ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.3876 | 0.0698 | 0.1108 | -0.8056 | -0.692 |
(p-val) | (0.0498 ) | (0.5188 ) | (0.2411 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0.2759 | 0 | 0.0823 | -0.6879 | -0.6962 |
(p-val) | (0.1749 ) | (NA ) | (0.3733 ) | (1e-04 ) | (0 ) |
Estimates ( 3 ) | 0.1707 | 0 | 0 | -0.5884 | -0.6971 |
(p-val) | (0.2834 ) | (NA ) | (NA ) | (0 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.4485 | -0.6991 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-0.240600643959861 |
-0.612835469174525 |
0.864192743417981 |
-0.526597614539723 |
-0.759516379831618 |
0.492830646854371 |
0.8891042857648 |
0.148311822237314 |
0.128018624027352 |
0.727209072260116 |
-0.382946495330507 |
-0.12049762459139 |
0.517408718427728 |
-0.454283795101313 |
1.15542576481649 |
-1.39489769748368 |
0.176332757749163 |
-0.363522318935371 |
-0.00135021452035908 |
-0.805752592153176 |
0.56430421859765 |
-0.0346052179105725 |
0.462657637573674 |
-0.0819850404228266 |
0.236633548889501 |
-0.396694958170182 |
0.691607461660453 |
-0.596650675317403 |
-0.783455972695205 |
-0.593870972679983 |
-0.547970391290677 |
-0.464084688302387 |
0.321379289932247 |
0.587281998580458 |
0.453139222255188 |
0.304914497665631 |
-0.527005216828937 |
0.663145376416031 |
0.834056097608489 |
-1.22418622348617 |
0.00544398299527816 |
0.0926804233342612 |
-1.11414593277014 |
-0.247606002919817 |
0.447746324845885 |
0.644855304868797 |
1.0459375873684 |
0.254155793073039 |
-0.830554072342401 |
0.850319252927419 |
0.963455879122652 |
-0.17174689617533 |
0.135826035607906 |
-0.143305179421997 |
0.0952964088634652 |
-0.176740762204529 |
-0.482127425059486 |
0.849367130414685 |
0.965099245154806 |
-0.498085943757946 |
-0.35658070955234 |
0.83736572916908 |
-0.201375321851614 |
-0.636021579936592 |
-0.185114697204835 |
-0.484460035700469 |
-0.181520165612615 |
0.426676032473092 |
-0.908426699166655 |
0.36742946764144 |
0.229548118345592 |
-0.443828599951559 |
-0.313252059581196 |
0.451472744128652 |
-0.0451364321731664 |
-0.426558990630235 |
0.079980555958796 |
-0.430652243240512 |
-0.226286435748965 |
0.0758706031679272 |
0.0795323060070678 |
0.689742287988736 |
0.314582190927785 |
-2.15428999371431 |
-0.264410372570767 |
1.28143236441472 |
0.183718450596499 |
0.519488980929705 |
-0.122547983345182 |
-0.423390099224278 |
0.18035587915531 |
-0.71272793877243 |
0.0646173272746207 |
0.0503670082285566 |
-0.52606297385523 |
-0.416049184089722 |
-0.162584685166576 |
-0.810488207363425 |
-0.0397290157443332 |
0.404616204490179 |
-0.632555145502315 |
0.453929447354542 |
-0.056221433519863 |
-0.628128266306986 |
-2.25192640141853 |
-3.02927207299223 |
-0.807813467928493 |
0.555934153777237 |
0.0119888973179837 |
0.849426737118142 |
0.541337463945764 |
0.186807341061632 |
0.64755815502397 |
-0.0097760488517996 |
0.263789804949977 |
-0.065319947972209 |
0.494599629593177 |
0.332064210178431 |
-1.12395044526131 |
0.480161605008197 |
-0.598915555882787 |
-0.633832836853407 |
-2.12985254022022 |
-2.20492643747054 |
-0.643580934288877 |
0.754455669145172 |
0.964230673255136 |
0.0038915122508896 |
0.157807872725683 |
1.43484408689185 |
0.0979011487982261 |
0.135152261230987 |
-0.517824162315802 |
1.07905510572307 |
-0.333463357391862 |
0.895918477464705 |
0.252007491468696 |
-0.527302106210223 |
0.203147335898935 |
-0.592112958399823 |
-0.233522848549475 |
0.519148008359013 |
-0.280436654337234 |
-0.0734895314075167 |
0.445278240356149 |
-0.883148725639662 |
-0.660056275074805 |
0.677785592039516 |
1.18117486294236 |
-0.458853247042915 |
0.389344186246505 |
-0.293104640941271 |
0.179202308071438 |
0.120299814878951 |
-0.487979419506525 |
-0.126941392545159 |
-0.110623461640279 |
-1.1757194160975 |
-0.0288261984152708 |
1.63360865773506 |
0.164164332457954 |
0.698731154602329 |
0.0373115965639116 |
-0.481007595625158 |
-0.115658233188593 |
-0.20030138537513 |
-0.0713114955995644 |
0.476018932346544 |
-0.363796069298423 |
-0.399524925107527 |
0.743928127643174 |
-0.117387846396569 |
-0.231566465783462 |
-0.438299343750501 |
0.586030172549372 |
0.0770753951018423 |
-0.367470281088408 |
0.112149940985452 |
-0.215856664592163 |
-0.0903462179031267 |
-0.768425257681334 |
0.0829378889577226 |
0.105843244913723 |
-0.48711333302314 |
0.270436512769118 |
0.165008420666425 |
-0.88095672395917 |
-0.651018105275097 |
-0.829740653344282 |
-0.0900614157162332 |
-1.17256850774246 |
-0.463306231486024 |
-1.70663198691522 |
-1.81962050284098 |
-1.24426919316071 |
1.42463592900664 |
-0.941731028808542 |
-0.533315824392293 |
0.891613779655801 |
0.634671434660506 |
-0.493935700150997 |
0.0150355503289959 |
0.314252112971509 |
0.52957595118849 |
0.0369331379793771 |
0.35144924434131 |
0.831348437047938 |
-5.75856773662142 |
3.5538164372266 |
1.30007896126721 |
0.996872171104571 |
0.505812501634106 |
0.329227492306692 |
0.948179038252963 |