ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.0204 | 0.3961 | 0.5517 | 0.1705 | -0.3293 | -0.3881 |
(p-val) | (0.9122 ) | (0.002 ) | (1e-04 ) | (0.4236 ) | (0.0541 ) | (0.0204 ) |
Estimates ( 2 ) | 0 | 0.4052 | 0.5621 | 0.1887 | -0.3284 | -0.3906 |
(p-val) | (NA ) | (0 ) | (0 ) | (0.1614 ) | (0.054 ) | (0.0182 ) |
Estimates ( 3 ) | 0 | 0.4077 | 0.5691 | 0 | -0.4252 | -0.4061 |
(p-val) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (0.0094 ) | (0.0119 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.00930393228562136 |
0.0340462060605286 |
0.0067300294005729 |
-0.0289735421937470 |
-0.0533520047317318 |
-0.0743501806327205 |
0.0235127976269193 |
0.0235671505465747 |
-0.00952525070036922 |
0.0076310018675044 |
0.0248478829988588 |
0.0208857740892652 |
0.00752369285955322 |
-0.0275204381636625 |
0.0115622647729012 |
0.074585906907193 |
0.0206788830238887 |
-0.0354412415934554 |
0.093218949607794 |
-0.00376320100337149 |
0.0907225738013289 |
-0.0088793984967213 |
-0.0467949540104687 |
0.00414610560407379 |
0.0453765341620413 |
-0.00316652495548275 |
-0.0333423477519469 |
-0.0106947198234793 |
0.0145448791596727 |
0.0150076303695094 |
-0.0210049965818342 |
-0.0673354494019189 |
0.0292847505005792 |
0.0535233297118505 |
-0.0613556762571209 |
0.0645645397441245 |
0.0526265119453288 |
0.0776097229300418 |
-0.0309555950497398 |
0.0624436418017158 |
-0.0923299949067342 |
0.0646149958966244 |
-0.0141655279774859 |
0.0153191629147980 |
0.0194032956082975 |
-0.0376042569416928 |
-0.0119222433489217 |
-0.0343662708527273 |
-0.114731279218883 |
-0.00383563713678114 |
0.00480555764709756 |
-0.0186840565502635 |
0.070953194228295 |
0.126720025134260 |
0.023342177676831 |
0.0547681872181798 |