ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3107 | 0.5302 | 0.1031 | -0.5558 | -0.3073 | -0.2095 |
(p-val) | (0.0294 ) | (6e-04 ) | (0.4809 ) | (0.0371 ) | (0.0923 ) | (0.443 ) |
Estimates ( 2 ) | 0.3631 | 0.5788 | 0 | -0.5888 | -0.3112 | -0.2115 |
(p-val) | (0.0031 ) | (0 ) | (NA ) | (0.025 ) | (0.0911 ) | (0.4438 ) |
Estimates ( 3 ) | 0.3737 | 0.5529 | 0 | -0.7464 | -0.3879 | 0 |
(p-val) | (0.0023 ) | (0 ) | (NA ) | (0 ) | (0.004 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.03506181831137 |
0.636047965061417 |
0.470188089050736 |
1.51089080573116 |
-0.6444009828546 |
-1.79904018857707 |
-1.23503970644708 |
-0.388017884662523 |
-0.665519039566152 |
-0.648996342688902 |
-0.0725850934735686 |
-2.57521431760399 |
0.817151417167467 |
-1.43633070839875 |
-0.73685665206447 |
1.18005426940507 |
0.136598339106429 |
-2.39972245007179 |
-0.527559519213952 |
0.145408369121896 |
2.01344258026433 |
2.72615621266203 |
-3.36286162724709 |
-1.55568853960301 |
1.0474574148394 |
-1.97560425138623 |
1.38865942448234 |
0.00160559642759129 |
0.215978447851325 |
-1.69833300691848 |
0.469490512445483 |
0.570671171700871 |
0.338603022476007 |
-2.27532135085477 |
0.243482338239412 |
0.300706357108947 |
1.58907334200653 |
-0.465088502637092 |
-1.00859955953779 |
-0.560791461926436 |
-0.544679022306336 |
0.328069278088548 |
0.0699283267648905 |
-0.714735625846969 |
0.0661867205403364 |
-0.45968279651631 |
0.722861145862549 |
-0.675779428191039 |
-0.57197339022398 |
-1.10195751261718 |
0.807367285268361 |
-0.331999037525138 |
0.328154451190874 |