ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0387 | -0.099 | 0.1607 | 0.2293 | 0.8276 | 0.0885 | -0.8766 |
(p-val) | (0.8916 ) | (0.3715 ) | (0.0901 ) | (0.414 ) | (0.035 ) | (0.372 ) | (0.0304 ) |
Estimates ( 2 ) | 0 | -0.0901 | 0.1547 | 0.2659 | 0.8291 | 0.089 | -0.879 |
(p-val) | (NA ) | (0.313 ) | (0.0703 ) | (0.0022 ) | (0.0327 ) | (0.3696 ) | (0.0282 ) |
Estimates ( 3 ) | 0 | -0.092 | 0.1556 | 0.2612 | -0.3426 | 0 | 0.2956 |
(p-val) | (NA ) | (0.3012 ) | (0.0677 ) | (0.0025 ) | (0.6055 ) | (NA ) | (0.6593 ) |
Estimates ( 4 ) | 0 | -0.0941 | 0.1566 | 0.2599 | -0.0406 | 0 | 0 |
(p-val) | (NA ) | (0.29 ) | (0.0656 ) | (0.0027 ) | (0.6445 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | -0.1027 | 0.1573 | 0.2518 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.236 ) | (0.0639 ) | (0.0029 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.1565 | 0.2772 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0662 ) | (0.0021 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0.2814 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0058 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(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 ) |