ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0157 | -0.0255 | -0.1427 | -0.6515 | 0.259 | 0.0322 | -0.9998 |
(p-val) | (0.9449 ) | (0.8896 ) | (0.4177 ) | (9e-04 ) | (0.3159 ) | (0.9176 ) | (0.1513 ) |
Estimates ( 2 ) | 0 | -0.031 | -0.1462 | -0.6415 | 0.2586 | 0.0347 | -0.9999 |
(p-val) | (NA ) | (0.8506 ) | (0.3839 ) | (0 ) | (0.3166 ) | (0.9106 ) | (0.1493 ) |
Estimates ( 3 ) | 0 | -0.0333 | -0.1535 | -0.6421 | 0.2469 | 0 | -1 |
(p-val) | (NA ) | (0.8383 ) | (0.3214 ) | (0 ) | (0.2948 ) | (NA ) | (0.1965 ) |
Estimates ( 4 ) | 0 | 0 | -0.1486 | -0.6525 | 0.2386 | 0 | -1.0027 |
(p-val) | (NA ) | (NA ) | (0.3335 ) | (0 ) | (0.3053 ) | (NA ) | (0.2142 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.6828 | 0.2166 | 0 | -0.9769 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.3659 ) | (NA ) | (0.4867 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.6595 | -0.459 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0033 ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-2.38240123482423e-08 |
1.00921019993893e-06 |
-2.53511364729249e-06 |
-1.22846393848757e-06 |
-2.10529663311496e-06 |
6.11309050968311e-07 |
1.08833266508027e-06 |
1.27791634822801e-06 |
-7.5884532582405e-07 |
7.58823998870807e-07 |
3.91880557498413e-07 |
6.46212109243439e-07 |
-2.40067010827937e-06 |
-1.53570617974429e-06 |
1.71132063717979e-06 |
-4.71896611176747e-07 |
3.95528108275998e-07 |
-2.44122755975781e-06 |
-2.68493309385826e-06 |
-7.00861780013525e-08 |
-9.70587574652187e-07 |
1.39120304477381e-06 |
3.98584671709289e-07 |
1.59370581932317e-07 |
-1.08020963789637e-06 |
-8.57851724619896e-07 |
-3.61640023398950e-07 |
-1.57268936636849e-06 |
-4.08996538991993e-07 |
-1.24478177782024e-06 |
-6.73364132640634e-07 |
-4.51182621929103e-07 |
-9.06613396287983e-07 |
6.74611473301505e-07 |
-4.77910342605938e-07 |
-1.10110321103683e-06 |
2.28431441728299e-06 |
-2.37974724917386e-06 |
1.49626722739244e-06 |
1.95654380844685e-06 |
5.90134819236793e-07 |
-4.11326788842308e-07 |
-3.46810580587811e-07 |
-7.36700958948213e-07 |
-5.4896191711278e-07 |
1.27051519352962e-06 |
4.19152525817265e-07 |