ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0443 | 0.1886 | 0.6328 | 0.1732 | -0.847 | -0.2967 | 0.5903 |
(p-val) | (0.8051 ) | (0.1084 ) | (0 ) | (0.4758 ) | (0.2826 ) | (0.13 ) | (0.4776 ) |
Estimates ( 2 ) | 0 | 0.1761 | 0.6207 | 0.1262 | -0.8168 | -0.2917 | 0.5561 |
(p-val) | (NA ) | (0.0955 ) | (0 ) | (0.413 ) | (0.3044 ) | (0.1407 ) | (0.5054 ) |
Estimates ( 3 ) | 0 | 0.1886 | 0.6186 | 0.1108 | -0.293 | -0.1622 | 0 |
(p-val) | (NA ) | (0.0752 ) | (0 ) | (0.4717 ) | (0.1262 ) | (0.3665 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1851 | 0.6407 | 0 | -0.3489 | -0.1635 | 0 |
(p-val) | (NA ) | (0.0791 ) | (0 ) | (NA ) | (0.046 ) | (0.3643 ) | (NA ) |
Estimates ( 5 ) | 0 | 0.1746 | 0.6241 | 0 | -0.3102 | 0 | 0 |
(p-val) | (NA ) | (0.0951 ) | (0 ) | (NA ) | (0.0547 ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.6962 | 0 | -0.3007 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0606 ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0.5835 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0 ) | (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 ) |