ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.8741 | -0.435 | 0.5606 | -0.7158 | 0.1675 | 0.1399 | -0.977 |
(p-val) | (0 ) | (0.003 ) | (0 ) | (0 ) | (0.3406 ) | (0.4042 ) | (2e-04 ) |
Estimates ( 2 ) | 0.8781 | -0.4275 | 0.562 | -0.6971 | 0.1335 | 0 | -1.0001 |
(p-val) | (0 ) | (0.0036 ) | (0 ) | (0 ) | (0.3917 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.8672 | -0.4357 | 0.5599 | -0.7112 | 0 | 0 | -1.3446 |
(p-val) | (0 ) | (0.0028 ) | (0 ) | (0 ) | (NA ) | (NA ) | (5e-04 ) |
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 |
0.00225373595271014 |
0.0583027691923077 |
-0.0109477384783826 |
0.0087393306658903 |
0.0479539098151038 |
-0.0297971843126387 |
0.0229164605522137 |
-0.00799374177143464 |
-0.00548417034266091 |
-0.000601938096694577 |
0.00181848728369211 |
-0.0123935487074117 |
0.0164355782788895 |
0.0232599624255075 |
0.00464834898734881 |
-0.0204920544198541 |
0.0256137969281627 |
-0.00387847419650128 |
0.0238508559481344 |
-0.00231492552471777 |
0.00798442492387682 |
0.0083205379613933 |
-0.00468105550312561 |
0.0325465549789233 |
0.00563530877442235 |
0.0397123526690842 |
0.00144457660977591 |
0.00620875012141697 |
-0.00571425754804642 |
-0.000264542533122744 |
-0.000872153430549658 |
0.00298609647849467 |
0.0105684468549095 |
0.00250430940750459 |
0.0229947986524424 |
0.00607474107795594 |
0.0203682476035781 |
0.0168920750771558 |
-0.00104660666569974 |
0.0109406710320407 |
0.00535925571720486 |
0.0113883592694501 |
0.00501030790586974 |
0.016586945501108 |
0.0357773516214615 |
-0.0361051004137016 |
-0.105850492145362 |
0.0669161613431585 |
0.0352578246861346 |
0.0344793486961398 |
0.0176229352173212 |
-0.0425534489390696 |
-0.0261582749278277 |
-0.0201341902868305 |
-0.0112876133166474 |
-0.00991777917372117 |
-0.00926935702187386 |
0.00693766087826019 |
0.0201723131403664 |
-0.00969066751686186 |
0.00367994950188367 |
-0.0299727391381295 |
-0.0209366400397045 |
-0.0229665206366387 |
-0.0144364511716660 |
-0.0104512007716306 |
-0.00604082812242702 |
-0.00514127461569500 |
-0.00248585737486617 |
0.00132507698617409 |
0.00374909686757339 |
-0.00127714477983062 |
0.00490879094136784 |