ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0 | 0 | -0.0795 | 0 | -0.0031 | 0.0091 | -1 |
(p-val) | (1 ) | (1 ) | (0.5243 ) | (1 ) | (0.985 ) | (0.9577 ) | (0.0011 ) |
Estimates ( 2 ) | 0 | 0 | -0.0795 | 0 | -0.0031 | 0.0091 | -1 |
(p-val) | (NA ) | (1 ) | (0.5242 ) | (1 ) | (0.9851 ) | (0.9576 ) | (0.0011 ) |
Estimates ( 3 ) | 0 | 0 | -0.0795 | 0 | -0.0031 | 0.0091 | -1 |
(p-val) | (NA ) | (NA ) | (0.5242 ) | (1 ) | (0.9849 ) | (0.9577 ) | (0.0011 ) |
Estimates ( 4 ) | 0 | 0 | -0.0795 | 0 | -0.0031 | 0.0091 | -1 |
(p-val) | (NA ) | (NA ) | (0.5241 ) | (NA ) | (0.9851 ) | (0.9577 ) | (0.0011 ) |
Estimates ( 5 ) | 0 | 0 | -0.0799 | 0 | 0 | 0.0106 | -1 |
(p-val) | (NA ) | (NA ) | (0.5159 ) | (NA ) | (NA ) | (0.9454 ) | (9e-04 ) |
Estimates ( 6 ) | 0 | 0 | -0.0795 | 0 | 0 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (0.5177 ) | (NA ) | (NA ) | (NA ) | (0.001 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9999 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0011 ) |
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 |
0.00339999657852913 |
-3.13031419329831e-16 |
0 |
-4.8636998814059 |
-3.14018601232744e-16 |
0 |
-3.78068408446915 |
0 |
0 |
-6.22480611561472 |
-2.51412231494683e-15 |
0 |
3.33018939918353 |
-1.44925360133697e-15 |
0 |
0.0577562192290057 |
0 |
0 |
-2.13839596325138 |
0 |
0 |
3.90471027482534 |
-1.17885287046037e-15 |
-9.06809900354125e-17 |
0.805885627124664 |
-9.6114733448991e-16 |
0 |
9.2416340178625 |
0 |
0 |
-7.09105911088123 |
0 |
-1.92296567974618e-16 |
-4.23181214090398 |
-7.693362581723e-16 |
0 |
8.22192920116146 |
1.19138387462845e-15 |
-7.94255916418158e-16 |
3.76232705731437 |
1.48952097215376e-16 |
-5.95808388861499e-16 |
4.38378277674689 |
0 |
0 |
5.13608679670067 |
0 |
0 |
2.04013730043862 |
1.62138228905910e-15 |
-1.62138228905799e-15 |
-0.345511364999596 |
0 |
0 |
-1.95473401756011 |
0 |
0 |
3.68138944464841 |
8.1086321838065e-16 |
0 |
-6.19165704964772 |
1.23333348179292e-15 |
-1.23333348179232e-15 |
2.51497341031972 |
2.56966780069728e-16 |
7.70900340209183e-17 |