ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.1866 | -0.1338 | -0.1952 | -0.9996 | -0.4773 | 0.2841 | 0.9763 |
(p-val) | (0 ) | (0.4873 ) | (0.1171 ) | (0 ) | (0.0729 ) | (0.1749 ) | (0.1456 ) |
Estimates ( 2 ) | 1.1193 | 0 | -0.2664 | -1 | -0.4688 | 0.2861 | 0.9999 |
(p-val) | (0 ) | (NA ) | (3e-04 ) | (0 ) | (0.012 ) | (0.1378 ) | (0.2148 ) |
Estimates ( 3 ) | 1.1359 | 0 | -0.2799 | -1 | 0.4078 | 0.0107 | 0 |
(p-val) | (0 ) | (NA ) | (1e-04 ) | (0 ) | (0.0044 ) | (0.9442 ) | (NA ) |
Estimates ( 4 ) | 1.1354 | 0 | -0.2794 | -1 | 0.4121 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (1e-04 ) | (0 ) | (0.0015 ) | (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 |
3.00512977116865e-08 |
1.10338394584706e-06 |
-8.35038913364068e-06 |
3.41339110461276e-06 |
5.15551166334189e-06 |
-5.73965526591219e-06 |
1.93335004736975e-06 |
4.86949262086178e-06 |
7.95812396394451e-06 |
2.50662901973639e-06 |
-3.26936308721821e-06 |
-1.2046932371879e-06 |
4.12449351659127e-06 |
1.39642421398585e-06 |
9.02988768093171e-07 |
-1.06140124575458e-06 |
1.75931908239084e-06 |
2.17999311685434e-06 |
-3.35710153019904e-06 |
-6.95111763473262e-06 |
-3.0956196032783e-06 |
1.32664392802947e-06 |
6.97862316556409e-07 |
-4.45949480878458e-06 |
3.08643143979823e-07 |
-3.45008353348111e-06 |
-3.7378737455405e-06 |
1.06934975812816e-05 |
-4.60980005640816e-07 |
-7.34160781171979e-06 |
-3.46162654705458e-07 |
-4.51580473300437e-06 |
-4.98152077309682e-06 |
2.00873850049854e-06 |
-4.72928717354018e-06 |
3.75870976157685e-07 |
-2.81008082764713e-06 |
-4.64556968429837e-06 |
-2.91454734069766e-06 |
-5.49744648104032e-07 |
-4.53595441608876e-06 |
2.80707912542817e-07 |
4.09758828697917e-06 |
5.98343537020913e-06 |
1.04794455075688e-05 |
1.01998647276817e-05 |
-5.84642070945511e-06 |
2.04666219778149e-06 |
-4.38228462049702e-06 |
3.03682191403817e-06 |
-1.64193963987877e-06 |
4.09280904093828e-06 |
-1.75408780633544e-07 |
-1.86534251385798e-06 |
1.83772138177125e-07 |
2.75189696958263e-06 |
7.21574496678244e-06 |
-3.97177115703727e-06 |
7.69360620153997e-06 |
-6.59584898915373e-06 |
-9.2711407198616e-06 |
8.4151509351436e-07 |
2.63231748445013e-06 |
2.0354893044357e-06 |
-1.73620088631077e-06 |
-8.58151213134791e-07 |
2.5973070639984e-06 |
-3.1320419906971e-06 |
1.66786587008058e-06 |