ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.1606 | -0.1116 | -0.2038 | -1 | -0.5227 | 0.2647 | 0.9993 |
(p-val) | (0 ) | (0.5577 ) | (0.1008 ) | (0 ) | (0.006 ) | (0.1819 ) | (0.1298 ) |
Estimates ( 2 ) | 1.1039 | 0 | -0.2626 | -1 | -0.509 | 0.268 | 1.0005 |
(p-val) | (0 ) | (NA ) | (5e-04 ) | (0 ) | (0.0067 ) | (0.1772 ) | (0.1482 ) |
Estimates ( 3 ) | 1.1182 | 0 | -0.2743 | -1 | 0.8909 | 0 | -0.6684 |
(p-val) | (0 ) | (NA ) | (1e-04 ) | (0 ) | (4e-04 ) | (NA ) | (0.1264 ) |
Estimates ( 4 ) | 1.121 | 0 | -0.2756 | -1 | 0.3857 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (1e-04 ) | (0 ) | (0.0034 ) | (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 |
2.71827424882473e-09 |
1.21359641651955e-07 |
-8.86139109086303e-07 |
3.50862537312914e-07 |
5.43607233928956e-07 |
-6.02412987363653e-07 |
2.05056901782906e-07 |
5.3193507034216e-07 |
9.33405387412053e-07 |
3.28131493250902e-07 |
-3.88883542039351e-07 |
-1.45900008238266e-07 |
4.63992656216264e-07 |
1.89534388775062e-07 |
1.54704025377076e-09 |
-8.27954874295361e-08 |
2.58233062611313e-07 |
1.80786872727912e-07 |
-3.50831779333465e-07 |
-7.11968657035704e-07 |
-3.01127386790699e-07 |
1.23181436292026e-07 |
6.25485791648852e-08 |
-4.69929014977342e-07 |
6.04165460688334e-08 |
-4.11943458647544e-07 |
-2.27487739859100e-07 |
1.02946326891026e-06 |
-1.03964548706093e-07 |
-6.55884911927051e-07 |
-1.16892320368043e-07 |
-6.61501622109476e-07 |
-7.19001823859573e-07 |
1.13453376725862e-07 |
-3.96740589986095e-07 |
-3.4530260648585e-08 |
-3.60870458577652e-07 |
-5.87513889922836e-07 |
-1.68092820924486e-07 |
-1.05972790222084e-07 |
-6.3396849161724e-07 |
-1.68715324252053e-08 |
3.25107947245052e-07 |
5.01373630141991e-07 |
9.5447979977065e-07 |
1.31154072413945e-06 |
-6.90823718827347e-07 |
3.54044680604087e-07 |
-6.52694468238007e-07 |
1.97862414421931e-07 |
-9.52814953266431e-08 |
3.77170154022302e-07 |
-2.49560893259827e-07 |
-8.5820345142057e-08 |
1.27557557035088e-07 |
4.63390185502977e-07 |
9.76579048187877e-07 |
-3.22149241860297e-07 |
9.44930081913424e-07 |
-6.63987566540195e-07 |
-1.19809629186948e-06 |
1.97275998699949e-07 |
4.39629534338705e-07 |
1.26679042525031e-07 |
-2.68167515088873e-07 |
1.01721899343560e-08 |
2.76550838769788e-07 |
-2.38760091587913e-07 |
2.26010493739103e-07 |