ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | sar1 |
Estimates ( 1 ) | -0.1156 | -0.0444 | -0.1051 | 0.1075 |
(p-val) | (0.3649 ) | (0.74 ) | (0.4163 ) | (0.463 ) |
Estimates ( 2 ) | -0.1073 | 0 | -0.0966 | 0.0958 |
(p-val) | (0.3907 ) | (NA ) | (0.4454 ) | (0.4993 ) |
Estimates ( 3 ) | -0.101 | 0 | -0.0862 | 0 |
(p-val) | (0.4191 ) | (NA ) | (0.4921 ) | (NA ) |
Estimates ( 4 ) | -0.1021 | 0 | 0 | 0 |
(p-val) | (0.4158 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 |
(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 |
0.00290853759225555 |
0.208316222402716 |
0.118304297294296 |
0.00587373694745796 |
-0.0415690449463386 |
0.0489789348820229 |
0.0406600114059867 |
0.0560442589629022 |
0.00169986464043870 |
-0.116783758171595 |
0.144024211077726 |
-0.135883182222347 |
0.201061160906225 |
0.0609568195366466 |
-0.0515125754340158 |
-0.169369890354409 |
-0.00493056331262176 |
0.0432750767807826 |
0.0301760345193296 |
0.0455066823091732 |
-0.0794602578151551 |
0.0717730877894107 |
0.00468940673651241 |
0.0342465603836026 |
0.0336871803245118 |
-0.020293926428693 |
0.0786946298655451 |
0.0175829810665524 |
0.114609339432198 |
-0.0363564289198206 |
0.0430656569129986 |
0.109432129975960 |
0.0131539815013935 |
0.116935421862064 |
-0.140034100006148 |
-0.103929128425899 |
0.10968720372678 |
0.0487582160740399 |
0.167099222410084 |
0.0268149728468967 |
-0.0528085066880482 |
0.0955972951366388 |
0.031257803935512 |
0.0869496832172483 |
0.0103901474544843 |
-0.0585069650223149 |
-0.0683362722042218 |
0.0205578166042186 |
0.107161024859201 |
-0.0223546067881779 |
0.0193364096293571 |
0.108715378259072 |
0.0216767943578038 |
-0.0066060572217932 |
0.0636543576502557 |
0.00512878013767182 |
-0.148742770866866 |
-0.0904515532222776 |
-0.000441279485086987 |
0.0466034672540694 |
-0.127862784960446 |
0.0586009998913801 |
0.0780679683078613 |
0.0890992016083914 |
0.0224137474126165 |
0.037968799966559 |
0.0758083615417631 |
-0.0381660621616255 |
0.0723654303295902 |
0.0291994111496496 |