ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1971 | 0.4107 | 0.5129 | 0.5112 | -0.1542 | 0.0638 | -0.3739 |
(p-val) | (0.4297 ) | (0.0186 ) | (4e-04 ) | (0.0667 ) | (0.9315 ) | (0.9412 ) | (0.8384 ) |
Estimates ( 2 ) | -0.1967 | 0.408 | 0.5131 | 0.5087 | -0.2855 | 0 | -0.2396 |
(p-val) | (0.429 ) | (0.0165 ) | (4e-04 ) | (0.0656 ) | (0.5098 ) | (NA ) | (0.6142 ) |
Estimates ( 3 ) | -0.2021 | 0.3859 | 0.5063 | 0.4982 | -0.4649 | 0 | 0 |
(p-val) | (0.404 ) | (0.0143 ) | (4e-04 ) | (0.0589 ) | (0.0088 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0 | 0.3177 | 0.4517 | 0.3011 | -0.4697 | 0 | 0 |
(p-val) | (NA ) | (0.0146 ) | (0.0011 ) | (0.0371 ) | (0.0087 ) | (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 |
0.0570995506747299 |
-4.02433691114591 |
2.12923805817709 |
-10.6122939294846 |
-4.33592967347822 |
-6.22733887934561 |
3.22296488971418 |
2.91903775786582 |
-4.77029181464147 |
2.60234151268745 |
14.5497833196297 |
-3.19704622303658 |
-1.53934717938419 |
-14.1675778665002 |
-7.69834859633814 |
-9.46063257356501 |
3.20599318735003 |
0.934025985972693 |
-1.74643708941751 |
-1.60436910416306 |
-2.76609879854714 |
-1.06819785304358 |
4.10693305127507 |
0.883404304002277 |
5.54361022112565 |
-4.41494681931158 |
-11.9754052150113 |
8.31266134673431 |
3.01450252845769 |
3.68094694148618 |
-0.890415043695038 |
2.59514547831168 |
-7.01589731743944 |
7.19258696175249 |
-3.71176628364015 |
-2.03097845619725 |
-0.536909685093532 |
-4.50694465524361 |
6.65189348266821 |
-3.19831963840527 |
-4.0561778497255 |
0.994872465591811 |
0.731299482811721 |
-4.30310906068591 |
-5.91630665073181 |
-0.541566355927785 |
-4.30524234788582 |
11.4524575972973 |
1.15801877147329 |