ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0565 | -0.062 | -0.1494 | 0.2421 | -1.0385 | -0.2995 | 0.9994 |
(p-val) | (0.9301 ) | (0.7408 ) | (0.3393 ) | (0.7069 ) | (0 ) | (0.0982 ) | (0.0272 ) |
Estimates ( 2 ) | 0 | -0.0729 | -0.1429 | 0.1869 | -1.0388 | -0.2992 | 0.9978 |
(p-val) | (NA ) | (0.6116 ) | (0.3162 ) | (0.1623 ) | (0 ) | (0.0983 ) | (0.028 ) |
Estimates ( 3 ) | 0 | 0 | -0.1434 | 0.2023 | -1.0679 | -0.3 | 0.9996 |
(p-val) | (NA ) | (NA ) | (0.3153 ) | (0.1428 ) | (0 ) | (0.094 ) | (0.0228 ) |
Estimates ( 4 ) | 0 | 0 | 0 | 0.2133 | -1.0905 | -0.3495 | 0.9988 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.1082 ) | (0 ) | (0.0358 ) | (0.091 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 | -1.0787 | -0.3319 | 0.9993 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0538 ) | (0.0179 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.0302 | 0 | -0.1739 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.964 ) | (NA ) | (0.7926 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.2026 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2284 ) |
Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-1.90260274726041e-05 |
-2.55220391874574e-05 |
-3.83939695089999e-05 |
1.69847154704965e-05 |
-3.06151009613550e-06 |
-2.81644747982269e-05 |
-1.67243064767838e-05 |
7.42047430347147e-05 |
2.15292792397335e-05 |
-2.36162317079579e-05 |
-9.918354758091e-05 |
-1.16315342460668e-05 |
-5.19214639088753e-06 |
-2.96217618103432e-06 |
2.07657784346174e-06 |
-3.59347883769454e-05 |
2.64909357444465e-06 |
-2.66625942168231e-05 |
2.79367834799754e-05 |
1.18789338121297e-05 |
1.44572827288287e-06 |
2.15090053761052e-05 |
8.0775362879658e-06 |
-1.73635367805746e-05 |
-2.82252032290175e-07 |
-3.96230822069776e-06 |
-8.33385925050778e-06 |
3.26356558107605e-05 |
-7.57261413215777e-06 |
-2.86594080843673e-06 |
6.3745027718756e-05 |
-1.74763678435142e-05 |
-1.14647650798281e-05 |
-3.52048267550156e-05 |
-8.43038707907753e-06 |
1.95450389174342e-05 |
4.22492731050296e-05 |
-1.10486944320544e-06 |
-4.95952317394239e-06 |
2.19305591932902e-06 |
-7.97021701215863e-06 |
1.67807134901380e-05 |
2.11119031861014e-05 |
2.72236879108299e-05 |
5.52900735728458e-06 |
3.88829738215681e-05 |
-3.27187735176025e-06 |
2.49607141554223e-06 |
5.66541807893559e-06 |
5.89839916659718e-06 |
1.7029885031592e-05 |
-1.91099073161990e-05 |
-1.63851147362012e-05 |
8.3423317141441e-06 |
2.15665209665161e-05 |
1.12901337081047e-05 |
1.73387568894160e-05 |
6.20346581841443e-05 |
2.07177306218616e-05 |
3.64625894022785e-05 |