ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1403 | 0.2909 | 0.2116 | -0.637 | 0.3165 | -0.3392 | -0.9671 |
(p-val) | (0.6966 ) | (0.139 ) | (0.1675 ) | (0.0631 ) | (0.2246 ) | (0.1334 ) | (0.7274 ) |
Estimates ( 2 ) | 0.1349 | 0.2935 | 0.2231 | -0.6169 | -0.2835 | -0.4731 | 0 |
(p-val) | (0.6904 ) | (0.1145 ) | (0.1535 ) | (0.0536 ) | (0.0728 ) | (0.0117 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.247 | 0.2312 | -0.4956 | -0.2779 | -0.4613 | 0 |
(p-val) | (NA ) | (0.1352 ) | (0.1324 ) | (0.0031 ) | (0.0773 ) | (0.0139 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.192 | -0.3991 | -0.3022 | -0.5221 | 0 |
(p-val) | (NA ) | (NA ) | (0.2348 ) | (0.0036 ) | (0.042 ) | (0.0025 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.3466 | -0.2767 | -0.5468 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0047 ) | (0.056 ) | (0.001 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.3381 | 0 | -0.4669 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0039 ) | (NA ) | (0.0096 ) | (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 |
-0.308242026646424 |
-5.91585505368204 |
-6.67242594789923 |
4.37112675320302 |
-0.298367848582035 |
-1.00958447729491 |
2.53317782589553 |
-4.55887481140147 |
4.76274295927389 |
-1.31481662827384 |
-1.60909032147272 |
-3.1114682922458 |
6.95949817147096 |
-12.8884997422258 |
-7.3365169916177 |
1.93604335135809 |
11.7282258268476 |
-14.4359915393633 |
17.3731317867437 |
-15.0615262058105 |
-5.07212301705101 |
9.67540759300602 |
-6.56870362361911 |
6.46856538889965 |
-10.4440064020375 |
-14.2866652537047 |
-7.49391618191589 |
-12.1815748654024 |
-9.56067699601638 |
-8.87521547727683 |
-10.5402429531058 |
-3.10330617217582 |
-0.597413771920346 |
14.2814909514052 |
-7.52526025240597 |
-5.559538032539 |
2.80125344237275 |
2.41073893041076 |
1.15534937607416 |
-0.545438172021705 |
5.86125136862161 |
15.6612588238306 |
10.9061398602388 |
-7.85426306175654 |
4.78065028431041 |
-0.164955289435426 |
4.34799437733909 |
-0.368115156018277 |