ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.1325 | -0.1378 | -0.0897 | -0.7112 | 0.48 | -1 |
(p-val) | (0.495 ) | (0.4173 ) | (0.5659 ) | (0 ) | (0.012 ) | (0 ) |
Estimates ( 2 ) | -0.0845 | -0.0968 | 0 | -0.7541 | 0.4693 | -1 |
(p-val) | (0.6246 ) | (0.5285 ) | (NA ) | (0 ) | (0.0144 ) | (0 ) |
Estimates ( 3 ) | 0 | -0.0687 | 0 | -1.2707 | 0.4894 | -1 |
(p-val) | (NA ) | (0.632 ) | (NA ) | (0 ) | (0.0085 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -1.2464 | 0.4849 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0094 ) | (0 ) |
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 |
-0.339837453464972 |
-0.229834025039331 |
0.180804252454954 |
-0.894997989697314 |
0.639098359418733 |
-0.352168077867037 |
-1.97216927635724 |
-1.86922135528661 |
-1.26503102233795 |
0.837436183538405 |
-0.0189750051356586 |
1.34532835844129 |
0.474159379127209 |
-0.625898757860026 |
1.33026642658926 |
0.671548949316993 |
0.129979127642735 |
-1.14159111125828 |
2.10052322741484 |
-1.01126758845496 |
1.73874638212821 |
0.802102220780754 |
-0.876011540814214 |
1.52953567370826 |
-0.85364958435913 |
0.134775936029556 |
1.46759852609786 |
0.150803090635396 |
1.59426199782531 |
0.686344933225289 |
-1.43146938852617 |
-1.23101669635621 |
1.73725786949742 |
0.113832771751524 |
1.60331641541995 |
0.364752306878049 |
-0.24024149217635 |
1.07636468024137 |
0.951945567189278 |
-1.03712866303324 |
-0.260707409151646 |
1.02969511844019 |
0.464398761066116 |
0.751915072344171 |
-0.290312312508989 |
-2.11352943943749 |
0.757610031614504 |
0.200984694694926 |
0.663787668457638 |
-0.785388321224488 |
-0.479343711443757 |
0.534568622359615 |
-0.342597678734731 |
0.645665113158761 |
-0.771026423006032 |
1.79866783389585 |
0.292197665734959 |
-0.0892991364530624 |
0.0182263308508214 |
1.32345064500162 |
1.05886020215569 |
0.402216604887907 |
-2.1954028742421 |