ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1049 | 0.13 | -0.1371 | -0.9237 | -0.0147 | -0.0343 | -0.9995 |
(p-val) | (0.4737 ) | (0.3622 ) | (0.3187 ) | (0 ) | (0.9345 ) | (0.8516 ) | (0.0209 ) |
Estimates ( 2 ) | 0.1027 | 0.1277 | -0.1363 | -0.9244 | 0 | -0.0277 | -0.9998 |
(p-val) | (0.4747 ) | (0.3611 ) | (0.3198 ) | (0 ) | (NA ) | (0.8672 ) | (0.0122 ) |
Estimates ( 3 ) | 0.1003 | 0.1256 | -0.1396 | -0.9232 | 0 | 0 | -1 |
(p-val) | (0.4817 ) | (0.3658 ) | (0.3018 ) | (0 ) | (NA ) | (NA ) | (0.0099 ) |
Estimates ( 4 ) | 0 | 0.1169 | -0.143 | -1.1171 | 0 | 0 | -1 |
(p-val) | (NA ) | (0.4047 ) | (0.2928 ) | (0 ) | (NA ) | (NA ) | (0.0231 ) |
Estimates ( 5 ) | 0 | 0 | -0.1491 | -1.1561 | 0 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (0.2773 ) | (0 ) | (NA ) | (NA ) | (0.0779 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -1.1134 | 0 | 0 | -1.0001 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0815 ) |
Estimates ( 7 ) | 0 | 0 | 0 | -0.9829 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
-0.201495772702999 |
-11.3400019538982 |
10.9272190204048 |
-3.89041163700983 |
4.16303048580663 |
0.308512324249218 |
11.9002003733679 |
7.56898181074824 |
3.37192241904051 |
-10.2039781851694 |
1.12804873835857 |
-2.7819503761412 |
9.1174596776653 |
12.032432344505 |
3.48743145216592 |
-5.6181992475455 |
-4.06707647204309 |
5.49743401016974 |
-7.87173065032561 |
0.357281462351981 |
-2.22959857105356 |
3.49027700807077 |
-5.65501619479299 |
-9.40912850395061 |
15.1777470152335 |
-5.56507754122207 |
-7.09288463341003 |
6.86764100614091 |
-9.62591150434642 |
6.42928395856747 |
-10.2784590823146 |
1.45285281491172 |
-6.70989216699535 |
0.221097549992618 |
4.0753079174218 |
18.3862275184539 |
9.2109718020317 |
4.67608518705448 |
-7.2280732259349 |
0.593820317341087 |
1.12499451500879 |
-4.99617437748183 |
-0.0475904079090846 |
-4.64707725343993 |
2.46003681709183 |
9.41472617930485 |
14.6408474195279 |
2.08078749515246 |
-11.7958440510021 |
-1.79328633431859 |
-5.17578265609024 |
-1.33587506040935 |
-5.60037039128776 |
4.81246722113017 |
2.17250906904651 |
11.2708346785196 |
14.6714044287092 |
5.11558606821106 |
3.109869072465 |
6.0646574440848 |