ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.3672 | -0.7173 | -0.3279 | 0.828 | -0.8006 | -0.3509 | 0.1221 |
(p-val) | (0 ) | (1e-04 ) | (0.0031 ) | (0 ) | (0.0313 ) | (0.1064 ) | (0.7614 ) |
Estimates ( 2 ) | -1.3719 | -0.7231 | -0.3301 | 0.829 | -0.6927 | -0.294 | 0 |
(p-val) | (0 ) | (0 ) | (0.0029 ) | (0 ) | (0 ) | (0.0385 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-0.000899999109104727 |
1.49249135076176 |
0.834168910055423 |
0.561500834249943 |
0.151343928634612 |
-0.148823538043736 |
-1.34436245364503 |
1.05697062143264 |
0.371700184716044 |
0.00695538710298237 |
0.201229690481947 |
-0.113431848375992 |
-0.0292928464541248 |
0.366897765677235 |
0.609590179847169 |
0.27761595842288 |
0.608758604350361 |
0.0158720088584971 |
-0.279977005097432 |
0.409906928593366 |
0.497110653571985 |
0.220934655394232 |
0.670665890452455 |
0.0339968501594642 |
0.094436808113808 |
0.40204078567374 |
0.520843879283867 |
-0.467768818522755 |
0.175072943218055 |
-0.236551786035062 |
-0.346130662222116 |
0.196069816013468 |
-0.0125528180461535 |
-0.343073212435114 |
0.0169954649776162 |
-0.159913686039156 |
-0.00944131547651323 |
-0.151790494251160 |
-0.0272259329853008 |
0.220352128116853 |
0.0257468414529176 |
-0.095555824757837 |
-0.0981897461512134 |
-0.226070718335725 |
-0.061358734123847 |
-0.085581550892364 |
0.0496652660078681 |
-0.0576521352663281 |
-0.329896902849772 |
0.00858959612127637 |
-0.250378345778514 |
0.0312578077066591 |
-0.104052903546163 |
-0.264557634141772 |
-0.170883287877850 |
-0.0554391106108371 |
-0.0163232651533481 |
-0.0735905395117551 |
-0.0900374170967477 |
-0.334991460756916 |
0.0293475713563246 |
-0.159419455200205 |
0.103445679825941 |
-0.347735949202185 |
0.153279440997857 |
0.118526633561286 |
-0.256604133341121 |
0.269422533453459 |
0.0253297419519901 |
0.361083486206027 |
0.201158072631900 |
-0.0703481544325282 |
-0.357457416574538 |
0.263055962287351 |
0.0287067532139809 |
0.00480741484539300 |
0.133181076411799 |
0.0895937504612608 |
0.0778372768884493 |
0.0556387531114335 |
0.075116568580832 |
-0.216955574691394 |
-0.195398378082282 |
-0.043925274581367 |
-0.287484249120802 |
0.254441199042234 |
0.381016614556985 |
0.0879431984344305 |
0.100933297416481 |
-0.105319904618632 |
0.0318615284824959 |
0.0540808094968439 |
-0.201519700199765 |
-0.212856814340829 |
-0.172835711074698 |
0.308805888297932 |
-0.0552164220829908 |
0.03732344886734 |
0.388204545839091 |
-0.312459430096015 |
0.0961631015877723 |
0.264282963200839 |
0.263861250840125 |
0.261884104578516 |
0.101926916897039 |
0.297345069045408 |
0.120680615451677 |
0.278197821291728 |
-0.405884413710317 |
0.150721249415041 |
0.172020957679558 |
0.180102246747159 |
0.0767949628148235 |
-0.0116192527579213 |
-0.160592546253040 |
-0.133758280891481 |
0.329632467598923 |
-0.111636691474774 |
-0.00232406187928058 |
-0.181601130371856 |
-0.569033616217808 |
-0.23869695505152 |
-0.256732660440248 |
-0.0164187744233237 |
0.252610814941693 |
-0.125053954380221 |
-0.561159778532179 |
-0.000523884490946536 |
0.293798819611066 |
0.0390516725669603 |
0.249858276225076 |