ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.2722 | -1.037 | -0.3758 | -0.2305 | 1.1372 | -0.6409 | -0.2305 |
(p-val) | (2e-04 ) | (0.0046 ) | (0.1124 ) | (0.7253 ) | (0 ) | (1e-04 ) | (0.7253 ) |
Estimates ( 2 ) | -1.3219 | -1.0774 | -0.3987 | 0 | 1.1201 | -0.6221 | -0.3893 |
(p-val) | (0 ) | (0.0011 ) | (0.0619 ) | (NA ) | (0 ) | (1e-04 ) | (0.2627 ) |
Estimates ( 3 ) | -1.4803 | -1.2306 | -0.4799 | 0 | 0.9311 | -0.546 | 0 |
(p-val) | (0 ) | (0 ) | (0.0068 ) | (NA ) | (0 ) | (0.0013 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 ) |
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 |
-0.222297997911315 |
-0.696451256298564 |
1.19789689757868 |
-0.0362418414511665 |
2.68671477193759 |
-2.85057530479428 |
-1.24353746989795 |
2.87863131246939 |
-7.55753308113662 |
-10.4929228280222 |
6.89886943539195 |
0.289377022248983 |
-2.22182171574295 |
-2.09967454364343 |
-10.3462389764420 |
-3.55942779462171 |
-3.69437776457627 |
1.92256911140796 |
4.06925118375796 |
-2.67337350475815 |
6.18954502273127 |
-1.03641542230593 |
5.62076562428024 |
-0.77467181908159 |
1.74218671125757 |
-2.46805189933656 |
-0.50019927070494 |
-0.742189048408846 |
0.940901261306749 |
-0.0201723099391984 |
1.31800945427926 |
1.90486728102007 |
-0.3091924484375 |
-4.66280344025682 |
3.98629988352138 |
-2.17640025683227 |
-1.02975787020574 |
1.92283485430841 |
3.73393371604925 |
-1.05346923099296 |
-3.17076784388161 |
-2.17902861357260 |
1.47875660977024 |
-4.49290507348854 |