ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0191 | 0.5782 | 0.2581 | 0.7544 | -0.2649 | -0.414 | -0.9927 |
(p-val) | (0.942 ) | (0.0192 ) | (0.0988 ) | (0.0023 ) | (0.2887 ) | (0.0475 ) | (0.5665 ) |
Estimates ( 2 ) | 0 | 0.5911 | 0.2609 | 0.7682 | -0.2671 | -0.4146 | -1.0013 |
(p-val) | (NA ) | (7e-04 ) | (0.0874 ) | (0 ) | (0.2801 ) | (0.0467 ) | (0.5729 ) |
Estimates ( 3 ) | 0 | 0.5496 | 0.2619 | 0.7456 | -0.6124 | -0.5602 | 0 |
(p-val) | (NA ) | (8e-04 ) | (0.0765 ) | (0 ) | (0.0039 ) | (4e-04 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.7269 | 0 | 1.0974 | -0.5764 | -0.5298 | 0 |
(p-val) | (NA ) | (0 ) | (NA ) | (0 ) | (0.0053 ) | (0.0014 ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-0.0249996909454915 |
-6.29725854450727 |
-7.32372411736386 |
-3.42145502749992 |
1.35426417338183 |
2.97826152242585 |
1.46811300866826 |
1.48866749035418 |
2.20118387960241 |
-1.90927757781461 |
4.22327401969665 |
4.86358356217254 |
0.416478365654369 |
-4.15841965201067 |
-0.186431983868927 |
0.956998445052942 |
4.8415915051413 |
-4.27966436433769 |
2.98691142280786 |
0.871719937154833 |
0.642668921125081 |
-1.94214039916215 |
4.98325307618926 |
2.68442220068616 |
3.81828384986751 |
-1.03527397640037 |
3.5503357004124 |
-2.94762079415055 |
2.09322550795827 |
4.6720887341152 |
-1.38768695001808 |
-0.595699529241861 |
-7.59941919175882 |
-1.93991486111346 |
3.9596761817588 |
-2.91067724861506 |
4.05653633000926 |
-6.2690162669843 |
-3.14169096180718 |
5.87426195181976 |
0.881770478829702 |
0.297641396235244 |
0.114203346203219 |