ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0238 | 0.1025 | 0.6322 | 0.109 | -0.6188 | -0.7189 | 0.5873 |
(p-val) | (0.9486 ) | (0.4785 ) | (4e-04 ) | (0.7664 ) | (0.4596 ) | (0 ) | (0.8109 ) |
Estimates ( 2 ) | 0 | 0.1 | 0.6378 | 0.1289 | -0.6678 | -0.7227 | 0.7814 |
(p-val) | (NA ) | (0.4925 ) | (0 ) | (0.4505 ) | (0.2473 ) | (0 ) | (0.8115 ) |
Estimates ( 3 ) | 0 | 0.1669 | 0.6189 | 0.1922 | -0.3336 | -0.6761 | 0 |
(p-val) | (NA ) | (0.1702 ) | (1e-04 ) | (0.236 ) | (0.0431 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1784 | 0.6428 | 0 | -0.3969 | -0.6942 | 0 |
(p-val) | (NA ) | (0.1464 ) | (0 ) | (NA ) | (0.0093 ) | (0 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0.7 | 0 | -0.3513 | -0.675 | 0 |
(p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0242 ) | (0 ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 ) |
Estimated ARIMA Residuals |
Value |
0.123899111730428 |
4.33849448976162 |
4.40202648439623 |
10.5147919222483 |
-10.8061347816460 |
-5.79482236401741 |
-1.77137401657723 |
5.53148575989496 |
2.44814160679529 |
9.06694172201498 |
2.52874180121674 |
1.95836583103678 |
-2.00862246733457 |
-3.2981240414077 |
2.58648170330647 |
6.56331505062078 |
5.19853801595974 |
-3.69373926919298 |
-3.24069257123880 |
1.37367325129854 |
6.71182763050393 |
0.620262188298913 |
-8.4806255218455 |
-1.90886779411478 |
6.54575181199827 |
0.519507583195378 |
4.36338223388189 |
-0.480481049308755 |
-3.11276138466832 |
0.821193365653158 |
13.1162322360555 |
-0.98931997566848 |
6.30670312507194 |
2.41409553543046 |
-0.212715377951400 |
-2.02075885323162 |
-5.04752953356763 |
5.32036719890848 |
4.29250413590443 |
-0.583891868533323 |
4.02129069650471 |
-2.74159989377014 |
-1.00117734680819 |
-3.40879634944135 |
3.0024685305513 |
-1.95102797315671 |
1.80982212616648 |
-2.62247514078878 |
-8.3618752399454 |