ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0 | 0 | 0.6747 | 0 | -0.1502 | -0.3813 | -0.3021 |
(p-val) | (1 ) | (1 ) | (0 ) | (1 ) | (0.6377 ) | (0.0356 ) | (0.3565 ) |
Estimates ( 2 ) | 0 | 0 | 0.6747 | 0 | -0.1502 | -0.3813 | -0.3021 |
(p-val) | (NA ) | (1 ) | (0 ) | (1 ) | (0.6376 ) | (0.0354 ) | (0.3564 ) |
Estimates ( 3 ) | 0 | 0 | 0.6747 | 0 | -0.1502 | -0.3813 | -0.3021 |
(p-val) | (NA ) | (NA ) | (0 ) | (1 ) | (0.6376 ) | (0.0354 ) | (0.3564 ) |
Estimates ( 4 ) | 0 | 0 | 0.6746 | 0 | -0.1501 | -0.3812 | -0.3023 |
(p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.6378 ) | (0.0354 ) | (0.3559 ) |
Estimates ( 5 ) | 0 | 0 | 0.6518 | 0 | 0 | -0.3295 | -0.4165 |
(p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0323 ) | (0.0236 ) |
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 |
0.0136999851437525 |
0 |
0 |
-8.42001500744765 |
-5.70997600864686e-16 |
0 |
-0.970541297580668 |
7.64388825973626e-16 |
0 |
-0.709180830973762 |
0 |
0 |
4.5368654877374 |
-1.57656258954334e-15 |
0 |
-5.4283245857115 |
0 |
0 |
2.38432230351974 |
0 |
0 |
2.06674027586619 |
4.05579046563923e-16 |
0 |
3.42889003477594 |
-8.45810694331293e-16 |
0 |
-9.15358421409235 |
-8.8009125248721e-16 |
0 |
2.32997728034852 |
8.80628584550191e-16 |
0 |
-0.0346355526831074 |
0 |
0 |
0.0290981096245203 |
-6.63347224217158e-16 |
1.10557870702885e-16 |
3.17525771986477 |
8.87444468985683e-16 |
0 |
2.14513112146732 |
0 |
0 |
-1.59189284313859 |
0 |
0 |
3.6567467004057 |
0 |
0 |
-4.07283401506979 |
0 |
0 |
-1.28709406170182 |
0 |
0 |
-0.486975925147376 |
0 |
0 |
-0.919123553149139 |
2.22036880102712e-16 |
1.11018440051356e-16 |
-0.56646940149112 |
4.44086147894817e-16 |
0 |