ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3414 | -0.2278 | 0.2143 | -0.9915 | -0.0382 | -0.3074 | -0.8484 |
(p-val) | (0.0031 ) | (0.0522 ) | (0.075 ) | (0 ) | (0.8158 ) | (0.0362 ) | (0.0163 ) |
Estimates ( 2 ) | 0.3379 | -0.2284 | 0.2161 | -1.0067 | 0 | -0.2965 | -1.1085 |
(p-val) | (0.003 ) | (0.0507 ) | (0.071 ) | (0 ) | (NA ) | (0.0327 ) | (0.0079 ) |
Estimates ( 3 ) | -0.5902 | -0.5496 | 0 | 0.2463 | 0 | -0.3113 | -1.101 |
(p-val) | (0.0393 ) | (0 ) | (NA ) | (0.5001 ) | (NA ) | (0.0379 ) | (0.0094 ) |
Estimates ( 4 ) | -0.4035 | -0.5012 | 0 | 0 | 0 | -0.2853 | -1.0589 |
(p-val) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0419 ) | (0.0029 ) |
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 |
0.184842540853163 |
1.06269349364393 |
1.33899087282923 |
-1.54494140586197 |
5.11363061281748 |
6.06900568829963 |
-2.04188668170072 |
-4.4773526315847 |
-7.32180744379757 |
1.25067231930512 |
1.9583057207164 |
1.57096570202148 |
2.45075345038233 |
-1.895981608694 |
2.05757358567265 |
-0.488884127816808 |
6.60697124238505 |
2.84469527067328 |
2.66788920633454 |
-0.841109758472327 |
-8.29583738578651 |
-6.16195773274802 |
-4.62565962248567 |
0.0497881051960571 |
5.84366532056121 |
-1.44835711967395 |
4.1157538506793 |
-0.0924964655203107 |
-1.91760890735319 |
-4.82833114142685 |
5.7715006834641 |
-3.9417293500192 |
3.52755347934636 |
5.21730153867761 |
2.67494646578127 |
4.07023380247234 |
-4.02164542701096 |
3.32277105412922 |
-1.54942965152204 |
-8.32465194180955 |
-1.50670888572613 |
-9.40416539279505 |
1.35166971016683 |
3.31891833479542 |
1.54183378889599 |
2.88193832614857 |
-0.109164128552718 |
-0.898465472373483 |
2.63450563698750 |
3.11375677218776 |
-4.7390100082232 |
3.45575769293593 |
0.149171639319967 |
5.65777536405938 |
-9.00694256838155 |
0.070945594801822 |
-0.527759047677887 |
0.118084416020032 |
7.53816539281511 |
-0.624618665559897 |
6.58538378868028 |
-6.59247243773183 |
4.04773617354361 |
-1.47960571808049 |
-5.05611125896304 |
1.68474712692400 |
-15.2728631078218 |
10.9242704826157 |
12.5619550162321 |
5.84560835224633 |
-4.12796022698509 |
-10.5263152938900 |
0.263424187948191 |
-4.13395563858588 |
-8.89023079821214 |
5.21575899804896 |
13.4417003544017 |
-7.2319238690992 |
7.4503755677256 |
8.76422033524864 |
-7.00564113100918 |
-4.61433112637101 |