ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4676 | -0.2866 | -0.1379 | -0.4785 | -0.5282 | -0.2314 | 0.2768 |
(p-val) | (0.037 ) | (0.0304 ) | (0.3368 ) | (0.0177 ) | (0.5281 ) | (0.2894 ) | (0.7459 ) |
Estimates ( 2 ) | 0.4694 | -0.2845 | -0.1395 | -0.4813 | -0.2595 | -0.1729 | 0 |
(p-val) | (0.0348 ) | (0.0317 ) | (0.3292 ) | (0.0161 ) | (0.0618 ) | (0.3446 ) | (NA ) |
Estimates ( 3 ) | 0.4613 | -0.2764 | -0.1399 | -0.5075 | -0.2317 | 0 | 0 |
(p-val) | (0.0325 ) | (0.0343 ) | (0.3253 ) | (0.0077 ) | (0.0782 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0.6045 | -0.3312 | 0 | -0.6233 | -0.2134 | 0 | 0 |
(p-val) | (7e-04 ) | (0.0076 ) | (NA ) | (1e-04 ) | (0.105 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.6039 | -0.2774 | 0 | -0.6414 | 0 | 0 | 0 |
(p-val) | (0.0035 ) | (0.0245 ) | (NA ) | (0.001 ) | (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 |
0.0945999809563008 |
-0.634102888427244 |
-4.41229147918470 |
4.29895636488618 |
-0.685671733519119 |
1.54115635301947 |
6.93759365232407 |
-1.61466306134491 |
1.877514683899 |
0.87065950045942 |
8.11068500420528 |
1.51681085857377 |
3.38551987713224 |
-2.71654898726920 |
-4.90863830981080 |
1.51703474240458 |
-6.67607814533063 |
-7.56496795640878 |
-0.658161134991774 |
-10.8893339523601 |
-1.28288941922757 |
-3.77295708618142 |
-7.6539770955698 |
-1.21376835632227 |
-0.343985058486733 |
-7.49449226370889 |
1.66360693851968 |
-0.909718380175516 |
-4.45711929495121 |
0.65452070997257 |
-2.69626189223864 |
-1.86554906256315 |
3.19220056460905 |
-0.52248135639243 |
-0.158296566166649 |
-0.301328925593276 |
-0.670132328288092 |
-2.63262544423334 |
0.803829733938151 |
-4.04641907104174 |
-6.80459914547973 |
1.77307137394852 |
-8.20821055980299 |
0.646689261841926 |
-1.55219624098723 |
-7.51378104552323 |
4.08627050961155 |
1.82671901548085 |
2.43827331353651 |
17.4189171087981 |
-8.06488570289225 |
-17.7471758870144 |
2.60293985367602 |
0.0254804337048284 |
17.1089346086980 |
0.669736897936957 |
1.48940418598403 |
2.85745012537419 |
-17.9229271197133 |
2.37018591330228 |
4.76282452722036 |
-5.31085176628794 |
2.28464721962185 |
-9.63453175311189 |
2.4662629653873 |
-1.69892357296104 |
-3.16586833722084 |
4.06638167829533 |
2.40551143872580 |
3.58796108853532 |