ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.1238 | -0.0656 | -0.2264 | -0.8982 | 0.7898 | -0.7806 | -0.9997 |
(p-val) | (0 ) | (0.7788 ) | (0.1291 ) | (0 ) | (0 ) | (0 ) | (0.0119 ) |
Estimates ( 2 ) | 1.0814 | 0 | -0.2583 | -0.8869 | 0.7929 | -0.7739 | -1.0001 |
(p-val) | (0 ) | (NA ) | (0.0082 ) | (0 ) | (0 ) | (0 ) | (0.0111 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
8.09393965222216e-10 |
1.82626822546347e-08 |
3.22177489895267e-08 |
1.11185209523234e-08 |
3.34834672905533e-08 |
2.86464993441001e-08 |
-6.91784681621034e-09 |
1.75296912800233e-08 |
-1.74915604544042e-09 |
2.38023384442808e-08 |
8.94421766846793e-09 |
5.71935782242738e-09 |
-1.46809353850013e-07 |
5.50713593325219e-08 |
-2.77438371360018e-09 |
-4.42081677026285e-08 |
-4.57104974478555e-08 |
-1.14603557392269e-08 |
-1.20945939349807e-08 |
3.39236231471156e-08 |
-1.83732378290287e-08 |
-2.9225141904725e-08 |
8.81640581939629e-09 |
-4.00228179401541e-08 |
1.04409852550147e-07 |
-2.58478787012264e-08 |
6.86479784105913e-08 |
7.13305042309866e-08 |
7.78967447600734e-08 |
1.13944593856439e-08 |
-3.92884842528603e-08 |
-4.56307972736818e-09 |
-2.15840029046956e-08 |
4.82019592878658e-08 |
4.38154417552041e-08 |
2.17661234926759e-08 |
2.70638994844752e-08 |
1.27502400384252e-08 |
-3.03973818866205e-08 |
-3.89324385065774e-08 |
1.27456690340621e-08 |
-2.09433145831360e-08 |
5.3825054042347e-08 |
3.39762578660824e-08 |
2.04958214872337e-08 |
2.20963860904207e-08 |
-4.00966495246742e-08 |
9.23787254210728e-09 |
7.47303178687766e-08 |