ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0799 | 0.2536 | 0.4721 | -0.9103 | 0.2645 | -0.2252 | -1 |
(p-val) | (0.6779 ) | (0.1955 ) | (0.0032 ) | (0 ) | (0.0996 ) | (0.1425 ) | (4e-04 ) |
Estimates ( 2 ) | 0 | 0.3127 | 0.5058 | -0.9597 | 0.2661 | -0.2376 | -1 |
(p-val) | (NA ) | (0.0526 ) | (0.0039 ) | (0 ) | (0.1084 ) | (0.1092 ) | (3e-04 ) |
Estimates ( 3 ) | 0 | 0.2765 | 0.4912 | -0.9609 | 0.3106 | 0 | -1 |
(p-val) | (NA ) | (0.0683 ) | (0.0023 ) | (0 ) | (0.0618 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0.377 | -1.1268 | 0.3335 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (0.0049 ) | (0 ) | (0.0398 ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-0.354068883784824 |
-0.96292460579429 |
-0.712545808722285 |
8.06963809672465 |
2.98839539973939 |
-0.986750910864207 |
1.41209446986542 |
-1.83103330323873 |
4.18856522539593 |
1.00743908415782 |
-1.11846246595512 |
-2.37381440350056 |
-0.0502011893400293 |
0.294931112670990 |
-1.71826528264987 |
1.86799004838761 |
-2.42574362201023 |
0.0315027012036263 |
3.0213617829486 |
-0.786657053485405 |
3.80540794093051 |
-0.489777188185032 |
-2.82865661204563 |
2.36808199523213 |
-0.915666491194318 |
0.183119452253218 |
4.13230319840895 |
2.70222351986912 |
-3.46899736234886 |
2.61666243064288 |
1.29017687544014 |
3.83149641094495 |
2.50535013075409 |
-3.59963421000977 |
-1.18045972688376 |
3.10423387424327 |
-2.21296280507490 |
-4.83009921151078 |
-7.482462165756 |
2.59132178180577 |
1.42681727984480 |
7.20978328047266 |
-5.1055423148464 |
-0.118023865377766 |
1.82999828410257 |
-2.44576082470282 |
4.36569576820767 |
3.88376279713810 |
3.36602271177633 |
-0.710464239474468 |
4.75596946621061 |
-3.99341082070786 |
5.54212150869144 |
-0.290520961339256 |
-0.830097109256643 |
-1.28221259630208 |
1.02212953010658 |
4.09803766562983 |
2.32594185384636 |
-1.92358090673598 |
1.37911294197317 |
0.656286459262888 |
2.19238037115971 |
-1.70325958214029 |
-1.18800072615117 |
0.106691231204623 |
2.02581248679798 |
1.54510099150296 |
-1.54690315672947 |