ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.6057 | -0.2487 | -0.191 | -0.9974 | -0.0854 | -0.1376 | -0.9073 |
(p-val) | (0 ) | (0.1165 ) | (0.1583 ) | (0 ) | (0.648 ) | (0.4458 ) | (0.0205 ) |
Estimates ( 2 ) | -0.6158 | -0.2664 | -0.1979 | -1.0024 | 0 | -0.1011 | -1.0503 |
(p-val) | (0 ) | (0.0814 ) | (0.1404 ) | (0 ) | (NA ) | (0.5451 ) | (0.0023 ) |
Estimates ( 3 ) | -0.6136 | -0.2654 | -0.2048 | -1.0023 | 0 | 0 | -1.0434 |
(p-val) | (0 ) | (0.0808 ) | (0.1239 ) | (0 ) | (NA ) | (NA ) | (0.0011 ) |
Estimates ( 4 ) | -0.5756 | -0.1434 | 0 | -1.0021 | 0 | 0 | -1.034 |
(p-val) | (0 ) | (0.2771 ) | (NA ) | (0 ) | (NA ) | (NA ) | (3e-04 ) |
Estimates ( 5 ) | -0.5019 | 0 | 0 | -1.002 | 0 | 0 | -1.0295 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (1e-04 ) |
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 |
-0.609417599032244 |
19.1721075795585 |
-5.83228864027913 |
2.36310250066486 |
-1.96301857920571 |
10.1564325842777 |
0.947317723373413 |
-6.22255665409318 |
-18.136972180611 |
1.99769351027868 |
-0.836050087180649 |
12.9246887089899 |
9.9423702876329 |
-5.52194533448843 |
-14.5102845413972 |
-5.60014389281797 |
9.06337817226068 |
-8.27511108371082 |
1.64754588335628 |
-0.0498620124689872 |
5.53783446575334 |
-6.60362996174072 |
-9.1961779154081 |
21.8229186892331 |
-7.15638610144195 |
-10.1159923878555 |
10.7388189116681 |
-8.74387933323043 |
9.14084677269513 |
-9.98317459951987 |
4.69420129518571 |
-3.86347776179853 |
4.23440798209859 |
7.37820694112472 |
18.6940100646784 |
0.512705679861746 |
-6.88998416552944 |
-15.8276377566350 |
0.444508374272324 |
3.65512529322004 |
-4.72899804304026 |
1.63152346344803 |
-2.69009990120355 |
5.45096386820113 |
11.3788924783977 |
11.8756646794085 |
-8.20802094393976 |
-21.2555577558873 |
-0.30528245259918 |
-0.0524461131397259 |
3.11309159019596 |
-2.90394375130314 |
8.75705632459629 |
3.15347650302008 |
10.0911499065850 |
9.75532598921576 |
-5.30320526441907 |
-6.55557634248793 |
0.520094391010681 |