ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0113 | 0.6903 | 0.2797 | 0.4301 | 0.2923 | 0.6326 | 0.2269 |
(p-val) | (0.9809 ) | (7e-04 ) | (0.1374 ) | (0.395 ) | (0.1939 ) | (0.002 ) | (0.4882 ) |
Estimates ( 2 ) | 0 | 0.5629 | 0.2416 | 0.3894 | 0.9648 | 0.0331 | -0.8046 |
(p-val) | (NA ) | (0 ) | (0.0102 ) | (0.0027 ) | (0 ) | (0.8346 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.5713 | 0.2423 | 0.4051 | 0.9979 | 0 | -0.8065 |
(p-val) | (NA ) | (0 ) | (0.0073 ) | (5e-04 ) | (0 ) | (NA ) | (0 ) |
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 |
4.61375569850691 |
0.0548072388268648 |
0.725267110908062 |
-0.243092927555024 |
-1.26075277268052 |
-0.137598028853030 |
-0.466516940823482 |
-1.71999392456531 |
-0.341219500969601 |
1.21884190451542 |
-2.46381802539273 |
-3.12282566792102 |
0.040160942863683 |
4.00336546595782 |
6.12502433874571 |
1.97188463039755 |
-4.26842704951574 |
-1.99312679842896 |
-3.47412025635119 |
0.197039763350780 |
0.926823131587532 |
-1.16282145487859 |
1.33209616548840 |
-1.10525082875157 |
1.10670590019671 |
-1.47337583316872 |
-2.06102584996021 |
-0.064347171915207 |
2.11384723221349 |
3.76132526551833 |
-2.70984658667012 |
0.15644937593567 |
-0.606234081332369 |
-3.5260103491591 |
1.37986319684542 |
-2.12263365864739 |
4.37656061658878 |
2.787360687884 |
1.45759652279267 |
-3.14163250948848 |
3.16465260729844 |
-2.57551478711946 |
-2.02727175202606 |
-0.314649900739441 |
-0.964340263898358 |
-0.36953908623806 |
0.290632292020457 |
-2.69896028747369 |
3.17785902368193 |
0.205996945188794 |
-1.05746662669345 |
-0.99444531741575 |
3.01599186589738 |
1.30458766389564 |
0.577817573279353 |
-0.475814608508299 |
-0.180404964380097 |
2.01624985693365 |
0.203223257046451 |
-1.31218860212102 |
0.37244003311773 |
1.97036546320689 |
-3.24077031029673 |
4.10919870939963 |
0.670424289872435 |
-0.397874818536030 |
-0.94024396562552 |
-1.43416104446921 |
0.271491201593156 |
-0.187766080565388 |
-3.13318012450145 |
0.305850824947818 |
-3.41197840107521 |
-1.20485482097065 |
-0.00587897147286091 |
1.48218189137322 |
-1.38520896065505 |
0.0406345542019244 |
2.19415419050897 |
0.386219118795555 |
0.758007641847333 |
0.282116056078287 |
0.826795996704462 |
2.06838884791075 |