ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0438 | -0.1886 | -0.0874 | -0.0473 | 0.0872 | 0.0283 | 0.0864 |
(p-val) | (0.9336 ) | (0.1865 ) | (0.6065 ) | (0.9266 ) | (0.9777 ) | (0.9582 ) | (0.9779 ) |
Estimates ( 2 ) | 0.0438 | -0.1886 | -0.0873 | -0.0475 | 0.1736 | 0.0132 | 0 |
(p-val) | (0.9336 ) | (0.1865 ) | (0.6069 ) | (0.9264 ) | (0.2901 ) | (0.9359 ) | (NA ) |
Estimates ( 3 ) | 0.0429 | -0.1895 | -0.0867 | -0.0449 | 0.177 | 0 | 0 |
(p-val) | (0.9354 ) | (0.1834 ) | (0.6105 ) | (0.9309 ) | (0.2682 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0 | -0.189 | -0.0945 | -0.0042 | 0.1773 | 0 | 0 |
(p-val) | (NA ) | (0.184 ) | (0.4805 ) | (0.9748 ) | (0.2668 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | -0.1888 | -0.0942 | 0 | 0.1765 | 0 | 0 |
(p-val) | (NA ) | (0.1838 ) | (0.4806 ) | (NA ) | (0.2622 ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | -0.189 | 0 | 0 | 0.1607 | 0 | 0 |
(p-val) | (NA ) | (0.1844 ) | (NA ) | (NA ) | (0.3099 ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | -0.1334 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.3094 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
0.00460316584004819 |
-0.0302484839034218 |
-0.105784551146344 |
0.0974893032337864 |
0.0920578948372688 |
0.086452806156105 |
-0.0681101882094906 |
-0.160419161298456 |
0.0089366805166815 |
0.0440330838800644 |
0.0339241779387143 |
0.0468977177820973 |
-0.0952590044935988 |
0.0773642200733375 |
-0.00640915630671213 |
0.0365934292389021 |
0.0473045151785438 |
-0.000948740436213846 |
0.0722617631222162 |
0.0121006558224304 |
0.108856312987872 |
-0.0403020351380086 |
0.0689565064357387 |
0.0937303493502366 |
-0.000779169153877213 |
0.133315483977626 |
-0.0940946911713736 |
-0.0682092496682918 |
0.0844230110907924 |
0.0218325222753766 |
0.150900531180362 |
0.00663010848478862 |
-0.0386235419906411 |
0.117557320893247 |
0.0327980130759844 |
0.105238068681218 |
0.00217588658576506 |
-0.0472383684742601 |
-0.0555803977119611 |
0.0190584938745264 |
0.0882733132787266 |
-0.0345137173632182 |
0.0319908661654482 |
0.104821166946678 |
0.0108575901217991 |
0.00844645062347382 |
0.0603855700581146 |
-0.0102700723736504 |
-0.140070739881804 |
-0.0700230454534374 |
-0.0104529238420934 |
0.0383206398895410 |
-0.133088510034663 |
0.079949733647826 |
0.0353463401624792 |
0.0832255460112812 |
0.00580065647567363 |
0.0565085760928445 |
0.0741711916122405 |
-0.0402888483780881 |
0.0968265800768284 |