ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | 0.5815 | -0.0692 | 0.0689 | -0.9411 |
(p-val) | (4e-04 ) | (0.662 ) | (0.6383 ) | (0 ) |
Estimates ( 2 ) | 0.559 | 0 | 0.0445 | -1.0543 |
(p-val) | (3e-04 ) | (NA ) | (0.7413 ) | (0 ) |
Estimates ( 3 ) | 0.5529 | 0 | 0 | -1.0706 |
(p-val) | (4e-04 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(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 |
-0.138863847696473 |
-0.224108921861512 |
0.221472215267306 |
0.111186932024582 |
-0.522152965118125 |
-0.0989391578144895 |
-0.0716234661104724 |
-0.0177133579040327 |
0.346125398443829 |
-0.026059839419236 |
-0.182239611173444 |
0.716805519951676 |
-0.0197727104017969 |
-0.195156590604932 |
-0.389409784735355 |
0.0363334087501523 |
-0.245024274695571 |
0.0239880493778801 |
0.402392973286199 |
1.19382368720723 |
1.23674471167769 |
-1.10102972406091 |
0.239389636253538 |
-0.0837455117958094 |
-0.321244952968254 |
-0.600647457969157 |
0.361994330101762 |
-0.47398804060307 |
-0.0567221464079841 |
-0.273049886821093 |
-0.0493362871874754 |
-0.124315396866843 |
0.111473521220887 |
-0.267736409196038 |
-0.560637003326005 |
-0.130372708053442 |
0.00593792415343964 |
-0.0342687175826442 |
-0.270481830557917 |
0.101720395096446 |
-0.163010205281250 |
-0.186296454165766 |
-0.00637503088461848 |
-0.0888527468649254 |
-0.0405318115463624 |
-0.078769569045659 |
-0.129601683462005 |
0.0552198655215445 |
-0.121155048721602 |
-0.125282163794095 |
0.0637322215701019 |
-0.0770811898514932 |
-0.000391566900146789 |
-0.199035091147374 |
0.288582874272506 |
-0.091851504916031 |