316427517 |
5.07906361362643 |
1.82813003107299 |
-4.00032568919669 |
1.98280355683529 |
2.4589564350629 |
0.628315751543008 |
5.37153349783627 |
-0.120731596050520 |
3.27315951799844 |
7.2825837799886 |
4.62496109503871 |
-7.19694948234706 |
5.85002733723934 |
-1.28857995969623 |
6.21730088678907 |
-0.768797877031433 |
-1.50909860644537 |
4.99396090393831 |
4.36736598505797 |
-0.963094659512449 |
-6.0455517012494 |
-4.13148138738753 |
2.13153547568189 |
1.63854909678723 |
-0.226189126721556 |
-7.01421879050036 |
-0.139747526976131 |
1.90484526840406 |
-6.63946704058301 |
2.70612326157431 |
2.72535640698168 |