ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1321 | -0.0099 | 0.1776 | 0.548 | -0.0981 | -0.252 | 0.2415 |
(p-val) | (0.6873 ) | (0.9558 ) | (0.2271 ) | (0.0981 ) | (0.8456 ) | (0.1019 ) | (0.6526 ) |
Estimates ( 2 ) | -0.1442 | 0 | 0.1746 | 0.5617 | -0.1025 | -0.2495 | 0.2478 |
(p-val) | (0.5516 ) | (NA ) | (0.2038 ) | (0.0095 ) | (0.8391 ) | (0.0968 ) | (0.6428 ) |
Estimates ( 3 ) | -0.1462 | 0 | 0.1752 | 0.5622 | 0 | -0.2627 | 0.1431 |
(p-val) | (0.542 ) | (NA ) | (0.2016 ) | (0.0087 ) | (NA ) | (0.042 ) | (0.3167 ) |
Estimates ( 4 ) | 0 | 0 | 0.2042 | 0.443 | 0 | -0.2671 | 0.1272 |
(p-val) | (NA ) | (NA ) | (0.0886 ) | (1e-04 ) | (NA ) | (0.0389 ) | (0.3645 ) |
Estimates ( 5 ) | 0 | 0 | 0.1966 | 0.4188 | 0 | -0.2572 | 0 |
(p-val) | (NA ) | (NA ) | (0.1032 ) | (2e-04 ) | (NA ) | (0.0478 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0.4648 | 0 | -0.2599 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.048 ) | (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 |
0.102699932769213 |
0.436932487996657 |
2.07818217694826 |
-2.41674270523762 |
4.05475642104927 |
-8.4193081920432 |
-4.46408821795128 |
-0.497214713009744 |
4.43917439931882 |
4.70346267252493 |
0.594864366573096 |
0.611494767548666 |
1.09360599673657 |
-4.37382959137099 |
1.83754098364495 |
-3.06393847776798 |
0.90521871973667 |
-2.46114236111540 |
5.63279287242953 |
-1.66214129307524 |
0.247564759774209 |
-3.41283905100332 |
0.969424789347048 |
1.03882496987091 |
0.816918946896857 |
-0.83166265589295 |
-0.178479942110799 |
-1.60265251127524 |
3.12985086344751 |
2.37353836792323 |
7.69658751199975 |
5.95185918883425 |
7.29098470567829 |
-5.79154346010777 |
-5.07801578455752 |
-5.25171136462152 |
-1.96928620235456 |
1.60185107603636 |
-2.54871994912843 |
0.340673892578518 |
3.53850575839748 |
-5.94725691744121 |
-3.16530996350986 |
8.14297505767775 |
-0.750744339534478 |
-0.954828226619682 |
5.21659241593746 |
1.89571043841593 |
5.56930909964225 |
-1.25079494414587 |
6.72548698561079 |
0.0435781786206917 |
-4.0887148157548 |
-5.0146089955484 |
-9.46383140357744 |
0.871630377895457 |
3.77891243916459 |
-3.28120816338644 |
1.1275690814888 |
-1.14657060963980 |
-0.754992646092887 |
0.666040477641033 |
5.46251057858592 |
-6.98015410474689 |
4.7959706009719 |
-2.39231272624927 |
5.27558711710807 |
-5.68067940128377 |
3.72169062479435 |
-2.36541998156611 |
-1.35449161454467 |
6.52892106217763 |
1.93774442104035 |
7.71226634349185 |
-1.28258376857536 |
4.23051944228423 |
4.63764350373555 |
-7.2900814908113 |
4.37579358037308 |
-13.5459822979036 |
12.1562686602948 |
13.0476986424239 |
7.78485324010103 |
0.607420819656909 |
-3.28744792841272 |
4.26375546303694 |
-1.68951118488056 |
-11.3487058547407 |
6.68155532724265 |
9.97957380923293 |
-7.62124317778233 |
8.22961700702913 |
21.0563835153904 |