ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2818 | 0.2236 | 0.1237 | -0.5028 | -0.7332 | -0.6965 | 0.002 |
(p-val) | (0.5655 ) | (0.1978 ) | (0.4911 ) | (0.2938 ) | (0.0089 ) | (2e-04 ) | (0.9968 ) |
Estimates ( 2 ) | 0.2825 | 0.2237 | 0.1236 | -0.5034 | -0.7323 | -0.6961 | 0 |
(p-val) | (0.5516 ) | (0.1976 ) | (0.4906 ) | (0.2816 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.1792 | 0.1595 | -0.2254 | -0.7215 | -0.6935 | 0 |
(p-val) | (NA ) | (0.2558 ) | (0.2879 ) | (0.1408 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1802 | 0 | -0.2171 | -0.7207 | -0.7243 | 0 |
(p-val) | (NA ) | (0.277 ) | (NA ) | (0.1506 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.178 | -0.7705 | -0.7498 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.1778 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.767 | -0.7054 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
-0.0058138225036702 |
-0.449848028799377 |
-0.398892461309768 |
-0.132252558957169 |
-0.200078411391853 |
0.0480251209258603 |
-0.295854188053022 |
-0.33254127788002 |
0.153317441226711 |
-0.678746458332118 |
-0.201744543854491 |
-0.249815248314503 |
-0.113608283691732 |
-0.153430789198621 |
-1.03132341078956 |
-1.41818393068071 |
-0.33906855007797 |
-0.662396842297921 |
-1.17200824282081 |
-0.176130413508962 |
-0.540287215838471 |
-1.12747307388306 |
-1.25412337646527 |
1.3482686534835 |
0.0579228636308859 |
0.950919989431244 |
-0.72176327353031 |
1.04041570600634 |
0.133966048475006 |
0.581708354177337 |
-0.488768799791124 |
-0.55914925669802 |
-0.496516349576239 |
0.485235841873392 |
0.0866901734373976 |
0.0789945482895873 |
2.01963438652044 |
-2.13600108418032 |
-0.456035763725479 |
0.572832594403241 |
-0.06050001126669 |
0.444300969183186 |
-0.118228492558314 |
0.319954467145224 |
-0.0734544115704496 |
0.294461968229335 |
-0.645343574252786 |
-0.079497334445504 |