ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2588 | 0.3166 | 0.3662 | -0.4991 | 0.7084 | 0.2902 | -0.9689 |
(p-val) | (0.2114 ) | (0.0106 ) | (0.0298 ) | (0.0348 ) | (0 ) | (0.0731 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.3681 | 0.5147 | -0.2128 | 0.6646 | 0.3283 | -0.9244 |
(p-val) | (NA ) | (5e-04 ) | (0 ) | (0.1941 ) | (0 ) | (0.0331 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.3568 | 0.5008 | 0 | 0.6259 | 0.3679 | -0.9229 |
(p-val) | (NA ) | (3e-04 ) | (0 ) | (NA ) | (0 ) | (0.0109 ) | (0 ) |
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 |
0.104789831004067 |
0.0166394091947841 |
0.064956152318788 |
0.044145249881286 |
0.065507097993903 |
0.124803998234231 |
0.0769866578726166 |
-0.0302398941313522 |
0.0970040413659774 |
-0.118358485757634 |
-0.0731239621434325 |
-0.0269535565164319 |
0.173583340970455 |
-0.0401886598854925 |
0.0746341379330819 |
-0.00890572341626056 |
0.0895939684964202 |
-0.035408318843707 |
0.0685535038424167 |
-0.0283987876577116 |
-0.0231853957529491 |
0.104317900061064 |
-0.0764104059445642 |
-0.100393851319479 |
0.0662776313686537 |
0.171389781065748 |
0.103298940694207 |
0.0552840419929124 |
-0.0642883062809278 |
-0.137871914466303 |
-0.0675306742116158 |
0.186198748370335 |
-0.0498372140969418 |
0.0221229727647961 |
0.0842972459932629 |
7.95231445887431e-05 |
0.142390984520745 |
-0.0279636857099538 |
-0.00448570450985936 |
-0.0537345700046076 |
-0.0798028006669713 |
0.0376666270251664 |
0.0907512616022708 |
-0.207639337364692 |
-0.0518036043521293 |
-0.0433660570574842 |
-0.0071734439460829 |
-0.0419423876521672 |
0.0388998505175768 |
-0.0252902376373067 |
-0.0649375833515065 |
-0.0751262783016454 |
0.0323039551455192 |
0.0180402685350376 |
-0.0180898151904384 |
-0.080740648472526 |
0.0201554520090073 |
0.0116014375097651 |
0.0351958287166136 |
0.0847851479309549 |