ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.1006 | -0.3088 | 0.2012 | -0.952 | -0.8866 | 0.0395 | 0.9997 |
(p-val) | (0 ) | (0.019 ) | (0.0304 ) | (0 ) | (0 ) | (0.7337 ) | (0 ) |
Estimates ( 2 ) | 1.1053 | -0.3164 | 0.2043 | -0.951 | -0.91 | 0 | 1 |
(p-val) | (0 ) | (0.0149 ) | (0.0276 ) | (0 ) | (0 ) | (NA ) | (1e-04 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.00902599448579783 |
0.688453209741927 |
-0.385660397969857 |
0.0661490149302812 |
0.119012313616010 |
-0.156636184562726 |
-0.0590105423566699 |
0.0378475014186516 |
0.219329138140696 |
-0.0308875254436401 |
-0.168563146613261 |
-0.271814370664036 |
-0.66906441019123 |
0.0127062078345341 |
0.0420238247615285 |
0.0651085530991972 |
0.541037877939303 |
0.153665559948528 |
-0.128874312670030 |
-0.248287749574381 |
0.216938574910943 |
-0.0606688718706194 |
-0.0211661789349907 |
-0.0571305961141148 |
0.293262233638868 |
0.581215040359274 |
-0.229227060692983 |
0.265893533508593 |
-0.09835794953942 |
-0.218276887573211 |
-0.667099961675624 |
0.0508904750895197 |
0.0951286287514966 |
-0.13921517688811 |
-0.0846788937227398 |
0.237222193605604 |
0.165165125102138 |
-0.156997307824333 |
-0.496184443396804 |
-0.433019392606496 |
0.131934994802289 |
-0.150591941545796 |
0.194522583191453 |
0.403540025459145 |
0.415265756349534 |
-0.411088757104786 |
0.424267512435541 |
-0.214047691028279 |
-0.0332128674426201 |
-0.242515690635102 |
0.35513136540499 |
0.162936022263887 |
-0.580112533724186 |
0.184891834104866 |
-0.124557036644563 |
0.120983530802885 |
0.0251488592577314 |
0.181883001319399 |
0.00192207953699692 |
-0.222927097923823 |
-0.212726933368569 |
0.00179932751878728 |
0.00554848579018879 |
0.0440776636466055 |
0.118045163140065 |
0.632547802492402 |
-0.070803940699247 |
0.190610319208705 |
0.457171960468865 |
0.479603570057766 |
0.422985096098696 |
0.748735138816787 |
0.638798396364344 |
0.334271487502466 |
-0.0937799362849097 |
1.04757365881862 |
0.66691850833488 |
-2.04249150880464 |
1.11203610779487 |
-0.887805884472364 |
-0.69722167854865 |
-0.299538469387922 |
0.394747309069347 |
-0.638477565082033 |
0.256206764545878 |
0.485008816788336 |
-0.587082222023823 |
0.207028322414442 |
-0.486879072986870 |
-0.0621247996971979 |
-0.309268400541941 |
0.0484257471957649 |
0.70899000527037 |
0.438589398376702 |
0.612821298535121 |
0.0200070267413184 |
1.62961725148903 |
0.359303588104148 |
0.0384145784253318 |
-1.53315803000933 |
-0.120304235582198 |
-0.58068307472806 |
0.66563741332793 |
-1.37428457018248 |
0.46283369182505 |
0.710274683510443 |
-0.706308946316057 |
0.555885948937486 |
0.700702232535756 |
2.46043342476560 |
-1.025366776864 |
-0.65025886516928 |
-0.110182498844425 |
-0.453832071557903 |
-0.618433753087807 |
0.091556793820009 |
0.366984612340570 |
0.373702414193531 |
1.58171297054389 |
0.351888334813552 |
0.256074755866406 |
0.185203523252482 |
0.512728797926972 |
0.862525263012904 |
2.83804072663168 |
1.09531308577458 |
-2.17759316582959 |
0.180995073827774 |
0.0996136712069086 |
-0.745270103230642 |
0.800036447441044 |