ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.324 | 0.2807 | -1 | 0.0331 | -0.0387 | -1 |
(p-val) | (0.0206 ) | (0.016 ) | (0 ) | (0.8257 ) | (0.8394 ) | (0 ) |
Estimates ( 2 ) | 0.3098 | 0.2876 | -1 | 0.0376 | 0 | -1 |
(p-val) | (0.0097 ) | (0.0094 ) | (0 ) | (0.8009 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.2983 | 0.2886 | -1 | 0 | 0 | -1 |
(p-val) | (0.007 ) | (0.0091 ) | (0 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-0.0915912689157795 |
3.38481971030729 |
5.00504461595069 |
1.53555943780769 |
-3.18412236990758 |
-1.32357988112153 |
-3.00071877423124 |
0.286926769991155 |
0.469237691740783 |
-1.67380545120579 |
1.45095922760954 |
-1.01606588749699 |
0.355967183314545 |
-1.67295343280663 |
-2.26078419552241 |
-0.123247242923617 |
1.88866092812933 |
3.27102060455125 |
-2.09412306513165 |
0.687590605392679 |
-0.397774042395046 |
-3.20128574810632 |
1.52367893025586 |
-1.87439453304038 |
3.45439510442702 |
2.41879238942525 |
1.44058177451374 |
-2.16924144319658 |
3.16827389840191 |
-2.23620786532373 |
-1.52271580111413 |
0.0181314231133588 |
-1.18889889447894 |
-0.407800956212566 |
0.114199036815048 |
-2.42469483982203 |
2.31523252076355 |
-0.276253814434870 |
-1.15223963929552 |
-0.65905309841142 |
2.54527701198537 |
1.29241975740157 |
0.761574680345824 |
0.110034993056477 |
0.137153796537202 |
1.94935314936918 |
0.539827520119943 |
-0.678757201608815 |
0.44548012561219 |
1.85193933776116 |
-2.79395684957225 |
3.92727900332993 |
0.83267737301591 |
-0.185102398099377 |
-0.389489180270699 |
-1.16351211840520 |
0.277344506278576 |
-0.503546380785408 |
-2.89237347326281 |
0.0734689515562722 |
-3.69159521111634 |
-1.74431621051567 |
-0.730421882711574 |
0.378400288751175 |
-1.52690505576722 |
-0.391116669061214 |
1.61880338914031 |
0.0958220833664487 |
0.669413519194935 |
0.302635408082464 |
0.996152810106874 |
2.10973065714729 |
-2.61250293232321 |
-0.916952708618984 |
4.63672536917084 |
3.29540364947588 |
1.23701178487345 |
2.25216697604902 |
-0.568183282654969 |
1.51797059826995 |
-2.11437422184723 |
0.537852593566575 |