ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.0221 | 0.186 | -0.6562 | -0.5504 | -0.172 | -0.4035 | -0.5504 |
(p-val) | (0 ) | (0.4104 ) | (0 ) | (0.0111 ) | (0.2664 ) | (0.0084 ) | (0.0111 ) |
Estimates ( 2 ) | 1.13 | 0 | -0.5485 | -0.5701 | -0.2287 | -0.3315 | -0.5701 |
(p-val) | (0 ) | (NA ) | (0 ) | (0.0025 ) | (0.1231 ) | (0.012 ) | (0.0025 ) |
Estimates ( 3 ) | 1.1285 | 0 | -0.5368 | -0.6337 | 0 | -0.2306 | -0.6337 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0688 ) | (0 ) |
Estimates ( 4 ) | 1.1166 | 0 | -0.5218 | -0.6659 | 0 | 0 | -0.6659 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (0 ) |
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 |
0.00509986101484714 |
-0.367556066315499 |
-0.0537354466224309 |
-0.166704772282988 |
-0.126300049308617 |
0.327023686536905 |
0.692054233801963 |
-0.417564341193504 |
-0.232739197967506 |
0.158028515484774 |
0.141962601907719 |
0.0977015093305773 |
0.178499162542409 |
0.354710779485382 |
-0.354746935306964 |
0.0473075914423155 |
0.12548482811567 |
0.049678532976494 |
0.399090003338055 |
-0.246526990945034 |
0.21685291463498 |
-0.219593868435001 |
0.0652702639292979 |
-0.0665262770468571 |
0.308815292012484 |
-0.424601314868768 |
0.145355814680874 |
-0.0441183515794435 |
-0.221659463846152 |
0.122084195491148 |
0.0536801423020546 |
0.148492555999408 |
0.24474869125267 |
0.278323125606182 |
-0.309036135905256 |
0.264314084072332 |
0.17628378438955 |
0.241921702176668 |
-0.0565203845695072 |
0.238898007832185 |
0.108691572225452 |
0.343634820779181 |
0.0945164374426331 |
0.286201922339716 |
0.169943261563564 |
0.0957444165846209 |
-0.0751006897446516 |
0.135229078535882 |
0.636783916469131 |
0.143957130800366 |
-0.0621808412835195 |
-0.179444688104042 |
-0.0242396923945499 |
-0.0669552206506127 |
0.122304332221848 |
0.122161018305001 |
0.0441032730401381 |
0.193670631917222 |
-0.00500574026816254 |
-0.0808552739975925 |
0.0558677003038862 |
-0.250407187862639 |
0.193849819804146 |
0.414954798600835 |
-0.461344114086046 |
0.155266476855029 |
0.119974629604623 |
-0.0358831783828276 |
0.33240331269403 |
0.13904839615431 |
0.0356716080180407 |
-0.130743874142015 |
0.203701793870735 |
-0.332119742643951 |
0.2858057337555 |
-0.00330579177147433 |
0.05277378155592 |