ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6283 | -0.0443 | 0.4152 | -0.7032 | 0.3405 | 0.3357 | -0.9627 |
(p-val) | (3e-04 ) | (0.8058 ) | (0.0146 ) | (0 ) | (0.2596 ) | (0.259 ) | (0.0026 ) |
Estimates ( 2 ) | 0.6109 | 0 | 0.3932 | -0.6963 | 0.3842 | 0.3829 | -1.0003 |
(p-val) | (0 ) | (NA ) | (0.0066 ) | (0 ) | (0.0721 ) | (0.1253 ) | (0 ) |
Estimates ( 3 ) | 0.6047 | 0 | 0.3841 | -0.7118 | -0.4256 | 0 | -0.1126 |
(p-val) | (1e-04 ) | (NA ) | (0.0084 ) | (0 ) | (0.4571 ) | (NA ) | (0.8714 ) |
Estimates ( 4 ) | 0.6108 | 0 | 0.3777 | -0.7217 | -0.5111 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (0.0067 ) | (0 ) | (0.0013 ) | (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 ) |
Estimated ARIMA Residuals |
Value |
0.0693990238500725 |
-0.202508879784000 |
-18.0825451650144 |
6.67897137919856 |
14.9871944949232 |
6.82249136991831 |
1.20477877404993 |
10.5148802743588 |
5.85093737706826 |
-3.73615461994183 |
3.85281956420836 |
-11.1862001862996 |
15.0124192342109 |
9.9585687417191 |
0.786774498883611 |
3.36539245418093 |
4.4416035522114 |
3.47164787845242 |
2.04647126132675 |
3.45954693245012 |
-4.67092891436139 |
-8.5989110651235 |
1.58097313515991 |
-2.66817956832325 |
7.94842771374732 |
4.84790403500832 |
-8.81314695781482 |
2.07410903714862 |
-3.38628384324976 |
4.06380361865556 |
4.94898156698772 |
4.04195625878557 |
-11.9303577650716 |
16.9273904984887 |
3.70496180157471 |
5.92387030376004 |
-4.20185645636102 |
-3.13453268699528 |
5.59907399121433 |
9.90827997409823 |
2.64382654641493 |
8.44006128237075 |
-1.19528311634833 |
0.314644349167505 |
1.92084804404795 |
3.51002113180532 |
3.08440866080907 |
8.05495940836078 |
-1.55364521273671 |