ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.2654 | -0.0626 | 0.2285 | 0.8462 | -0.14 | 0.2024 | 0.9996 |
(p-val) | (0.3111 ) | (0.9546 ) | (0.6105 ) | (0.0478 ) | (0.8866 ) | (0.6385 ) | (0 ) |
Estimates ( 2 ) | -1.3796 | 0 | 0.384 | 0.9811 | -0.1473 | 0.1014 | 0.9811 |
(p-val) | (5e-04 ) | (NA ) | (0.2319 ) | (0 ) | (0.3889 ) | (0.6949 ) | (0 ) |
Estimates ( 3 ) | 1.1628 | 0 | -0.2855 | -0.9987 | 0.9726 | 0 | -0.9987 |
(p-val) | (0 ) | (NA ) | (2e-04 ) | (0.012 ) | (0 ) | (NA ) | (0.012 ) |
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 |
0.000859999450283927 |
0.0176882456688718 |
0.0405445371812406 |
0.0283218193461144 |
-0.0323482761793902 |
0.0585720032817684 |
0.00771703982404888 |
-0.0138614827403128 |
0.0138158890907728 |
0.00692556914603257 |
-0.0578789180297053 |
-0.0173871000150967 |
0.0261463667954581 |
0.0126525949429132 |
0.0106677075257087 |
0.0135224545819172 |
-0.0113549598703412 |
0.000780056098568325 |
-0.00191574966224506 |
0.00263951391873751 |
-0.0422198858197568 |
-0.0205879510753478 |
0.0253540544154847 |
0.00204786843505907 |
-0.0536302325714382 |
0.0421181125192790 |
0.0118720558293008 |
0.0254388754034456 |
-0.0209559602194677 |
0.0161893352166979 |
0.00744920255561674 |
-0.0094284819501624 |
0.0139970568884072 |
0.0299035347830562 |
0.069949918268073 |
-0.0941611856305368 |
0.0179659744241726 |
0.000812712052234838 |
0.00866181000215487 |
0.0888063350796652 |
0.0675657565035041 |
0.00511301654704656 |
-0.0253547273381949 |
-0.116738893503855 |
0.0221612859775609 |
-0.0478389948494205 |
-0.0719091564836343 |
-0.074922707248367 |
0.0356322107326535 |
0.00484669870016888 |
-0.00524545746261682 |
0.0227073742143819 |
0.0016629511000229 |
0.0272388485717825 |
-0.018516360475964 |
0.0264460381844100 |
-0.0190686092780349 |
-0.0171976360124004 |
0.0468329830823415 |
-0.0231392516766806 |
0.0413536781308436 |