ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | -0.1032 | -0.1248 | 0.1019 | -0.7253 | -0.5621 | -0.4775 |
(p-val) | (0.6439 ) | (0.5002 ) | (0.5567 ) | (0 ) | (7e-04 ) | (9e-04 ) |
Estimates ( 2 ) | 0 | -0.0804 | 0.1375 | -0.7788 | -0.5363 | -0.4649 |
(p-val) | (NA ) | (0.6092 ) | (0.3913 ) | (0 ) | (7e-04 ) | (0.0011 ) |
Estimates ( 3 ) | 0 | 0 | 0.1587 | -1.2475 | -0.5491 | -0.4586 |
(p-val) | (NA ) | (NA ) | (0.3191 ) | (0 ) | (5e-04 ) | (0.0013 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -1.2853 | -0.4952 | -0.444 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (6e-04 ) | (0.0019 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.083995431197464 |
-1.24415763895833 |
-0.69290798906139 |
-0.453948064979855 |
1.23615446490354 |
0.938569153010803 |
0.0225220871862771 |
-0.0485316792690509 |
-0.466341943208314 |
-0.552682147561813 |
-1.26909433661874 |
0.737944512556835 |
1.15565998516817 |
0.474673590955394 |
-1.62681534921251 |
-0.832968857799461 |
0.660425827353047 |
-0.861612907571057 |
-0.0536559311487509 |
-0.310971127934626 |
-0.986938678962295 |
0.94119815276131 |
0.769169343692304 |
0.294470685806568 |
-0.39472099243318 |
-0.354555708427389 |
-0.0299960546122149 |
0.843983986940734 |
-0.582769385010954 |
-0.0419010400455029 |
0.179005358736649 |
0.523977154112004 |
0.560698403696953 |
2.08172975069050 |
-0.586737399842115 |
-0.509292651410915 |
-0.193402507054892 |
-0.404986908026911 |
-0.171857055810128 |
1.23930488912414 |
-0.882254783901137 |
1.86489571455123 |
1.85419952689792 |
-0.495354371632457 |
0.73182286973544 |
-0.187052417649055 |
0.523296530822746 |
1.92870430435194 |
-0.332147469900468 |
0.645407924059102 |
2.46969387078225 |
0.122839338637447 |
-1.18771732031697 |
-0.92096560660519 |
-0.180400943306031 |
-0.559495448501206 |
1.05697358470619 |
-0.760884709671258 |
1.63846587070579 |
-1.37251314275875 |