ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0534 | 0.1856 | -0.2193 | -0.9999 | -0.6675 | -0.4551 | -0.9004 |
(p-val) | (0.764 ) | (0.317 ) | (0.2004 ) | (0 ) | (0.1908 ) | (0.2582 ) | (0.8941 ) |
Estimates ( 2 ) | 0.0527 | 0.1783 | -0.2228 | -1 | -1.0083 | -0.6587 | 0 |
(p-val) | (0.7659 ) | (0.3273 ) | (0.191 ) | (0 ) | (0 ) | (0.0017 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.1815 | -0.2158 | -0.9999 | -1.0173 | -0.6765 | 0 |
(p-val) | (NA ) | (0.3158 ) | (0.2034 ) | (8e-04 ) | (0 ) | (5e-04 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | -0.2411 | -1.1219 | -0.9973 | -0.6165 | 0 |
(p-val) | (NA ) | (NA ) | (0.1993 ) | (0.0014 ) | (0 ) | (0.0023 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1 | -1.0011 | -0.6017 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0029 ) | (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 |
-0.0319990429613897 |
2.40576490517016 |
-4.16723749770936 |
2.83661443223511 |
-6.35468088992183 |
19.5855948935255 |
-3.05039792856053 |
13.4022405701603 |
-1.91709255182809 |
7.33503706913417 |
-2.8922082086688 |
10.3238722023952 |
15.1897859707284 |
-2.87342757574140 |
3.95970317065057 |
6.45555286948845 |
-17.3243020551547 |
7.39926896781918 |
7.20842521279318 |
8.69235101820805 |
26.1966106215285 |
19.9534724639499 |
-41.1340367905344 |
-9.7031383336648 |
-13.8856748203094 |
-11.9347335954605 |
-11.6717432477149 |
-0.695519058684964 |
-11.0602819676933 |
21.1368570659614 |
-14.1232435259001 |
3.09511982474307 |
6.70623886208627 |
1.72480305865195 |
14.3006978769173 |