ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2896 | 0.1736 | 0.3612 | 0.4016 | 0.2617 | -0.328 | -0.8199 |
(p-val) | (0.0981 ) | (0.0284 ) | (0 ) | (0.0271 ) | (0.0041 ) | (1e-04 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.1427 | 0.3308 | 0.0995 | 0.2519 | -0.3202 | -0.839 |
(p-val) | (NA ) | (0.0526 ) | (0 ) | (0.2274 ) | (0.0059 ) | (1e-04 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.1403 | 0.3275 | 0 | 0.2451 | -0.3129 | -0.8309 |
(p-val) | (NA ) | (0.0567 ) | (0 ) | (NA ) | (0.0078 ) | (2e-04 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0.3403 | 0 | 0.2569 | -0.3067 | -0.8172 |
(p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.006 ) | (2e-04 ) | (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 |
1.74045625640364e-10 |
-2.3921900831893e-08 |
-5.24698915972745e-09 |
6.04727398412287e-09 |
-3.14827175333525e-08 |
1.893956091045e-09 |
1.50474324124989e-08 |
1.30295542415340e-08 |
1.64953232966608e-09 |
-7.6024092146925e-09 |
-1.00549959069088e-08 |
2.13586517989065e-08 |
6.57699876167796e-09 |
6.09356066495643e-09 |
-8.59875222675153e-09 |
3.76404638238366e-08 |
-2.13846200057684e-08 |
1.50249839611669e-08 |
-1.37480387317454e-08 |
-1.41094000967847e-08 |
3.43470690819404e-08 |
-1.11576518444408e-08 |
-1.29475950814807e-09 |
1.34253077960158e-08 |
1.58938191286505e-08 |
5.40362451687979e-08 |
1.66859240788732e-08 |
-1.86758497653241e-08 |
-1.60923694653016e-08 |
6.89913237852908e-09 |
1.96545450001868e-09 |
5.02985250474227e-09 |
4.75959516593036e-08 |
3.44331848031251e-08 |
-1.89352351924054e-08 |
-4.13624437557198e-08 |
-6.58943884781731e-08 |
-6.30640912354306e-09 |
3.44459443636738e-08 |
4.31104947574855e-09 |
5.98431655379869e-09 |
4.06174853075597e-08 |
-1.79291644718636e-08 |
6.37358090270897e-09 |
-5.23238137198337e-08 |
-1.93824767122157e-08 |
2.92716196398045e-08 |
1.33015081569320e-08 |
-1.65499973693927e-08 |
-1.74513231016130e-09 |
-4.18822199374874e-09 |
-6.32918832511193e-09 |
1.60587445847789e-08 |
-3.77928928584302e-08 |
3.07313682529514e-08 |
-3.26854743376441e-09 |
-9.39159724640577e-10 |
1.45198444915594e-09 |
-1.64149650582439e-08 |
-2.21482872679783e-08 |
5.86288125144265e-09 |
-1.91627627452010e-08 |
4.41298002358154e-09 |
-1.77669992002225e-08 |
-8.64797037756306e-09 |
-7.87991447512483e-09 |
-2.27684158369937e-08 |
-5.51674255414525e-09 |
-3.33551781518798e-08 |
-2.51368392364242e-09 |
-1.50479715227617e-08 |
-7.39116228872123e-09 |
1.26139339535068e-08 |
-4.84606811640125e-09 |
3.50555911684242e-09 |
1.52567134165088e-08 |
2.78344228848424e-08 |
3.25232296111092e-09 |
1.68432509432589e-08 |
-1.14773901473533e-09 |
-1.41047570694463e-08 |
1.4086288447091e-08 |
9.65556726950777e-09 |
2.34918856047770e-08 |
4.10925195014927e-08 |
-1.00920779487766e-08 |
8.91021418652767e-10 |
-3.08389031776173e-09 |
3.32023263180609e-09 |
-4.86093269794575e-09 |
5.10663000444294e-09 |
-1.42919162706323e-09 |
3.28283681381489e-08 |
2.19595723855702e-08 |
1.54867442935073e-08 |
1.20900402870349e-08 |
-1.79749671461368e-08 |
1.91579854866923e-08 |
1.43487517135190e-08 |
1.06712629982672e-09 |
1.77520327518731e-09 |
6.70028713478395e-08 |
-4.31971001109347e-10 |
9.39552815728492e-09 |
-3.44438888820740e-08 |
1.99501601086361e-08 |
3.40579738776052e-08 |
7.2907279549616e-09 |
-3.08318044412788e-08 |
8.88237361874824e-10 |
3.51891138785698e-08 |
1.67699454776733e-08 |
-3.50287191978385e-08 |
-1.41970311470026e-08 |
7.15625054775658e-09 |
3.06884450943529e-08 |
6.29764873912345e-10 |
1.00346069846629e-09 |
3.42256382875879e-08 |
1.01958036208653e-08 |
-1.79657671807552e-08 |
-1.19923300886073e-08 |
1.21993439386261e-08 |
2.61186069602744e-09 |
3.22642664443783e-08 |
-6.963628726214e-09 |
-9.18457163119365e-09 |
3.01620406451233e-08 |
-1.30831948373298e-09 |
3.24679672654204e-08 |
6.76355743256236e-09 |
-9.9869852634685e-10 |
1.17569894863890e-08 |
-7.37174715847434e-10 |
3.53270474692166e-08 |
-1.50835672893667e-08 |
-2.07830577652584e-08 |
-1.88472323622258e-08 |
2.17005635598906e-08 |
3.28223339367836e-09 |
-2.28742962631926e-08 |
1.67823538530273e-08 |
1.76053228580308e-08 |
3.12259476473345e-11 |
3.46963994633889e-08 |
-5.84634232618485e-09 |
-1.10564246641751e-08 |
9.56813592273221e-09 |
-1.43878692510936e-08 |
2.11921024800775e-08 |
-1.44080896993433e-09 |
-2.79147377293687e-09 |
6.59711587056512e-09 |
-7.85255765347779e-09 |
4.25444982726546e-09 |
2.54124888125062e-08 |
-2.89872284564186e-08 |
2.41833439441052e-08 |
2.15227829174212e-08 |
1.35620158733444e-08 |
1.87671216552298e-08 |
5.04591148391415e-08 |
1.67473056941041e-08 |
-2.29146247021975e-08 |
-7.848973007166e-09 |
-3.84544869544893e-09 |
5.0797033008602e-09 |
9.95718042959648e-10 |
-2.67597316288720e-09 |