ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.207 | 0.3061 | 0.0453 | -0.3709 | -0.4392 | -0.5672 |
(p-val) | (0.66 ) | (0.108 ) | (0.8219 ) | (0.4089 ) | (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 |
-0.349739841948712 |
-0.359646890923947 |
0.120348926606848 |
0.175171466412016 |
-0.0304208480149049 |
-0.060130720120868 |
0.216230467563039 |
0.471333487633278 |
-0.0372806277938781 |
-0.112364200138855 |
0.0519354154987145 |
0.327460488735277 |
-0.578659699110113 |
-0.0280380382118253 |
0.0331763502465826 |
-0.130789192599025 |
0.0477151993627308 |
0.242869594728609 |
0.024447393482625 |
-0.179270057510996 |
0.68974013215514 |
0.0452234246648211 |
-0.0523373881198381 |
-0.361367028636267 |
0.0876506479054893 |
0.0570399097537946 |
0.113980113479044 |
0.207895165228553 |
0.0311649507811251 |
0.780206739830827 |
-0.158201076795107 |
0.186972237674917 |
0.15838362293362 |
0.205830673286255 |
-0.349944479888058 |
-0.0146261813450532 |
-0.172611773321655 |
0.016987117492975 |
-0.0930104402563701 |
-0.177842095987726 |
0.0497823663501298 |
-0.0785461834883792 |
0.108972995967547 |
-0.303721203214287 |
-0.34808803128769 |
0.16759258732576 |