ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.2072 | 0.3061 | 0.0452 | -0.3712 | -0.4392 | -0.5672 |
(p-val) | (0.6596 ) | (0.108 ) | (0.8222 ) | (0.4086 ) | (0.0179 ) | (0.0015 ) |
Estimates ( 2 ) | 0.2794 | 0.3207 | 0 | -0.4356 | -0.4381 | -0.571 |
(p-val) | (0.4263 ) | (0.0719 ) | (NA ) | (0.2116 ) | (0.0174 ) | (0.0011 ) |
Estimates ( 3 ) | 0 | 0.2883 | 0 | -0.1565 | -0.4356 | -0.5834 |
(p-val) | (NA ) | (0.1295 ) | (NA ) | (0.348 ) | (0.0177 ) | (7e-04 ) |
Estimates ( 4 ) | 0 | 0.2437 | 0 | 0 | -0.4966 | -0.5802 |
(p-val) | (NA ) | (0.1761 ) | (NA ) | (NA ) | (0.0046 ) | (6e-04 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.5803 | -0.4817 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (7e-04 ) | (0.005 ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.349739841948768 |
-0.35964689045845 |
0.120348926423231 |
0.175171464929063 |
-0.0304208475775262 |
-0.060130719724234 |
0.216230467111465 |
0.471333486608981 |
-0.0372806270794787 |
-0.112364198355561 |
0.051935415385628 |
0.327460488353918 |
-0.578659697841354 |
-0.0280380373249338 |
0.0331763485662018 |
-0.130789192157119 |
0.0477151989640246 |
0.242869593909256 |
0.0244473935383482 |
-0.179270056348453 |
0.68974013085399 |
0.0452234243938569 |
-0.052337385969562 |
-0.361367027404046 |
0.0876506478556439 |
0.0570399076462981 |
0.113980114096690 |
0.207895165472321 |
0.0311649511791798 |
0.780206740579979 |
-0.158201076006552 |
0.186972241161754 |
0.158383623228538 |
0.205830674264866 |
-0.349944479452176 |
-0.0146261799015325 |
-0.172611775689141 |
0.0169871181656310 |
-0.0930104409481245 |
-0.177842096231289 |
0.0497823660633117 |
-0.0785461826303049 |
0.108972995593035 |
-0.303721204467038 |
-0.348088029232983 |
0.167592586794626 |