ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.5517 | -0.4556 | -0.0672 | -0.0677 | 0.0531 | 0.7064 | 0.2292 |
(p-val) | (0.3281 ) | (0.2671 ) | (0.8425 ) | (0.9037 ) | (0.7561 ) | (0 ) | (0.3612 ) |
Estimates ( 2 ) | -0.6181 | -0.498 | -0.0997 | 0 | 0.0519 | 0.7062 | 0.2245 |
(p-val) | (0 ) | (0.0087 ) | (0.5924 ) | (NA ) | (0.762 ) | (0 ) | (0.3663 ) |
Estimates ( 3 ) | -0.6232 | -0.5158 | -0.1187 | 0 | 0 | 0.7187 | 0.2681 |
(p-val) | (0 ) | (0.0064 ) | (0.5228 ) | (NA ) | (NA ) | (0 ) | (0.1534 ) |
Estimates ( 4 ) | -0.6045 | -0.4368 | 0 | 0 | 0 | 0.7618 | 0.3355 |
(p-val) | (0 ) | (0.0013 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0156 ) |
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 |
-1.35098315517057e-05 |
1.87001873383746e-05 |
-2.57122709988804e-05 |
-1.92053278271947e-05 |
1.21231888647664e-05 |
-4.49117762595264e-05 |
2.69661708934759e-05 |
8.22626327329074e-05 |
-9.74312410760287e-05 |
-5.65312719286023e-06 |
2.4554018647046e-05 |
4.54628053895694e-05 |
-4.49910080777576e-05 |
5.1163466014334e-05 |
4.8236799389251e-05 |
-1.82163620454323e-05 |
1.40318040834746e-05 |
-3.91366990150244e-05 |
4.8275751256113e-05 |
-2.29163293332846e-05 |
-1.50773628049341e-05 |
2.68744422783992e-07 |
1.87205634667481e-06 |
-1.4258203106103e-06 |
-2.95912003405964e-05 |
1.76218812990219e-05 |
-1.1211966494293e-05 |
-5.02886051638667e-07 |
-4.46070167242928e-05 |
-2.35180833478278e-05 |
-1.64470282308194e-05 |
-9.81230201650473e-07 |
1.05557370664472e-05 |
9.17845047821083e-06 |
3.58506240740079e-05 |
4.80322083430096e-06 |
5.89314862142971e-07 |
9.38895554020446e-06 |
1.39159834240572e-05 |
-6.03100161893862e-07 |
-2.24549308050445e-06 |
6.64213064583468e-06 |
1.45921510415462e-05 |
1.98747562941213e-05 |
-1.68305440108381e-05 |
-2.17748818433829e-05 |
-5.9957815999812e-06 |
1.75928433728689e-05 |
8.43529568292599e-06 |
-1.03356403710561e-05 |
-1.19429385879405e-05 |
-1.28084068575015e-05 |
-6.54893046909975e-06 |
4.77037690954281e-06 |
1.18250124835979e-05 |
6.86787391581708e-06 |
-2.36620512780849e-05 |
1.31403391869281e-05 |
1.89230342691556e-05 |
4.84642097961079e-05 |
4.98262054976785e-05 |
6.32841400550584e-05 |
2.32886807594114e-05 |
-1.46590910657085e-05 |
-1.48909109812011e-05 |
4.09283566350595e-05 |
7.09041145914253e-05 |
3.64466885251775e-05 |
-3.5139054288963e-05 |
-1.01843792924162e-05 |
6.0043659397186e-05 |
-9.57105174163627e-05 |
-8.13725482988407e-05 |
-0.000132072119407041 |
-1.10247649839925e-05 |
6.4763338001077e-05 |
-0.000124248675833173 |
7.65154186620686e-05 |