ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3243 | 0.8842 | 0.0834 | -0.8746 |
(p-val) | (0.0651 ) | (0.007 ) | (0.6784 ) | (0.062 ) |
Estimates ( 2 ) | -0.3365 | 0.9891 | 0 | -0.9405 |
(p-val) | (0.0541 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0 | 1.521 | 0 | -1.3967 |
(p-val) | (NA ) | (0.1038 ) | (NA ) | (0.221 ) |
Estimates ( 4 ) | 0 | 0.0722 | 0 | 0 |
(p-val) | (NA ) | (0.5873 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.138863907489376 |
-0.259320621873943 |
0.309189972231585 |
0.0897648306456388 |
-0.638327684591171 |
0.0498693503586693 |
0.0498693503586977 |
0.0498693503586835 |
0.418902543012953 |
-0.129660310932566 |
-0.239372881721704 |
0.827838702575652 |
-0.269271995737434 |
-0.331216627684912 |
-0.402395559297359 |
0.193498063429999 |
-0.153764006613287 |
0.136387813016668 |
0.486387813016677 |
1.12638781301665 |
0.729657629339982 |
-1.94060831384333 |
0.327338497520003 |
-0.179962303923389 |
-0.390494190289971 |
-0.504714691116661 |
0.707452621073372 |
-0.514448747933329 |
0.124448747933329 |
-0.150114123553351 |
0.0846005675632995 |
-0.0916354258234264 |
0.175094757853287 |
-0.119124707649874 |
-0.492395559296682 |
0.178669248760016 |
0.249619933263375 |
0.0982891820233647 |
-0.259125742973382 |
0.306121869833348 |
-0.127946811363316 |
-0.0998858764466632 |
0.121330751239995 |
-0.0192775626033495 |
0.0133839398766469 |
-0.00121662768664521 |
-0.0360454423566381 |
0.137718564256659 |
-0.115893622726674 |
-0.0743346243800147 |
0.175171185330029 |
-0.0795058097100423 |
0.0486692487600209 |
-0.172053188636653 |
0.390608313843316 |
-0.158555125206661 |