ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | 0.1687 | 0.1507 | 0.5361 | -0.3913 | -0.5177 |
(p-val) | (0.1196 ) | (0.1496 ) | (0 ) | (0.0027 ) | (0 ) |
Estimates ( 2 ) | 0.2348 | 0 | 0.568 | -0.3434 | -0.5182 |
(p-val) | (0.024 ) | (NA ) | (0 ) | (0.0081 ) | (1e-04 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0973991420352099 |
0.580039602732398 |
-0.238677950217187 |
-1.98107115655030 |
3.26219378133947 |
0.58786126170545 |
-2.71611783121620 |
3.13964301999284 |
-2.61852951679631 |
2.06717031179404 |
-2.56635349301596 |
-0.556485904777107 |
2.48106152241385 |
9.68835738769985 |
3.97164035167459 |
2.97221009203824 |
-0.128412721121031 |
-6.27956696935408 |
0.132130697501145 |
4.47973020891054 |
4.44372583472769 |
9.4290939424780 |
0.273041229309096 |
1.81003300337923 |
9.90467482095366 |
-13.4933219499843 |
-3.07869481501275 |
0.671329873931785 |
5.63124393732885 |
-0.0571976562590719 |
9.5584613858895 |
2.6294444989383 |
2.2002975092584 |
-0.210033187405209 |
-8.61784871302788 |
3.53862123011233 |
9.44338736668372 |
6.20753307544789 |
-4.79831704403685 |
-4.50905803694422 |
0.216455593797136 |
3.49846231238986 |
-2.35909534181447 |
-10.6342781062508 |
0.848245293121579 |
6.5763490046482 |
-0.912580360501096 |
3.82422004305651 |
-4.65294193844231 |
-0.335831605815031 |
3.25472618104703 |
12.7087444646215 |
-4.3631894473784 |
7.15220361798154 |
-0.149813104087428 |
-1.79896402685088 |
-0.774258442300933 |
-4.2645012364154 |
6.42787961100609 |
3.40866910746489 |
-2.43154588768513 |
3.24098847526028 |
-2.58848702937026 |
-0.257422048315647 |
-2.43353196660948 |
1.64105487110275 |
-2.05693171725318 |
4.62111016651777 |
0.281042214241893 |