ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | 0.2072 | 0.1298 | 0.5047 | -0.3507 | -0.4952 |
(p-val) | (0.0566 ) | (0.2284 ) | (0 ) | (0.0067 ) | (1e-04 ) |
Estimates ( 2 ) | 0.2609 | 0 | 0.5371 | -0.3175 | -0.4938 |
(p-val) | (0.0112 ) | (NA ) | (0 ) | (0.0138 ) | (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 |
2.59938172072753e-06 |
-1.98124589452182e-05 |
9.03904019533454e-06 |
5.974689692847e-05 |
-0.000114153168333964 |
-1.16454302842665e-05 |
8.25491857171207e-05 |
-0.000130540730545100 |
0.000105660554293888 |
-5.98925115999448e-05 |
8.88698175348437e-05 |
1.23144658772834e-05 |
-8.98673305764362e-05 |
-0.000280048698227729 |
-0.000119627728663478 |
-6.75372320398912e-05 |
-5.38412109493011e-06 |
0.000199445906388824 |
-2.0046270725276e-05 |
-0.000156299795964434 |
-0.000144982756037757 |
-0.000194619427641021 |
5.41769707616213e-05 |
-5.18713127332003e-05 |
-0.000286830242259062 |
0.000370918394597008 |
5.22842311086383e-05 |
4.20581762978733e-06 |
-0.000167434731789327 |
-2.18453441691534e-05 |
-0.000205183647384550 |
-0.000101997961783984 |
-6.7968896103759e-05 |
3.76651753521485e-05 |
0.000234200060900207 |
-7.64547750049195e-05 |
-0.000223414016843751 |
-0.000203716715028846 |
8.71869856094325e-05 |
9.60718008341786e-05 |
-8.53519533296036e-07 |
-9.59663908169988e-05 |
5.95180164565832e-05 |
0.000307613554623039 |
-5.43966650096198e-05 |
-0.000129986451065416 |
8.88899614917256e-06 |
-8.87463588797454e-05 |
7.00835423537816e-05 |
1.97103930387834e-05 |
-0.000102232966669420 |
-0.000223490605733882 |
0.000107278243221417 |
-0.000198793872269956 |
-4.10723476605181e-08 |
1.50439084468808e-05 |
-6.85256818749045e-06 |
0.000113657724571234 |
-0.000112152424110303 |
-4.8941404075035e-05 |
4.09094742309553e-05 |
-0.000125967834427353 |
4.94525032591576e-05 |
2.95458917379868e-05 |
4.86273205095606e-05 |
-4.61792875866992e-05 |
4.78662470015082e-05 |
-0.000135506138234512 |
5.77855686636954e-06 |