ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.5816 | -0.4559 | -0.2526 | -1 |
(p-val) | (0.0011 ) | (0.0151 ) | (0.1425 ) | (0 ) |
Estimates ( 2 ) | -0.4886 | -0.3181 | 0 | -1 |
(p-val) | (0.0041 ) | (0.0569 ) | (NA ) | (0 ) |
Estimates ( 3 ) | -0.3663 | 0 | 0 | -1 |
(p-val) | (0.0251 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.0110749376442034 |
4.78614319483157 |
-10.6461667852218 |
11.0742570884528 |
2.41946139142617 |
-9.29683714141346 |
-10.7770612684633 |
10.2245494189972 |
27.0046618337149 |
-12.7836078337918 |
-22.0471738557813 |
12.5408340540777 |
17.9930533927806 |
29.5130498096558 |
1.34630798758991 |
3.11233070332155 |
-9.1392358389866 |
8.15589962799249 |
-2.68574611496371 |
16.0677770171217 |
-17.3512695732860 |
14.8378202855003 |
0.677293081954746 |
-6.90730034294006 |
8.77589568552363 |
-39.3520822705388 |
2.83866109033851 |
4.75981087262861 |
10.3650004378897 |
0.379371727812778 |
8.03465088083973 |
-21.4921656455459 |
-3.99398438746676 |
19.0068610148204 |
-0.608544887310398 |