ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 1.0122 | -0.2947 | 0.1709 | -0.6856 | 0.0467 | -0.083 |
(p-val) | (0.0016 ) | (0.0953 ) | (0.1901 ) | (0.031 ) | (0.7105 ) | (0.5891 ) |
Estimates ( 2 ) | 1.0424 | -0.2944 | 0.1605 | -0.7224 | 0 | -0.0833 |
(p-val) | (3e-04 ) | (0.0928 ) | (0.2186 ) | (0.0095 ) | (NA ) | (0.5883 ) |
Estimates ( 3 ) | 1.0445 | -0.2945 | 0.1627 | -0.7405 | 0 | 0 |
(p-val) | (1e-04 ) | (0.0856 ) | (0.2016 ) | (0.0032 ) | (NA ) | (NA ) |
Estimates ( 4 ) | -0.3553 | 0.203 | 0 | 0.7457 | 0 | 0 |
(p-val) | (0.3519 ) | (0.3057 ) | (NA ) | (0.0376 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0.0819 | 0 | 0.3944 | 0 | 0 |
(p-val) | (NA ) | (0.483 ) | (NA ) | (0.0014 ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0.3754 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (7e-04 ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.100699941426293 |
-2.59604949885985 |
-0.365260709822057 |
0.47281215113139 |
-0.0717558779857382 |
-1.07988170138769 |
-3.27412076185944 |
-1.11869757425039 |
-1.55584368281867 |
-0.281704589356221 |
2.39942989056583 |
-0.956203391841712 |
1.50514699326517 |
1.11459581218033 |
0.15398225248738 |
-1.59992913328209 |
-0.526346336884964 |
-1.27778484978151 |
-0.606001300581354 |
0.0700058362552056 |
-1.52934807211243 |
2.32770198832259 |
4.11302617972075 |
-0.0612776515390436 |
-5.07706395001655 |
-1.83693453475554 |
-0.990705094253414 |
-0.706320692928358 |
-0.949488818279164 |
1.28909202718155 |
1.60625138426386 |
-0.698972613793018 |
-0.888110057614583 |
1.25024853171419 |
5.58881679683253 |
-1.87778579534800 |
3.84924959498362 |
4.94919814077323 |
0.0533778024680487 |
-0.853295197355692 |
0.648185811067606 |
0.768936749935108 |
1.15580858796413 |
-1.33770591948397 |
5.90473235236952 |
-6.56317267769374 |
4.23799159131653 |
-1.11925845556122 |
2.96945185754927 |
0.812545248292423 |
2.15846624916348 |
-2.01501292019643 |
-1.82641509143329 |
5.00217645574716 |
3.02378692003045 |
0.963581884777412 |
2.82694529707251 |
2.98041368845369 |
-1.77018254596581 |
5.44601590834057 |
4.57679181522104 |
-2.02258001136437 |
11.0490342158008 |
11.1261587936199 |
0.327775118750054 |
-5.9984643506584 |
5.8070962894806 |
-4.71350922418631 |
3.73954428696427 |
6.15449115974988 |
-7.40732256735399 |
0.215324216889712 |
0.408123439513048 |
3.71100211669176 |
1.12828463231710 |
-0.0479372571844578 |
0.106007535165389 |
0.300874644120540 |
0.45677739654073 |
-3.41289514800530 |