ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.0405 | 0.1277 | 0.2448 | -0.035 | -0.2414 | -0.0411 |
(p-val) | (0.9446 ) | (0.3578 ) | (0.1579 ) | (0.9536 ) | (0.133 ) | (0.8544 ) |
Estimates ( 2 ) | 0.0075 | 0.1295 | 0.248 | 0 | -0.2409 | -0.0377 |
(p-val) | (0.9551 ) | (0.3386 ) | (0.1249 ) | (NA ) | (0.1332 ) | (0.8614 ) |
Estimates ( 3 ) | 0 | 0.1297 | 0.2483 | 0 | -0.2393 | -0.0372 |
(p-val) | (NA ) | (0.338 ) | (0.124 ) | (NA ) | (0.1297 ) | (0.8629 ) |
Estimates ( 4 ) | 0 | 0.1334 | 0.2336 | 0 | -0.2288 | 0 |
(p-val) | (NA ) | (0.3185 ) | (0.0876 ) | (NA ) | (0.1131 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0.2297 | 0 | -0.1969 | 0 |
(p-val) | (NA ) | (NA ) | (0.1001 ) | (NA ) | (0.17 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.1702 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.2008 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
0.197299870124694 |
-7.4891834722532 |
-2.46357571004573 |
-11.1352144478093 |
-8.30666563148338 |
2.52543893701216 |
-9.07701600470547 |
6.13368551812671 |
-2.75736870709027 |
6.27193132285353 |
-4.86579008662195 |
-16.1915786204687 |
-6.04877252914152 |
-16.7022801433001 |
-12.2750854582395 |
11.9019305464657 |
8.86105500160429 |
-23.4303488204468 |
4.62806867714669 |
-9.0040358913486 |
-4.57543505507405 |
-1.10614123623148 |
-20.6385954015612 |
-14.4684198267564 |
-3.99999999999997 |
-4.25613735429343 |
12.7228091968775 |
-12.3192977007806 |
5.36140459843875 |
6.29824425195156 |
0.212282472462960 |
-17.6807022992194 |
1.63859540156125 |
5.34035114960969 |
-14.1070152283177 |
0.489473275585482 |
-4.85087787402421 |
14.8929847716824 |
-9.17017557480486 |
14.6807022992194 |
-30.0421068976581 |
-4.46841982675639 |
-6.38245804726782 |
3.76491609453564 |
4.02105344882906 |
0.680702299219377 |
9.17017557480483 |
12.4894732755855 |
-2 |
-14.5315801732436 |
-0.212282472462960 |
-11.6596488503903 |
3.21228247246296 |
19.6596488503903 |
7.04210689765813 |
-8.17017557480484 |
6.59648850390312 |