ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.8326 | -0.6491 | -1.0687 | -0.6844 |
(p-val) | (0 ) | (0.0024 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0.2055 | 0 | -1.1009 | -0.6871 |
(p-val) | (0.1688 ) | (NA ) | (0 ) | (0 ) |
Estimates ( 3 ) | 0 | 0 | -1.1233 | -0.6912 |
(p-val) | (NA ) | (NA ) | (0 ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.00279999517761742 |
-1.06799391334127e-06 |
-0.330335138946168 |
0.288112462699177 |
0.0648523550927025 |
-0.187797248261620 |
-0.0211113378838833 |
-0.0437410159885906 |
-0.208908587186154 |
-0.0648524284172794 |
0.187799572823989 |
0.0211443838533357 |
-0.233360292927255 |
0.10660804308205 |
-0.299402609957557 |
0.248110128818686 |
-0.307436270069018 |
-0.0870622376373991 |
-0.0181796980335879 |
-0.110322413453933 |
-0.0196458257060272 |
0.495598684761795 |
0.551147796947248 |
0.0604196546836831 |
0.069214044382282 |
0.191743688819426 |
0.344566910248942 |
-0.104849880069529 |
0.592139255667608 |
0.373240764647057 |
-0.0702077697645924 |
-0.685230248713396 |
0.184846715892207 |
0.0339838462243778 |
-0.632140100609327 |
-0.0830245839158033 |
-0.391090419656524 |
0.0680913314759781 |
-0.414921714293926 |
-0.144102134571814 |
-0.0953211411105033 |
-5.30537341805193e-05 |
-0.583874074766755 |
0.502075530696436 |
-0.130759624571517 |
-0.110168326889321 |
-0.35561849847665 |