ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.2587 | -0.0367 | 0.192 |
(p-val) | (0.0726 ) | (0.8043 ) | (0.1917 ) |
Estimates ( 2 ) | 0.2501 | 0 | 0.1818 |
(p-val) | (0.0733 ) | (NA ) | (0.1978 ) |
Estimates ( 3 ) | 0.2739 | 0 | 0 |
(p-val) | (0.0534 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0688999322416332 |
5.28969860365581 |
2.69374685372854 |
-8.1502296752708 |
3.11704945884923 |
-6.12863704986808 |
-2.71158759121375 |
12.0776160956884 |
0.214880128511436 |
2.92363453297545 |
12.0593160076458 |
19.5123788693011 |
-2.32626321390004 |
-3.59545683368688 |
-3.71533947896691 |
2.10500251701822 |
6.7535222124281 |
-0.517049458892615 |
-0.783409891778518 |
-8.4904543166347 |
-4.74476780764623 |
1.04443587973395 |
5.94647778757189 |
-22.2610259879554 |
8.46898911415389 |
6.63318021644297 |
-6.52659514225792 |
9.33238893785953 |
-2.41830008814718 |
7.05477284168265 |
6.38295054110738 |
10.6269270701702 |
3.26715171146931 |
5.73772338279004 |
0.618632016059436 |
-1.23943336271573 |
3.03693210420661 |
1.60579379560161 |
12.0427258998082 |
0.421924553151968 |
-0.76807041281161 |
5.21784073747602 |
-5.65148030459012 |
-4.74977032466442 |
1.21579882963806 |
-2.89045431663470 |
-8.37840737476031 |
8.81955071740174 |
4.67465548699664 |