ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4435 | 0.2854 | 0.2282 | 0.9407 | -1.181 | -0.5605 | 0.9946 |
(p-val) | (0.0349 ) | (0.2709 ) | (0.2145 ) | (2e-04 ) | (1e-04 ) | (0.0144 ) | (0.6759 ) |
Estimates ( 2 ) | 0.4441 | 0.2909 | 0.2276 | 0.9406 | -0.4762 | -0.2896 | 0 |
(p-val) | (0.0331 ) | (0.2479 ) | (0.2112 ) | (1e-04 ) | (0.0502 ) | (0.351 ) | (NA ) |
Estimates ( 3 ) | 0.4251 | 0.3054 | 0.209 | 0.9402 | -0.3629 | 0 | 0 |
(p-val) | (0.036 ) | (0.2176 ) | (0.256 ) | (0 ) | (0.0644 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0.4879 | 0.4442 | 0 | 1 | -0.382 | 0 | 0 |
(p-val) | (0.0039 ) | (0.0069 ) | (NA ) | (0 ) | (0.0418 ) | (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 |
0.107889620033916 |
1.93784408441691 |
-5.64107458143907 |
15.3139805855559 |
11.2515226161106 |
14.0667360616725 |
-8.78698156873814 |
10.5598988462932 |
0.586693448186151 |
14.0817582589992 |
5.37363664468604 |
-8.77376721020923 |
-5.21198677079758 |
1.57200692511372 |
1.81095266982388 |
21.1941239192787 |
-0.206630651287001 |
-6.34132546195056 |
20.2365548159637 |
-5.5933243334942 |
21.7010028546415 |
-7.9604053948104 |
-10.2985688047359 |
-2.10497147814744 |
9.73791029236748 |
9.77134893038956 |
-6.08495815701106 |
-5.73837340597683 |
22.7262958472885 |
-5.2788808465197 |
3.28705372262555 |
1.83681091635768 |
-13.5821357969981 |
-23.409368476878 |
-8.81029397400976 |
10.0549343055829 |
8.47355039399477 |