ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | -0.3128 | 0.4495 | -0.2371 | 0.9931 | 0.1315 |
(p-val) | (0.0033 ) | (0 ) | (0.0238 ) | (0 ) | (0.3125 ) |
Estimates ( 2 ) | -0.3008 | 0.4523 | -0.2464 | 0.9921 | 0 |
(p-val) | (0.0044 ) | (0 ) | (0.0181 ) | (0 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.099499921660071 |
1.67342771900929 |
1.1170061893198 |
1.55425023640323 |
0.490316360167095 |
-6.62392644792547 |
-3.73041930403638 |
2.01480974463893 |
5.45389954599611 |
-7.00380207346328 |
5.69542329136442 |
3.82288089956284 |
-9.93760444037768 |
-0.985310043626371 |
0.701607808260845 |
-1.86250631084774 |
3.15051917049161 |
2.77397360436479 |
5.9953652886688 |
-5.04553916998117 |
-4.25917930222456 |
-0.123618835699090 |
3.15356232553079 |
-4.74666292187096 |
2.66015443260952 |
-0.448196974665697 |
3.61719931794665 |
0.0361379219647912 |
1.24918113945419 |
3.4120609429261 |
5.63774500913774 |
-4.07747688950155 |
1.04650615108530 |
-2.90319210367577 |
4.79584349656396 |
-1.91826844253227 |
-0.434665020142875 |
2.89584590747723 |
-3.90506864728152 |
7.1044731508702 |
1.36506913495778 |
-3.49532598694776 |
-7.18950880136248 |
3.40637223119372 |
9.11554674655409 |
-3.63898757244029 |
-1.25307455552514 |
2.24164066552383 |
21.8968351567797 |
3.90074670549553 |
13.5185753600235 |
-6.3824166136875 |
-7.11588308445991 |
-4.99700874809939 |
-15.8727667653842 |
-12.8586567622221 |
2.04932990447295 |
-4.85263612318365 |
1.53313992479386 |
1.05738784142855 |
-7.66168845975076 |
4.95828160976145 |
11.8515575703709 |
-10.0738864509574 |
7.06211502410916 |
10.0834924263097 |
-7.09164160556034 |
-4.64971371236682 |
-3.68794228574886 |
4.33492077437432 |
-2.3441222821583 |
4.9156659316323 |
-4.91283745733638 |
2.65205646640574 |
-4.50084358651324 |
1.98730723258700 |
2.01804101278255 |
-3.00271151960937 |
-0.193455476788129 |
-2.5959184935369 |
1.20792111913959 |
9.3701676525073 |
5.21999046870236 |
-6.78604006820446 |
10.2946910947979 |
6.18310880503825 |
-6.14932571662912 |
-0.602564593856358 |
9.13510795014495 |
6.08239573534078 |
-2.78009288615324 |
1.03470091312995 |
-9.8566617820768 |