ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | -0.5263 | -0.3351 | 0.0859 | 0.1747 | 0.1169 |
(p-val) | (1e-04 ) | (0.0163 ) | (0.4952 ) | (0.2149 ) | (0.4423 ) |
Estimates ( 2 ) | -0.5602 | -0.385 | 0 | 0.1651 | 0.121 |
(p-val) | (0 ) | (0.0014 ) | (NA ) | (0.2432 ) | (0.4312 ) |
Estimates ( 3 ) | -0.5694 | -0.3808 | 0 | 0.1849 | 0 |
(p-val) | (0 ) | (0.0016 ) | (NA ) | (0.2048 ) | (NA ) |
Estimates ( 4 ) | -0.5968 | -0.3786 | 0 | 0 | 0 |
(p-val) | (0 ) | (0.0018 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
5.55157540231221e-07 |
-2.67834774321815e-05 |
-7.73443450337922e-05 |
-2.89678717040001e-05 |
-7.45777822776144e-05 |
-1.47679157806624e-05 |
0.000109349867211469 |
-2.8070572377704e-06 |
-1.61784405123965e-05 |
-5.08061055786764e-06 |
4.03019633910306e-05 |
-6.84622207941656e-05 |
-5.37173549151993e-05 |
1.52200621642848e-05 |
-3.124438409771e-05 |
6.80688502234954e-05 |
-2.81844993152582e-06 |
-8.86221874149985e-07 |
3.52876342663405e-05 |
2.89396009476063e-05 |
2.11938911230300e-06 |
-4.0506714252092e-05 |
7.99802188769823e-05 |
1.52478438103657e-05 |
1.05222962039981e-05 |
2.58825154146695e-05 |
-5.20589733600449e-05 |
4.80625611829268e-05 |
3.04956871410654e-05 |
-5.74686749689557e-05 |
1.45717811703367e-05 |
-2.81925653304644e-05 |
0.000103961668486787 |
-0.000130929187104214 |
3.98526151379474e-05 |
5.4634119725491e-05 |
-2.67782285038001e-05 |
-5.34553516837649e-05 |
8.27186954086804e-06 |
-7.19121293624018e-06 |
5.31995792956328e-05 |
-3.9821576308795e-05 |
6.60201893205581e-05 |
4.60780481565004e-05 |
-4.86141327971337e-05 |
3.7712946764868e-05 |
-2.17370931028863e-05 |
-6.94204232026511e-05 |
0.000168244265694992 |
4.20265727107201e-05 |
-1.01135683255280e-05 |
-5.15686000766225e-05 |
2.70007567849896e-06 |
-5.20765266575608e-05 |
1.30087067787470e-05 |
-4.53471257919586e-05 |
1.19557992461774e-05 |
2.16865200078479e-05 |
9.41851866239476e-05 |
5.51582017956813e-05 |
-1.36156464391539e-05 |
-8.85190257630882e-05 |
-0.000172375104809093 |
-7.4253753867601e-05 |
-8.66132816246618e-05 |
-6.08161077369832e-05 |
7.76110961300722e-05 |