ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2012 | 0.1331 | 0.4633 | -0.248 | 0.2266 | -0.3627 | -1 |
(p-val) | (0.225 ) | (0.2146 ) | (0 ) | (0.1796 ) | (0.0252 ) | (0.0013 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.187 | 0.446 | -0.4181 | 0.2394 | -0.3709 | -1 |
(p-val) | (NA ) | (0.0327 ) | (0 ) | (0 ) | (0.016 ) | (8e-04 ) | (0 ) |
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 |
-0.0499712653143983 |
-0.287275110238081 |
-0.31942842648261 |
0.429377004387848 |
0.422607263230512 |
0.0352451976027479 |
0.913663591069456 |
-0.0809881379681732 |
-0.715793306334609 |
-0.152921054649928 |
-0.172537153882274 |
0.918424355366867 |
0.37972606390339 |
-0.374439531753568 |
-0.299366929991232 |
-0.577478827726995 |
0.148472405754341 |
-0.445783230565646 |
0.561433492068121 |
-0.549611960178216 |
0.398238716542414 |
0.227505108959799 |
-0.18033175315547 |
0.119514923352532 |
-0.133682151678403 |
0.021023733409507 |
0.708539324648825 |
-0.132885717400706 |
0.20702187119497 |
0.773839580748092 |
0.392037016551971 |
-1.00592162392987 |
0.507484710268723 |
-0.220704017087421 |
0.35950895837546 |
0.0503298664176778 |
-0.0523611395462556 |
0.241072057799901 |
0.358390960497983 |
-0.565739198275453 |
-0.32575289896923 |
0.14284970473097 |
0.8533381097531 |
-0.448809256596167 |
0.156495852683821 |
-0.939035829350981 |
0.580974661039697 |
0.8436156651832 |
-0.960352864853987 |
0.863305794263184 |
0.730807392605572 |
0.0126948985987395 |
-0.83390271052403 |
1.08991573181085 |
-1.54367194006156 |
0.739821983167774 |
0.181744517061389 |
0.0475330164075041 |
-0.458861003823028 |
0.181512091463749 |
0.487246619731109 |
0.352086107936841 |
-1.14949800181533 |
0.243950732133788 |
-0.12811925509881 |
0.69312655992737 |
-0.288039586874948 |
0.14065665852463 |
0.58582065048797 |
0.0838083052714523 |
0.21893845699937 |
-1.02345074573351 |
0.73744096800513 |
0.0720763876075322 |
-0.711942037631917 |
0.362118357095524 |
0.823620038999125 |
-0.891555537396755 |
1.0990673273919 |
-0.112227689507643 |
0.39219351439714 |
-0.368814951114105 |
-1.23894517166435 |
0.48718927070674 |
-1.12346300922426 |
-2.74102209979986 |
-1.75592578147246 |
-0.629840459974694 |
0.876815747377708 |
0.127268193147203 |
0.136152453882461 |
-0.080311117973789 |
1.00472532562956 |
0.982674643676683 |
0.69591324927366 |
-0.456476660188143 |
0.0771410929026327 |
1.3058904819039 |
1.20230515086416 |
-0.0882437183493889 |
-0.50759313754024 |
0.673549026189588 |
1.07845241384264 |
-0.629246243878765 |
0.819349219799605 |
-0.508590234532601 |
-0.259459023388741 |
-0.244732580369223 |
-0.0424247422786493 |