ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.4161 | -0.0102 | 0.5584 | -0.3657 | 0.2238 | -0.4937 | -0.9999 |
(p-val) | (0.0396 ) | (0.9575 ) | (1e-04 ) | (0.0986 ) | (0.1715 ) | (1e-04 ) | (3e-04 ) |
Estimates ( 2 ) | -0.4072 | 0 | 0.5642 | -0.3748 | 0.2236 | -0.4937 | -0.9999 |
(p-val) | (2e-04 ) | (NA ) | (0 ) | (0.0057 ) | (0.1721 ) | (1e-04 ) | (3e-04 ) |
Estimates ( 3 ) | -0.3992 | 0 | 0.5969 | -0.4162 | 0 | -0.5171 | -1.0001 |
(p-val) | (1e-04 ) | (NA ) | (0 ) | (0.0011 ) | (NA ) | (0 ) | (0.0077 ) |
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 |
-5.558000359199e-13 |
1.95931257376669e-12 |
9.46546249760426e-12 |
-2.99260401777115e-12 |
-6.89027865147169e-12 |
9.02442116506426e-12 |
2.77125032680272e-12 |
-2.05615255554143e-12 |
1.55812882885906e-12 |
1.95480952654987e-12 |
4.94566853812078e-13 |
-3.41924606412419e-12 |
-1.88532108400407e-12 |
-3.3731174927397e-12 |
1.52888901501105e-12 |
-1.03895688774215e-12 |
-1.195294137468e-11 |
5.77287279748399e-12 |
1.21546975904495e-12 |
6.61634127828851e-12 |
3.46164451372234e-13 |
2.24909860744035e-12 |
-1.72060875189789e-12 |
3.49096935844113e-12 |
-2.90196968186375e-12 |
-1.22312235006374e-12 |
8.11995584080992e-12 |
-4.94725598673468e-12 |
1.10673882779332e-11 |
3.33520030706452e-12 |
-3.73036430692832e-12 |
-3.22004514395948e-12 |
-1.13296978650904e-12 |
3.264341815037e-12 |
6.19156029555229e-13 |
-3.7288264300141e-12 |
2.16292426103231e-13 |
1.65621723228509e-12 |
1.40649886576634e-11 |
-1.04397889776018e-11 |
-1.59018823195425e-12 |
-2.79665160204746e-12 |
-4.74786465081958e-13 |
2.35441827375593e-12 |
-5.1577308052717e-13 |
6.73776581857727e-12 |
-4.36275157441204e-13 |
2.05037812268400e-12 |
1.15078281711075e-12 |
-9.77283785182315e-13 |
-1.10767537205835e-11 |
4.98431671531946e-12 |
1.93041084012458e-12 |
3.8134013153917e-12 |
-4.11886151337701e-12 |
-5.34319715194517e-12 |
8.83000080221834e-13 |
-8.8493137631535e-13 |
-5.4728086728112e-12 |
-4.60770486477802e-12 |
-6.62805111319549e-12 |
-7.74325011321645e-12 |
-1.53208599109928e-11 |
-4.21081000590805e-13 |
1.34948891255903e-12 |
-4.46558156345255e-12 |
9.19695929038302e-12 |
7.35706266807698e-12 |
8.16225848687121e-12 |
-2.97064830026404e-12 |
2.46159823228308e-12 |
5.74482680732056e-12 |