ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0557 | 0.7057 | 0.3221 | 0.469 | 0.205 | 0.7124 | 0.3281 |
(p-val) | (0.9216 ) | (0.0222 ) | (0.204 ) | (0.4519 ) | (0.1991 ) | (0 ) | (0.2136 ) |
Estimates ( 2 ) | 0 | 0.5629 | 0.2416 | 0.3894 | 0.9648 | 0.0331 | -0.8046 |
(p-val) | (NA ) | (0 ) | (0.0102 ) | (0.0027 ) | (0 ) | (0.8345 ) | (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 |
4.61370879063149 |
0.0548788435435195 |
0.725271622239005 |
-0.243052813973624 |
-1.26068751927810 |
-0.137581346334460 |
-0.466483407408289 |
-1.71992556680287 |
-0.341211771224513 |
1.21880433004507 |
-2.46373470761047 |
-3.12274368236498 |
0.0400175846744584 |
4.00329188723511 |
6.12501001869247 |
1.97193195174280 |
-4.26837051906354 |
-1.99313826468277 |
-3.47410435833656 |
0.197031391025706 |
0.926818603601322 |
-1.16283591582327 |
1.33208867943151 |
-1.10519407898643 |
1.10661971599977 |
-1.47338716372931 |
-2.06102867144873 |
-0.0643536673781992 |
2.11383579079870 |
3.76132808513228 |
-2.70983335961466 |
0.156441273995708 |
-0.606227601629863 |
-3.52604101701280 |
1.37985158639814 |
-2.12260910936667 |
4.37650875872308 |
2.78734580237258 |
1.45756384869641 |
-3.14162681984628 |
3.16467838329066 |
-2.57544802820449 |
-2.02729638834759 |
-0.314652050823065 |
-0.964355523233277 |
-0.369583633701236 |
0.290637755476161 |
-2.69896000420130 |
3.1778364499327 |
0.206019220461512 |
-1.05748143663358 |
-0.994485188441053 |
3.01602042211529 |
1.30458400791243 |
0.577829699423713 |
-0.475805552442274 |
-0.180416623896682 |
2.01625538680969 |
0.203241522422084 |
-1.31218567693676 |
0.372422053864128 |
1.97035184557586 |
-3.24078279295277 |
4.10917746783012 |
0.670486127164359 |
-0.397855360166845 |
-0.94021491604992 |
-1.43416260856944 |
0.27148333487231 |
-0.187744457498496 |
-3.1331859155479 |
0.305839061930381 |
-3.41201616287724 |
-1.20489629164415 |
-0.0059304597207345 |
1.48220753338561 |
-1.3852145387488 |
0.0406073351616358 |
2.19415626678297 |
0.386223582499334 |
0.758006753435975 |
0.282112990463926 |
0.82677187114436 |
2.06842167656899 |