ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1795 | 0.1334 | 0.4767 | -0.5643 | -0.0839 | -0.2966 | -0.3719 |
(p-val) | (0.5421 ) | (0.5715 ) | (0.0033 ) | (0.0838 ) | (0.9245 ) | (0.3402 ) | (0.7192 ) |
Estimates ( 2 ) | -0.1787 | 0.1348 | 0.4749 | -0.5682 | 0 | -0.2718 | -0.4692 |
(p-val) | (0.5458 ) | (0.5693 ) | (0.0032 ) | (0.0799 ) | (NA ) | (0.1248 ) | (0.0223 ) |
Estimates ( 3 ) | -0.3293 | 0 | 0.4058 | -0.4004 | 0 | -0.2801 | -0.4862 |
(p-val) | (0.0483 ) | (NA ) | (9e-04 ) | (0.0241 ) | (NA ) | (0.1107 ) | (0.0193 ) |
Estimates ( 4 ) | -0.353 | 0 | 0.4415 | -0.4314 | 0 | 0 | -0.4996 |
(p-val) | (0.0204 ) | (NA ) | (2e-04 ) | (0.0067 ) | (NA ) | (NA ) | (0.0154 ) |
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 |
-0.337742272351258 |
0.242593885219491 |
4.55243120650192 |
-6.49852167175566 |
5.51339887172135 |
-5.40824208780543 |
2.50100744152703 |
-2.75826897004793 |
0.411463705253333 |
5.58508953997286 |
-1.28595957601082 |
-4.4284778688753 |
-0.303722451617811 |
1.75389294337642 |
1.54069369644302 |
-2.66273103120463 |
-2.72456759331312 |
-1.64204046175038 |
4.98601045535821 |
1.09434867720534 |
-6.41454995589507 |
2.95816118476835 |
-1.58307986400874 |
-2.83898997487338 |
1.36838386899409 |
7.10918784235509 |
-9.84339515041445 |
4.25821591393427 |
-2.09647625612731 |
-1.78442891374009 |
-0.536141520508517 |
-3.24281413298018 |
2.4113656854768 |
-4.80509335104662 |
-11.3307334136666 |
-4.97042793310616 |
-6.97264860485098 |
-0.52853072463034 |
3.40875818400358 |
-1.77559334992128 |
-3.29874684450444 |
-0.465665667994246 |
9.01225818861428 |
2.54619883266871 |
-1.91428029049559 |
-1.03226536818178 |
0.465108824895534 |
0.933327217048568 |
-1.51814954555018 |
3.51885874925200 |
10.4577331456472 |
6.12086094964274 |
-2.60782658372393 |
-0.756070795567724 |
-0.0838069913721945 |
-0.143394375281068 |