ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.109 | -0.1538 | 0.536 | -0.7177 | 1.0046 | -0.6342 | -0.7177 |
(p-val) | (0.926 ) | (0.8733 ) | (0.5382 ) | (0 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0 | -0.0536 | 0.6279 | -0.7814 | 1.0161 | -0.6414 | -0.7814 |
(p-val) | (NA ) | (0.7158 ) | (0 ) | (0.002 ) | (0 ) | (0 ) | (0.002 ) |
Estimates ( 3 ) | 0 | 0 | 0.6575 | -0.7988 | 1.0287 | -0.6589 | -0.7988 |
(p-val) | (NA ) | (NA ) | (0 ) | (7e-04 ) | (0 ) | (0 ) | (7e-04 ) |
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 |
0.00969018995004162 |
-0.140153531112023 |
0.0861631377048088 |
0.313595358960651 |
0.608133379042472 |
0.147699830087967 |
0.476220742914667 |
0.546837118285778 |
-0.721532930925777 |
-1.20618132527292 |
0.265583697517300 |
-0.224220534010478 |
0.204484385957224 |
-0.271436592975866 |
-0.33252390267425 |
0.504997924658636 |
1.07246143977618 |
0.480364023829565 |
0.146405783014388 |
0.848199157287376 |
-1.29712212158951 |
0.0882698113245864 |
-0.181172120418443 |
0.713191911993533 |
-0.177590012523496 |
-0.0383461885477429 |
-0.103645225507573 |
0.616973275312288 |
0.865065299972005 |
0.0805919667065128 |
0.0330042995975301 |
0.843167804228948 |
-1.21925681588996 |
-0.107941359852856 |
-0.200302751709591 |
0.00240900202412518 |
0.286377681656572 |
-0.465156597188478 |
0.225431719870049 |
0.369507597974615 |
1.11330696896101 |
-0.360675135928118 |
1.25752615078868 |
0.36192843025368 |
-0.590184361748076 |
-0.760629558829367 |
0.233925758632847 |
0.60416427470158 |
0.281706129315458 |
-0.344049577852413 |
0.457395130652736 |
0.291713681225466 |
1.25771281865227 |
-0.155145281557085 |
0.810037795120118 |
0.7977885489571 |
-0.565545912904853 |
-0.589892098133327 |
-0.00385580123621989 |
0.524345166502116 |