ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0214 | -0.2602 | -0.3527 | 0.2652 | -0.096 | -0.8991 |
(p-val) | (0.9217 ) | (0.0284 ) | (0.1076 ) | (0.1215 ) | (0.4699 ) | (0.0048 ) |
Estimates ( 2 ) | 0 | -0.2535 | -0.3721 | 0.2633 | -0.0968 | -0.895 |
(p-val) | (NA ) | (0.01 ) | (1e-04 ) | (0.1213 ) | (0.4644 ) | (0.0033 ) |
Estimates ( 3 ) | 0 | -0.2472 | -0.376 | 0.2865 | 0 | -1 |
(p-val) | (NA ) | (0.0113 ) | (0 ) | (0.0063 ) | (NA ) | (2e-04 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-0.0529122463338509 |
1.95085779391401 |
-1.60720367324029 |
-2.15240097059503 |
1.45312014961295 |
-0.460289991572657 |
-1.68091344550009 |
-0.492514412069178 |
0.316799519082709 |
-0.373090538963258 |
-0.333183398228036 |
0.455625137476021 |
0.233183435542577 |
-0.325976511953550 |
0.163514665168336 |
-1.80574914247345 |
0.358315661320611 |
-0.939579696440877 |
-0.815031352180055 |
0.83176762409332 |
-2.35584939404129 |
0.713213963069145 |
1.29045576809186 |
0.301671420649461 |
-5.05566866003208 |
-1.36179396314565 |
0.0396002747597235 |
-2.21451672622829 |
-0.0575893257930159 |
-5.98063762908417 |
-1.85927581154235 |
-4.02002798825811 |
2.14103500511788 |
-0.391237268694542 |
-1.95798047168644 |
2.05214692503358 |
3.30973617819885 |
1.49624576053915 |
0.00366472012348953 |
-0.250199106458768 |
-2.55322893314437 |
2.15011258077318 |
0.629970926799316 |
0.455031590273918 |
1.05656997099384 |
-1.04358786406783 |
-0.983512903364047 |
-0.491136417574079 |
-0.94420505110462 |
0.99020749825519 |
-0.409434973051327 |
-0.682267679117999 |
-2.36655057020581 |
0.95017010226143 |
-0.647617993423827 |
2.27994663516437 |
2.02325165576656 |
-0.49184487675182 |
-0.544684198696856 |
-0.293115097520582 |
0.478993216146392 |
0.24982285625805 |
-1.66839734320076 |
0.376754787232426 |
-2.71407789949705 |
2.52988227241138 |
-0.627663084082205 |
0.967976347913566 |
0.146122918624751 |
-1.22766268851996 |
0.150252932796302 |
1.74263245925731 |
0.37995006243034 |
0.326498093228779 |
1.73125077915615 |
0.370026444451671 |
-1.42647790112945 |
0.177488098477618 |
-1.33964427780592 |
-1.00656064887285 |
0.33603925405246 |
2.47235723680367 |
0.268367120758668 |
-1.09202967081434 |
2.21193356918778 |
0.77438949935733 |
1.83221524615121 |
0.707220910731349 |
-0.708939623079423 |
-1.39600520819793 |
0.241910548280814 |
1.04945746030794 |
2.99037139490042 |
-0.693585547000526 |
-1.1851852303831 |
-1.87343971523979 |
-0.179728163247545 |
1.10656152246015 |
-3.03987793180626 |
4.17802592198945 |
1.78973929417419 |
-1.23214965691553 |
-0.998768507362624 |
-2.29822407899374 |
1.66327177241864 |
-1.43966239425129 |
-1.34455635243406 |
1.5946902921078 |
-0.992642723029625 |
-0.328092572458622 |
0.255996824959257 |
-0.266989390559041 |
-0.818154390125709 |
3.39142773869491 |
0.756842745358086 |
-0.974813574762349 |
1.03282155531475 |
-0.813584806155998 |
-1.38732632681126 |
0.699042046304137 |