ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0268 | 0.7248 | 0.2095 | 1 | -0.7082 | -0.4023 | 0.14 |
(p-val) | (0.8605 ) | (0 ) | (0.1708 ) | (0 ) | (0.3145 ) | (0.2111 ) | (0.8651 ) |
Estimates ( 2 ) | 0.0358 | 0.7232 | 0.2055 | 1 | -0.5914 | -0.354 | 0 |
(p-val) | (0.8024 ) | (0 ) | (0.1726 ) | (0 ) | (0.003 ) | (0.0698 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.7308 | 0.2335 | 1 | -0.5948 | -0.357 | 0 |
(p-val) | (NA ) | (0 ) | (0.0214 ) | (0 ) | (0.0027 ) | (0.0668 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.7153 | 0.2065 | 1 | -0.3992 | 0 | 0 |
(p-val) | (NA ) | (0 ) | (0.0494 ) | (0 ) | (0.0138 ) | (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 |
0.00464973808683518 |
-0.0157665043685968 |
0.0772360935489827 |
0.0982022735472924 |
-0.0329692184122417 |
-0.0506006031990456 |
-0.075795707738315 |
0.113602703805262 |
0.148113162075967 |
0.112837826310891 |
-0.0734448036257923 |
0.0309083978812412 |
0.0415428680158676 |
0.0990601976481093 |
0.0837931021624382 |
-0.00670321833103682 |
-0.125827016687801 |
0.0186219853768928 |
-0.00636316975306473 |
0.154908900176989 |
0.0614460994605559 |
-0.0534101143074262 |
0.0821269584177297 |
0.0138257285089529 |
0.0530011126754819 |
0.0225633643876339 |
-0.0790410269770067 |
0.0095545808426968 |
0.0195756876718177 |
0.0297518373674727 |
-0.0715088442938308 |
-0.00776262321860514 |
0.147123612155334 |
0.0343408167672056 |
-0.0380715639537345 |
0.0107156918468574 |
-0.0689013420216793 |
-0.0974355202331743 |
-0.112062090380169 |
0.0496777530762346 |
0.0362679511082393 |
-0.173851591766331 |
0.0648912077902307 |
-0.0345220779195117 |
0.0744086647308337 |
-0.0686910230660089 |
0.0912384432864405 |
-0.0295753025972146 |
-0.0303037105364761 |
0.095504559080148 |