ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5318 | 0.1418 | 0.2325 | -0.7548 | 0.6177 | -0.3339 | -1 |
(p-val) | (0.0063 ) | (0.2558 ) | (0.0524 ) | (0 ) | (0 ) | (0.0192 ) | (0 ) |
Estimates ( 2 ) | 0.5936 | 0 | 0.2899 | -0.7483 | 0.6459 | -0.3668 | -1 |
(p-val) | (0.0059 ) | (NA ) | (0.0056 ) | (1e-04 ) | (0 ) | (0.0064 ) | (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 |
0.105593134369899 |
-1.64658547476712 |
-2.16501401311538 |
3.13138400074599 |
-14.434759118394 |
-9.4382051940723 |
7.07759113210281 |
-22.2300509784787 |
-2.22280211135781 |
-9.31953401485799 |
2.69161646389994 |
4.50283451741442 |
6.83687246857599 |
-4.83118850739846 |
2.93670441834367 |
-6.27176659769337 |
-2.78428669426996 |
-0.437692482986241 |
-2.60394111507477 |
0.110373369952822 |
11.1337908788143 |
-12.3003554762726 |
1.72886450336767 |
2.27670071391226 |
-5.02769894070154 |
4.44655472182178 |
2.53155499747774 |
8.72725285000046 |
3.4747251624099 |
5.67521885990472 |
-3.63681431882156 |
-9.52459419827488 |
-6.02633599453026 |
-2.05774334709713 |
2.94006599343206 |
2.15530825095355 |
4.54458667449862 |
4.67601860648534 |
7.54610262348393 |
-6.34304333798514 |
4.38777178353039 |
-4.14594878274987 |
-1.40736073600083 |
10.5563077490484 |
-7.31662142199744 |
-7.65072350774633 |
-1.74985614394406 |
3.48679277669825 |
0.326568157222145 |
-0.106557963810265 |
-7.43808803090771 |
-3.07560314753598 |
-0.13416456884417 |
2.15927354679851 |
-2.98548747664453 |
-1.2736798876395 |
1.43811078680116 |
2.07260454800049 |
0.118980781676442 |
1.95254829304512 |
0.263446874773155 |
0.895799102657334 |
-1.21241436876413 |
4.41134818545199 |
3.24939055333481 |
0.744917126033891 |
9.3251988619409 |
3.24286503914768 |
-1.07751809168475 |
10.1675912190849 |
0.588333159663769 |
-1.21187425050043 |
1.88845122965215 |
-0.270704108713752 |
-1.46208278372730 |
1.43606304265537 |
-10.4530546170287 |
-6.78317051062561 |
7.39798472653957 |
20.4637592122234 |
0.263783586500204 |
-2.64397605479461 |
-2.12478006134966 |
0.889601242058935 |
-2.97465675456244 |