ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3909 | 0.1088 | 0.3392 | -0.0238 | 0.6859 | -0.5068 | -0.0238 |
(p-val) | (0.2662 ) | (0.6174 ) | (0.0223 ) | (0.977 ) | (0.005 ) | (0.0067 ) | (0.977 ) |
Estimates ( 2 ) | -0.395 | 0.1074 | 0.3386 | 0 | 0.6837 | -0.5052 | -0.041 |
(p-val) | (0.2407 ) | (0.624 ) | (0.0229 ) | (NA ) | (0.0041 ) | (0.0055 ) | (0.9345 ) |
Estimates ( 3 ) | -0.4196 | 0.0964 | 0.3336 | 0 | 0.6684 | -0.4953 | 0 |
(p-val) | (0.0074 ) | (0.5973 ) | (0.0179 ) | (NA ) | (0 ) | (5e-04 ) | (NA ) |
Estimates ( 4 ) | -0.4715 | 0 | 0.2811 | 0 | 0.7136 | -0.4621 | 0 |
(p-val) | (3e-04 ) | (NA ) | (0.0082 ) | (NA ) | (0 ) | (6e-04 ) | (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 |
0.102859943244494 |
-0.704448721713728 |
-1.19519063840259 |
0.44691141803854 |
-0.122469346160724 |
-0.620894170508473 |
-0.0379463206461616 |
-0.812607925297044 |
-0.414127966779205 |
-0.0338608275242933 |
-0.0155426137374945 |
-2.30427479617714 |
0.47703432220834 |
-0.292263997642792 |
1.34785686440411 |
3.77455586414624 |
-0.112034324647126 |
-0.843319247014506 |
3.74396819713670 |
2.41218495263692 |
0.129138544811127 |
0.609686664979094 |
1.39374029362736 |
4.48518329911812 |
-3.35285565876433 |
4.42499955825501 |
3.44940240648027 |
-2.26985769386087 |
3.99778193114257 |
4.57247527263898 |
-1.25305993440814 |
-2.64647137378437 |
9.30963083756757 |
-4.80778100293253 |
-0.209769493797836 |
-6.79362955958386 |
-2.06361120145692 |
2.07893823001611 |
-2.66567420488195 |
5.35436331766857 |
3.42773241534232 |
-2.53000583454936 |
-4.67082562642099 |
-0.747544391686361 |
3.67782102794069 |
-8.23963319923666 |
-0.801720334949437 |
-0.906517420610001 |
0.817707549804723 |
-0.6557959936696 |
2.12754950254327 |
5.75414175899591 |
-2.77868745389412 |
-1.56734394787597 |
0.714114764980266 |
0.740316427493099 |
1.06258022339554 |
0.592187424080052 |
-3.4028437200746 |
0.653281980171059 |
2.48797421247258 |
2.52187383003347 |
0.256048391980144 |
-5.40255237539611 |
-3.39973024695381 |
1.50801148612538 |
-0.082947995610553 |
3.26238914245506 |
0.640420042156393 |
-1.00361795565095 |
0.495981100086695 |
-0.244143405650021 |
-0.318623059913733 |
-0.134199209650333 |
3.07757222063782 |
3.02404310528703 |
5.80457659652851 |
-2.21518447651957 |
2.79851632724939 |
2.25675689374799 |
0.628981035507024 |
3.83680645849256 |
-4.86510983423128 |
-2.95574620194742 |
-2.67743905011795 |
6.11161131226649 |
1.57364639021208 |
7.47553909025211 |
-2.93351777601697 |
6.90361698364063 |
5.64630827167207 |
1.72051651216142 |
4.50594251547807 |
-2.63433691013705 |
-8.07787467336885 |
-1.44961559902012 |