ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1743 | 0.2261 | 0.1631 | 0.222 | 0.2444 | -0.0786 | -1 |
(p-val) | (0.807 ) | (0.0851 ) | (0.3332 ) | (0.7615 ) | (0.1592 ) | (0.6347 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.2139 | 0.133 | 0.042 | 0.2401 | -0.0766 | -1 |
(p-val) | (NA ) | (0.0755 ) | (0.3238 ) | (0.7561 ) | (0.1615 ) | (0.6429 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.215 | 0.1393 | 0 | 0.2287 | -0.0595 | -1.0001 |
(p-val) | (NA ) | (0.0732 ) | (0.292 ) | (NA ) | (0.1712 ) | (0.7047 ) | (0 ) |
Estimates ( 4 ) | 0 | 0.2151 | 0.1386 | 0 | 0.2445 | 0 | -1 |
(p-val) | (NA ) | (0.0719 ) | (0.2865 ) | (NA ) | (0.1303 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0.2139 | 0 | 0 | 0.3175 | 0 | -1.0001 |
(p-val) | (NA ) | (0.0755 ) | (NA ) | (NA ) | (0.0351 ) | (NA ) | (0 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.3459 | 0 | -1.0001 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0242 ) | (NA ) | (0 ) |
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 |
2.30811325595510e-11 |
1.00956903901927e-09 |
-1.36427282522118e-09 |
-1.82644350227369e-09 |
-1.45341826532962e-09 |
-3.96168279485338e-10 |
-1.03291531337273e-09 |
1.40873995029049e-09 |
-1.24461149831137e-09 |
-5.74784662981084e-10 |
4.97851101790116e-10 |
-2.51775255730836e-09 |
-1.03911774320232e-10 |
-5.26590556030447e-10 |
2.17041255987676e-10 |
4.21937714388022e-10 |
-9.3744749092248e-11 |
-1.2249384417269e-09 |
-1.24195310902139e-09 |
-3.68160563439152e-10 |
-2.2158098170076e-09 |
-4.88036042788066e-10 |
1.65069258877255e-09 |
-2.12609488068495e-09 |
5.28788897809202e-09 |
-1.02410154761328e-09 |
-2.78108885208995e-09 |
-1.38770259528902e-09 |
5.71508994197832e-11 |
-3.83426811729603e-10 |
1.1763176257295e-10 |
-1.3216962005033e-09 |
-4.23909067673618e-10 |
4.55238105131695e-10 |
7.73150196322664e-10 |
-1.33233210015745e-09 |
4.55172362118769e-09 |
-4.28109806873962e-10 |
-9.99242607371898e-10 |
-2.12386908009282e-10 |
1.02248140912670e-10 |
-2.12270165869481e-09 |
-2.02271026607816e-09 |
-2.38998142614597e-09 |
-2.29507418409573e-09 |
5.48461634738673e-09 |
-2.35622477319475e-09 |
-3.02673376535649e-09 |
-1.53091059598434e-09 |
-3.27286480318018e-10 |
-1.28088904373548e-09 |
1.25458571602598e-11 |
-1.89336515120727e-09 |
-1.40264533007525e-09 |
-6.48573435366508e-10 |
-1.37074213510054e-09 |
-6.70354891711273e-10 |
-4.57745666011735e-09 |
-1.03023446177505e-09 |
3.49492518642573e-09 |
1.3287522833497e-09 |
7.10759028739159e-10 |
1.13960209524076e-09 |
8.74827604106429e-10 |
1.00917365503492e-09 |
2.07691107959474e-09 |
7.45961546151894e-10 |
2.14546684983411e-10 |
1.43743525159065e-09 |
-1.50296049051229e-11 |
4.29520049469881e-10 |
-1.03816868802248e-09 |
-4.15826187675574e-09 |