ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0214 | -0.2602 | -0.3527 | 0.2652 | -0.096 | -0.8991 |
(p-val) | (0.9217 ) | (0.0284 ) | (0.1076 ) | (0.1215 ) | (0.4699 ) | (0.0048 ) |
Estimates ( 2 ) | 0 | -0.2535 | -0.3721 | 0.2633 | -0.0968 | -0.895 |
(p-val) | (NA ) | (0.01 ) | (1e-04 ) | (0.1213 ) | (0.4644 ) | (0.0033 ) |
Estimates ( 3 ) | 0 | -0.2472 | -0.376 | 0.2865 | 0 | -1 |
(p-val) | (NA ) | (0.0113 ) | (0 ) | (0.0063 ) | (NA ) | (2e-04 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.0529122463338602 |
1.95085780835251 |
-1.60720368634775 |
-2.15240098453719 |
1.45312016524523 |
-0.460289994081993 |
-1.68091345709342 |
-0.492514411602957 |
0.316799525058315 |
-0.373090541074685 |
-0.333183399960172 |
0.455625142170579 |
0.233183436314535 |
-0.325976515289025 |
0.163514666298134 |
-1.80574915428105 |
0.358315667452272 |
-0.939579700833461 |
-0.81503135542501 |
0.831767632357991 |
-2.3558494097291 |
0.713213972458653 |
1.29045577816049 |
0.301671417105215 |
-5.05566869781574 |
-1.36179394692976 |
0.0396002839791092 |
-2.21451675633884 |
-0.0575893107477406 |
-5.98063768196605 |
-1.8592758253678 |
-4.02002801155548 |
2.14103503409915 |
-0.391237271734326 |
-1.95798048858249 |
2.05214695200551 |
3.30973619535162 |
1.49624575499481 |
0.00366471781132232 |
-0.25019912556558 |
-2.55322895648385 |
2.15011257829718 |
0.629970922918169 |
0.455031581267264 |
1.05656997107662 |
-1.04358787337432 |
-0.98351291013374 |
-0.491136407773411 |
-0.944205076282095 |
0.990207499608609 |
-0.40943497143511 |
-0.682267684734491 |
-2.36655060530346 |
0.950170092384455 |
-0.64761799691233 |
2.27994663147403 |
2.02325169222926 |
-0.491844895882768 |
-0.544684224110611 |
-0.293115088408147 |
0.478993253311089 |
0.249822868922964 |
-1.66839735469141 |
0.376754816012734 |
-2.71407794566869 |
2.52988234181319 |
-0.627663071805105 |
0.967976375013234 |
0.146122931738879 |
-1.22766270800112 |
0.150252931789099 |
1.74263246198318 |
0.379950069169718 |
0.326498094727636 |
1.73125078969274 |
0.370026468929827 |
-1.42647792015977 |
0.177488138737201 |
-1.33964427324397 |
-1.00656062353406 |
0.336039260430473 |
2.47235725740381 |
0.268367127053039 |
-1.09202969281306 |
2.21193359413292 |
0.774389490804043 |
1.83221525541243 |
0.707220938996423 |
-0.708939610147704 |
-1.39600519791773 |
0.241910567801843 |
1.04945747215155 |
2.99037138949458 |
-0.693585553463317 |
-1.18518522463764 |
-1.8734397252305 |
-0.179728154088018 |
1.10656151723494 |
-3.03987793219044 |
4.1780259739251 |
1.78973935100789 |
-1.23214968290595 |
-0.998768497169877 |
-2.29822410604068 |
1.66327175868910 |
-1.43966237972421 |
-1.34455634306445 |
1.59469029155517 |
-0.992642727359857 |
-0.328092592419757 |
0.255996843206867 |
-0.266989388897638 |
-0.818154335225112 |
3.39142774348159 |
0.756842777008354 |
-0.974813585136955 |
1.03282152999455 |
-0.813584809414261 |
-1.38732632070552 |
0.699042039756746 |