ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6407 | 0.1466 | 0.2121 | -0.661 | 0.196 | -0.0296 | -0.9794 |
(p-val) | (0 ) | (0.2246 ) | (0.0935 ) | (0 ) | (0.0966 ) | (0.8181 ) | (0 ) |
Estimates ( 2 ) | 0.6331 | 0.1309 | 0.2352 | -0.6707 | 0.1861 | 0 | -1.0141 |
(p-val) | (0 ) | (0.2635 ) | (0.0235 ) | (0 ) | (0.1168 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.7413 | 0 | 0.261 | -0.6925 | 0.2386 | 0 | -1.0005 |
(p-val) | (0 ) | (NA ) | (0.0213 ) | (0 ) | (0.0357 ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
4.13400564815404e-06 |
-2.79461663301879e-05 |
0.00013061774077227 |
1.49864336870011e-05 |
-6.69124415817661e-05 |
-1.90734554574499e-05 |
-2.99019310771667e-05 |
-2.34080097423323e-05 |
3.30950511831153e-05 |
5.4231468315213e-05 |
1.12181654235248e-05 |
2.67028875031545e-05 |
1.46446534896271e-05 |
2.36075634046414e-05 |
-1.53421106945504e-05 |
-6.5025041220347e-07 |
7.0726740029131e-05 |
0.000128796048222202 |
0.000100722240574855 |
-4.07882179414898e-05 |
-1.44089284471269e-05 |
-8.1630188707419e-05 |
-3.16935216236001e-05 |
5.43629751131009e-05 |
-4.77516115556435e-05 |
-2.74543840450018e-05 |
3.28892561973124e-05 |
6.70365381751796e-05 |
-0.00010349605923104 |
6.16377530411923e-05 |
-9.03881395448289e-05 |
-7.73997268481776e-05 |
5.30030300706943e-05 |
-7.92475461934044e-05 |
4.67274208628113e-05 |
2.37679197394725e-05 |
-7.8666714308068e-05 |
-4.23019037030369e-05 |
-8.66297970755795e-05 |
-1.89304062605322e-05 |
2.10237088496276e-05 |
0.000150196594013081 |
-8.89355379957737e-05 |
-5.42380249429677e-05 |
-9.50586501660227e-05 |
-6.28645686596837e-05 |
1.34856283872304e-05 |
-3.99367766367004e-05 |
-8.28018855252151e-05 |
2.76727064558627e-05 |
1.73289432670932e-05 |
-4.70006850684584e-05 |
-3.95228337468035e-05 |
-3.79588764464751e-05 |
-3.7283739100046e-05 |
0.000112759140687832 |
-1.85457245667409e-05 |
-3.48222433308021e-05 |
-4.02105644593375e-05 |
1.45119654885824e-05 |
2.11077205318106e-05 |
-9.91974143373014e-07 |
1.76538247569266e-05 |
-4.67691436953264e-05 |
1.70992796770692e-05 |
-9.27755845555717e-05 |
-6.88657774298797e-05 |
1.10195327613765e-05 |
7.35771205607512e-07 |
-8.38380355458596e-05 |
-8.868013286619e-05 |
-4.21886867989581e-05 |
0.000114357456137915 |
3.08815848880544e-05 |
1.02366883749334e-05 |
1.5494675495501e-05 |
6.8051657189874e-05 |
-2.75077432908753e-05 |
8.60743993548789e-06 |
-5.72728882734762e-05 |
-0.000104447321637155 |
2.35558112939497e-06 |
-3.48458313432591e-05 |
2.69281301650477e-06 |
-1.19209788642106e-05 |
-7.75669595440585e-05 |
-5.7558896090509e-05 |
9.264658622672e-05 |
-0.000127868887405024 |
1.0969668067466e-05 |
-6.35843482156172e-05 |
-5.72708880496453e-05 |
0.000100203041094814 |
-1.59726450564158e-05 |
3.33111941419624e-05 |
1.8845306540815e-05 |
2.81034309284836e-05 |
2.57312749573433e-05 |
8.74016909070056e-05 |
1.09025176434361e-05 |
-5.07516405147802e-05 |
3.24695032634663e-05 |
-6.43739005951919e-05 |
-7.09052500385943e-06 |
-2.88133965141846e-05 |
-5.76293839902924e-05 |
1.585237649574e-05 |
1.82176813919038e-06 |
-3.66200195039068e-05 |