ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1826 | -0.3106 | 0.0977 | -0.9432 | -0.5656 | -0.4027 | -0.12 |
(p-val) | (0.1818 ) | (0.0158 ) | (0.4732 ) | (0 ) | (0.1696 ) | (0.087 ) | (0.8058 ) |
Estimates ( 2 ) | 0.1821 | -0.3137 | 0.1046 | -0.9436 | -0.6577 | -0.4455 | 0 |
(p-val) | (0.1821 ) | (0.0142 ) | (0.431 ) | (0 ) | (0 ) | (0.0011 ) | (NA ) |
Estimates ( 3 ) | 0.1377 | -0.3018 | 0 | -1.0754 | -0.6589 | -0.4297 | 0 |
(p-val) | (0.267 ) | (0.0175 ) | (NA ) | (0 ) | (0 ) | (0.0018 ) | (NA ) |
Estimates ( 4 ) | 0 | -0.2986 | 0 | -1.0935 | -0.6446 | -0.4167 | 0 |
(p-val) | (NA ) | (0.0196 ) | (NA ) | (0 ) | (0 ) | (0.0028 ) | (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 |
-0.000312453179218713 |
0.0262356302140672 |
-0.00240963773602199 |
-0.0401718968445318 |
0.0296358908444879 |
0.0343859545201239 |
-2.01712740474642e-06 |
0.00235757739993286 |
0.0339545629792695 |
-0.00683912157376615 |
0.00363863561455776 |
0.0126118170620050 |
-0.0231634434966821 |
-0.000806067760311788 |
-0.0799379801949807 |
-0.0283672069388685 |
0.0229685809594173 |
0.0126991579481110 |
0.044980294248654 |
-0.00408052292768904 |
0.0121499692425831 |
0.0171948557772712 |
-0.00494342185632396 |
-0.00694750482277671 |
-0.0198733208229558 |
0.0116892757062565 |
-0.00695206652392818 |
0.0492740258727255 |
0.00043041287794735 |
0.0286373927224382 |
-0.0198599774361160 |
-0.0233359397182088 |
0.058885928618586 |
-0.0368077914615597 |
-0.0295494248192446 |
-0.0226291731883809 |
0.0108895152505279 |
-0.00683342890962535 |
0.0289472144392165 |
-0.0183679090036504 |
0.0312576150959544 |
0.0190412653012111 |
-0.00144515233700617 |
0.0284447147991525 |
-0.0298542363688031 |
-0.0477652688245287 |
0.0181613687717107 |
-0.0228998044806201 |
-0.0248428499898979 |
-0.0158024801405908 |
0.0341677916473078 |
0.00380975133031554 |
-0.00849468570564401 |
0.000789066487181422 |
-0.0305920534281536 |
-0.106754928751708 |
-0.0164284059659585 |
0.00414366263453509 |
0.0225748086657257 |
-0.0304004402854452 |
0.0132026598217524 |
0.0402412167422170 |
-0.0292894617179887 |
0.0231998070498554 |
-0.0107942982530465 |
-0.0098567569534148 |
-0.0345339066023613 |