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 ) | (0.9314 ) | (0.9412 ) | (0.8383 ) |
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 ) | (0.5099 ) | (NA ) | (0.6142 ) |
Estimates ( 3 ) | -0.2021 | 0.3859 | 0.5063 | 0.4982 | -0.4649 | 0 | 0 |
(p-val) | (0.4041 ) | (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 |
0.0570995506747289 |
-4.02433689685369 |
2.12923804755129 |
-10.6122938903797 |
-4.3359296411517 |
-6.22733888669911 |
3.22296485773548 |
2.91903778485799 |
-4.77029180223457 |
2.60234152246724 |
14.5497832096462 |
-3.19704615494907 |
-1.53934714697667 |
-14.1675779119197 |
-7.69834856363702 |
-9.46063260300812 |
3.20599307526845 |
0.9340260327146 |
-1.74643706169598 |
-1.60436901235218 |
-2.76609885843894 |
-1.06819778481231 |
4.10693320775714 |
0.883404289491322 |
5.54361026470324 |
-4.41494693376834 |
-11.9754052810744 |
8.31266129910436 |
3.01450253660800 |
3.68094707104857 |
-0.890415067019422 |
2.595145395353 |
-7.01589724607974 |
7.19258687721864 |
-3.71176629728104 |
-2.03097842214099 |
-0.536909636305827 |
-4.50694468863811 |
6.65189348962333 |
-3.19831960108117 |
-4.05617780409288 |
0.9948724856378 |
0.73129942742564 |
-4.30310893621346 |
-5.91630674892977 |
-0.54156629790667 |
-4.30524233796557 |
11.4524575704916 |
1.15801877251615 |