ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3243 | 0.8842 | 0.0834 | -0.8746 |
(p-val) | (0.0651 ) | (0.0071 ) | (0.6784 ) | (0.0621 ) |
Estimates ( 2 ) | -0.3365 | 0.9891 | 0 | -0.9405 |
(p-val) | (0.0541 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0 | 1.521 | 0 | -1.3967 |
(p-val) | (NA ) | (0.1038 ) | (NA ) | (0.221 ) |
Estimates ( 4 ) | 0 | 0.0722 | 0 | 0 |
(p-val) | (NA ) | (0.5873 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.138863907489376 |
-0.259320621873828 |
0.309189972231445 |
0.0897648306456169 |
-0.638327684591116 |
0.049869350358665 |
0.0498693503586934 |
0.0498693503586792 |
0.418902543012917 |
-0.129660310932555 |
-0.239372881721683 |
0.827838702575583 |
-0.269271995737413 |
-0.331216627684623 |
-0.40239555929772 |
0.19349806342989 |
-0.153764006612526 |
0.136387813016605 |
0.486387813016612 |
1.12638781301658 |
0.729657629339488 |
-1.94060831384317 |
0.327338497520293 |
-0.179962303924376 |
-0.390494190289654 |
-0.504714691116239 |
0.707452621073822 |
-0.514448747933573 |
0.124448747933572 |
-0.150114123553511 |
0.0846005675627161 |
-0.0916354258247695 |
0.175094757852387 |
-0.119124707647547 |
-0.492395559297058 |
0.178669248760153 |
0.249619933263866 |
0.0982891820239943 |
-0.25912574297419 |
0.306121869833948 |
-0.127946811363448 |
-0.0998858764465028 |
0.121330751239857 |
-0.0192775626033305 |
0.0133839398763749 |
-0.00121662768633171 |
-0.0360454423560784 |
0.137718564256457 |
-0.115893622726941 |
-0.0743346243800826 |
0.175171185330277 |
-0.0795058097103574 |
0.0486692487601567 |
-0.172053188636519 |
0.390608313843159 |
-0.158555125206637 |