ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.7847 | -0.1851 | -0.5907 | 0.3134 | 0.0337 |
(p-val) | (0.3327 ) | (0.2536 ) | (0.4679 ) | (0.0333 ) | (0.8598 ) |
Estimates ( 2 ) | 0.7763 | -0.186 | -0.5816 | 0.3241 | 0 |
(p-val) | (0.3266 ) | (0.2476 ) | (0.4639 ) | (0.0165 ) | (NA ) |
Estimates ( 3 ) | 0.2002 | -0.0804 | 0 | 0.3283 | 0 |
(p-val) | (0.1436 ) | (0.5648 ) | (NA ) | (0.0159 ) | (NA ) |
Estimates ( 4 ) | 0.1868 | 0 | 0 | 0.309 | 0 |
(p-val) | (0.1659 ) | (NA ) | (NA ) | (0.0198 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0.3141 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0178 ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
1.01379647906135e-11 |
4.63898985367831e-10 |
-6.65811472195233e-11 |
-1.22613363987784e-10 |
-6.23986775801644e-10 |
-4.59064734209269e-11 |
-8.68371842460845e-10 |
9.65673183607655e-10 |
5.43177971613689e-10 |
4.59658001466078e-10 |
-9.48805691943107e-10 |
-1.43827841388105e-09 |
2.72787128467067e-10 |
-1.35195353696293e-09 |
-7.59511714483242e-10 |
-5.71460868198132e-10 |
5.07350098149724e-10 |
-2.71601642330732e-11 |
-5.5895859154915e-10 |
1.52482082646509e-09 |
-8.26634605480875e-10 |
1.29677795881854e-10 |
-1.24827076786397e-10 |
-4.53220568549807e-10 |
-4.21049418900111e-10 |
-7.28275174648528e-10 |
1.09055352176156e-10 |
2.98779739388474e-10 |
-2.61951727603e-10 |
-6.20984603253761e-10 |
5.00731222086603e-10 |
-2.81709376717777e-10 |
4.3543542199848e-10 |
1.30832663612666e-09 |
9.85191815210627e-10 |
-1.73540584937888e-09 |
-1.56378843540338e-10 |
3.13832411201772e-10 |
5.46831037784543e-10 |
-2.72640217889255e-10 |
4.10750094957845e-11 |
-1.87737439400023e-10 |
-2.43547347811848e-10 |
-3.38279153945373e-10 |
-3.2478803373641e-10 |
-6.55931549882905e-10 |
-2.18018400361103e-10 |
4.81850436801244e-10 |
9.66215265793393e-11 |
2.78330702154033e-10 |
5.64720184147470e-11 |
-1.63967298804371e-10 |
1.15939105614351e-10 |
1.40794788518751e-11 |
7.28521499669335e-11 |
3.0157152971492e-10 |
4.29513996013302e-10 |