ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | -0.0272 | 0.1465 | -0.0018 |
(p-val) | (0.7684 ) | (0.1092 ) | (0.9847 ) |
Estimates ( 2 ) | -0.0274 | 0.1465 | 0 |
(p-val) | (0.7636 ) | (0.109 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.1474 | 0 |
(p-val) | (NA ) | (0.1068 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.068885693314329 |
0.126572604143523 |
0.0483829084958972 |
-0.0927330106922004 |
0.105828785323538 |
-0.00144101434433747 |
0.232962680293775 |
-0.251871219483529 |
0.826278267520738 |
0.196446528874682 |
-0.160458847438412 |
0.029325649114606 |
-0.0954948891663683 |
0.0374000135802335 |
0.0767129634791493 |
-0.0584130679844418 |
0.0306318157894732 |
0.116799452656103 |
0.526226556538655 |
-0.528451827016542 |
-0.054780632110017 |
-0.062578494405267 |
0.125961894941609 |
-0.0240740347528834 |
0.0301620700506833 |
-0.204650485391612 |
-0.0872501453214247 |
0.232224817409499 |
-0.00151277621302341 |
0.202567079924424 |
-0.0781581820222848 |
-0.0317684344532889 |
-0.200793140587537 |
-0.138343166304208 |
-0.0321156750461273 |
0.0639583741232267 |
0.0797172568187897 |
0.303246277776138 |
-0.041529898268927 |
-0.279906327756374 |
-0.0579421858950845 |
-0.137938132962596 |
-0.343980708004516 |
0.157819994939029 |
0.0692432508377429 |
0.00387208909768483 |
-0.000284642702158385 |
-0.119451468241278 |
-0.194995138199204 |
-0.143907786518754 |
0.139538419594428 |
-0.164715818404426 |
0.0397726628144313 |
0.0343959138646523 |
0.086373075962306 |
-0.127140341244916 |
-0.498945418807487 |
0.236248645831743 |
-0.0372524857634758 |
0.0356201644484227 |
-0.485335007497648 |
0.23040361611286 |
-0.101400793950517 |
0.440546557194862 |
0.0774810362721573 |
-0.083678950548237 |
-0.372473804481123 |
-0.158652518436256 |
-0.0550911928292818 |
-0.377902357348888 |
0.020805884786717 |
-0.0209960474901373 |
0.486997831015025 |
-0.170427459546054 |
-0.125944541333158 |
-0.242103866868115 |
-0.0340620214676104 |
0.0905054515814488 |
0.230206090577608 |
-0.156966718691292 |
-0.507919055431671 |
0.263410775659937 |
0.161667875231993 |
0.4196633309499 |
-0.140683891290982 |
-0.0839721417035634 |
0.530983365331613 |
-0.174248339343484 |
-0.237235958037279 |
0.357357732489537 |
-0.2947743530296 |
0.0181454581623197 |
0.183884790869387 |
0.15665854560631 |
0.202121328929579 |
0.186157667090938 |
0.432539371524876 |
0.461382785448547 |
-0.192386642468495 |
0.282196702270624 |
0.289046028695891 |
-0.076477414728366 |
-0.182406346648576 |
0.0996543393797456 |
0.411495049940968 |
-0.0654682511194529 |
0.191025356824682 |
-0.0192013636893822 |
-0.498365666984428 |
-0.211877535540853 |
-0.261864046434133 |
-0.0589895433886087 |
-0.0926128100396111 |
-0.296624699116424 |
-0.181530504753092 |
-0.0473948204665046 |
-0.04529573579265 |
0.0365813702380886 |
-0.234866302173685 |