ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.8217 | -0.001 | 0.1768 | -0.7438 | 0.3686 | -0.0161 | -1 |
(p-val) | (0 ) | (0.995 ) | (0.1629 ) | (0 ) | (0.0089 ) | (0.9114 ) | (0 ) |
Estimates ( 2 ) | 0.8218 | 0 | 0.176 | -0.7445 | 0.3685 | -0.0164 | -1 |
(p-val) | (0 ) | (NA ) | (0.1177 ) | (0 ) | (0.0057 ) | (0.9064 ) | (0 ) |
Estimates ( 3 ) | 0.8191 | 0 | 0.1781 | -0.7442 | 0.3684 | 0 | -1 |
(p-val) | (0 ) | (NA ) | (0.109 ) | (0 ) | (0.0058 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0.9983 | 0 | 0 | -0.8287 | 0.4067 | 0 | -1 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.002 ) | (NA ) | (0 ) |
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 ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
6.63481375006253e-07 |
-6.4008077336585e-06 |
3.16237488560323e-05 |
1.30251560588213e-07 |
-1.48221556575605e-05 |
-4.92276243289287e-07 |
-6.75362085424507e-06 |
-5.58986159197625e-06 |
7.57176324618916e-06 |
1.06974002865389e-05 |
8.88702410916674e-07 |
5.79716269571224e-06 |
2.97074816155526e-06 |
6.09821941793352e-06 |
-6.27250013552013e-06 |
8.1474079891588e-07 |
1.75557344596468e-05 |
2.65312495385081e-05 |
2.06914103114273e-05 |
-8.64793246277312e-06 |
-2.08399515062719e-08 |
-1.75116519783766e-05 |
-5.05824559615974e-06 |
1.17496260520288e-05 |
-1.40345679014445e-05 |
-5.36908232467292e-06 |
8.908212258812e-06 |
1.26734057171166e-05 |
-2.67487123970543e-05 |
1.35444988931441e-05 |
-2.45593795644372e-05 |
-1.41583564756879e-05 |
1.32387883526884e-05 |
-1.86661992645782e-05 |
1.20840203397499e-05 |
1.79450900476469e-06 |
-1.74989972997459e-05 |
-6.15357029510653e-06 |
-1.93758119419039e-05 |
-5.6659770582158e-06 |
6.65441300743961e-06 |
2.74192339450533e-05 |
-2.06300032997327e-05 |
-5.53393368443341e-06 |
-2.03579967390189e-05 |
-9.65039946331699e-06 |
1.14398733071662e-06 |
-1.20266756812921e-05 |
-1.54064000547373e-05 |
8.13648501224725e-06 |
4.21717754395659e-06 |
-1.13902389896926e-05 |
-7.50345145564643e-06 |
-1.31751796286483e-05 |
-4.39151768152286e-06 |
2.53258074469128e-05 |
-5.02163919962916e-06 |
-4.15152162398951e-06 |
-7.33728295245612e-06 |
4.93466135597551e-06 |
6.17987572117309e-06 |
-2.21547263303593e-06 |
4.69193733515389e-06 |
-8.07237982352729e-06 |
5.8130291289236e-06 |
-1.94980555355388e-05 |
-1.09782025146870e-05 |
-8.00208159572779e-07 |
-3.34340029320472e-07 |
-1.76846982794014e-05 |
-1.5927913784288e-05 |
-8.8887343098352e-06 |
2.22000643651296e-05 |
1.41675917585900e-06 |
7.66666414901066e-07 |
6.4601494602453e-06 |
1.32351162912233e-05 |
-3.16687987855351e-06 |
5.95913644710209e-06 |
-1.28369294790333e-05 |
-1.98683210424574e-05 |
5.90345771317659e-06 |
-6.09445595279431e-06 |
9.32192494302952e-07 |
-7.89335854878634e-06 |