ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0536 | 0.2769 | 0.0377 | -0.9779 | 0.1649 | -0.1305 | -0.3971 |
(p-val) | (0.7469 ) | (0.0808 ) | (0.819 ) | (0 ) | (0.9118 ) | (0.7405 ) | (0.8012 ) |
Estimates ( 2 ) | 0.0518 | 0.2779 | 0.0378 | -1.0234 | 0 | -0.1602 | -0.2256 |
(p-val) | (0.7509 ) | (0.0814 ) | (0.8182 ) | (0 ) | (NA ) | (0.4934 ) | (0.2314 ) |
Estimates ( 3 ) | 0.0544 | 0.2773 | 0 | -1.035 | 0 | -0.1774 | -0.2291 |
(p-val) | (0.7454 ) | (0.0924 ) | (NA ) | (0 ) | (NA ) | (0.4192 ) | (0.2281 ) |
Estimates ( 4 ) | 0 | 0.2677 | 0 | -1.0564 | 0 | -0.1839 | -0.2137 |
(p-val) | (NA ) | (0.1064 ) | (NA ) | (0 ) | (NA ) | (0.4027 ) | (0.2444 ) |
Estimates ( 5 ) | 0 | 0.2346 | 0 | -0.9332 | 0 | 0 | -0.2364 |
(p-val) | (NA ) | (0.1475 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.2031 ) |
Estimates ( 6 ) | 0 | 0.2403 | 0 | -1.0476 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.1372 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | -1.1435 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
0.478745652640495 |
-1.32901074433648 |
1.50853834888547 |
1.6066649583589 |
-1.11123881473501 |
-4.56247208499711 |
-1.68606502968285 |
0.319812218208902 |
-3.85951157234854 |
0.0182361418482867 |
-0.0196201653934596 |
8.435722219303 |
-3.27644813332681 |
-1.52343119923859 |
1.30283194268444 |
-3.46616115534457 |
-2.28801455636542 |
0.660013646401257 |
1.3372109914 |
-3.93512800568704 |
6.49776782950827 |
3.46531933469531 |
4.55571675926359 |
-1.43308654958787 |
0.582499843736116 |
0.248957144115501 |
0.501146275818133 |
-1.92172124628179 |
4.61002935733216 |
-1.6023617725912 |
-3.12291108081343 |
3.39717597457663 |
1.32338945482752 |
3.92440592531488 |
2.28461142764828 |
0.304452555376573 |
2.65423275322998 |
3.70910415135461 |
-0.7401572748645 |
-0.934064710446488 |
0.0268402682062629 |
-1.88184006366983 |
1.06807339021826 |
0.522535828295612 |
-4.00525652855436 |
-2.63513965212496 |
1.26663079764796 |
-1.88369361657936 |