ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0236 | 0.044 | -0.097 | -0.6843 | -0.0112 | 0.0607 | -0.9992 |
(p-val) | (0.9273 ) | (0.8239 ) | (0.5372 ) | (0.004 ) | (0.9532 ) | (0.7652 ) | (0.04 ) |
Estimates ( 2 ) | 0.0201 | 0.0411 | -0.0983 | -0.6816 | 0 | 0.0668 | -0.9996 |
(p-val) | (0.9364 ) | (0.8304 ) | (0.5276 ) | (0.0035 ) | (NA ) | (0.7036 ) | (0.0257 ) |
Estimates ( 3 ) | 0 | 0.0311 | -0.1038 | -0.6659 | 0 | 0.0671 | -1.0003 |
(p-val) | (NA ) | (0.8294 ) | (0.4534 ) | (0 ) | (NA ) | (0.7025 ) | (0.0287 ) |
Estimates ( 4 ) | 0 | 0 | -0.1102 | -0.6554 | 0 | 0.0676 | -0.9992 |
(p-val) | (NA ) | (NA ) | (0.4139 ) | (0 ) | (NA ) | (0.6998 ) | (0.0388 ) |
Estimates ( 5 ) | 0 | 0 | -0.1141 | -0.6506 | 0 | 0 | -1.0003 |
(p-val) | (NA ) | (NA ) | (0.3969 ) | (0 ) | (NA ) | (NA ) | (0.0697 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.6676 | 0 | 0 | -0.9998 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0584 ) |
Estimates ( 7 ) | 0 | 0 | 0 | -0.7078 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
-0.506989902325989 |
4.88007967776828 |
1.21450068211499 |
27.8822644132403 |
4.36393480418803 |
4.34429314520993 |
4.85539101306677 |
2.66600851392888 |
8.28051837137848 |
6.23163376152634 |
-11.5390085155369 |
2.5510634563959 |
-3.04357152011076 |
8.33849793902137 |
11.7379487483667 |
3.45419323762339 |
-0.239377514124032 |
9.83139985460656 |
10.1425640912454 |
-9.96997686691292 |
-4.44916496608482 |
-4.43964945807339 |
11.9792892361410 |
-1.1892576028676 |
1.45333082023549 |
6.27326711354841 |
9.12179838003651 |
17.0318887661480 |
-6.03374596043278 |
9.71377174099858 |
-8.90439512965544 |
7.16319380546682 |
9.1117742507198 |
8.76751672914546 |
6.97897193233582 |
-0.624146779536742 |
1.34246749269283 |
-3.12035782536661 |
-1.81407113460095 |
3.84116987188008 |
-12.9504916860743 |
3.61395105319151 |
-11.7422028926221 |
5.1768015413771 |
4.84220949961766 |
-14.4563471903241 |
-1.80167294853758 |
13.0423515103157 |
-5.66647260942664 |
6.18049057913837 |
-4.90386336830106 |
-15.5576336716000 |
16.1110295774597 |
5.6008016787895 |
3.31811629022567 |
-3.68261900199427 |
-2.33060796595063 |
11.2985182313596 |
2.17465492335024 |
23.5820079889651 |
-9.27235736301466 |
-13.5159367678475 |
-9.00833983509705 |
0.630633628292465 |
-6.44449127383928 |
4.95739032793351 |
4.52795971406281 |
15.0746061480379 |