ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.5273 | 0.0398 | 0.1837 | -0.945 | -0.0193 | -0.9282 |
(p-val) | (0 ) | (0.7298 ) | (0.0865 ) | (0 ) | (0.8878 ) | (0.0192 ) |
Estimates ( 2 ) | 0.5276 | 0.0419 | 0.1833 | -0.9465 | 0 | -0.9755 |
(p-val) | (0 ) | (0.713 ) | (0.0863 ) | (0 ) | (NA ) | (0.3065 ) |
Estimates ( 3 ) | 0.5373 | 0 | 0.1961 | -0.9389 | 0 | -1.0584 |
(p-val) | (0 ) | (NA ) | (0.0558 ) | (0 ) | (NA ) | (0.0222 ) |
Estimates ( 4 ) | 0.3067 | 0 | 0 | -0.7048 | 0 | -1 |
(p-val) | (0.2085 ) | (NA ) | (NA ) | (5e-04 ) | (NA ) | (0.0036 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.4513 | 0 | -0.9998 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (5e-04 ) |
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 |
-0.0122003930820727 |
0.140570140030647 |
-0.081687371460278 |
-0.33148021449181 |
-0.0421067992238456 |
0.162037257478376 |
0.0276969800717812 |
0.274481045390924 |
0.00391064089903841 |
0.0489193389225946 |
0.373841103863353 |
-0.0353884701938093 |
-0.122819048106779 |
-0.222102099766771 |
-0.318255624011111 |
0.558014654896738 |
0.154003407911521 |
-0.152283532677478 |
0.219556878764722 |
0.328186522661151 |
0.011657842585771 |
-0.0399272375976897 |
0.16905154344859 |
-0.112707272210367 |
0.0955464197158949 |
-0.161530173471549 |
-0.00499783909533175 |
-0.0974129305501768 |
-0.115785732513526 |
-0.33230878779966 |
0.0316729847093224 |
0.012970068730942 |
-0.143477247002782 |
-0.0940121174890362 |
-0.115816006563835 |
-0.521915185771235 |
0.019883468478864 |
0.0773450670452239 |
-0.0175644556594336 |
-0.0361578996883562 |
-0.0347474348321432 |
0.338630394003095 |
0.0655905740340771 |
0.1917818501113 |
0.352996362410882 |
0.103786608078505 |
-0.0749451668563249 |
-0.142195154697443 |
-0.323630791455062 |
0.0512004413201224 |
-0.0348316851809399 |
0.0258315193970391 |
0.102753454021247 |
-0.0450000530650043 |
0.273516807895291 |
-0.166145637732761 |
-0.0676554680858569 |
0.357798760493849 |
0.0319682948894001 |
-0.0214148264960299 |
-0.137490500198384 |
-0.14545485455592 |
0.0352597062575204 |
0.279921884574932 |
-0.302507787462133 |
0.135925459333494 |
0.062985544504495 |
-0.0418412324288907 |
-0.0776711616229153 |
-0.153351364408429 |
-0.0808773068784941 |
0.0284283826810392 |
-0.0262891044448826 |
-0.0713572928254906 |
0.0114966104228055 |
-0.0888895119497099 |
0.0391692889671642 |
0.0350027996441418 |
-0.196216875439795 |
0.142997879992815 |
-0.181418184731052 |
0.0962918459576303 |
0.0425904911303657 |
-0.113845441178872 |
-0.0579772448530563 |
-0.0131154991339906 |
-0.224169346020814 |
-0.10539028683769 |
-0.14198965893898 |
0.136977662798654 |
-0.0517733456466863 |
0.178197144694991 |
-0.0978171357098639 |
0.339281375675446 |
0.0103723203927647 |
-0.215955571397826 |
0.217642500272203 |
-0.00577832644385305 |
-0.222392305069071 |
0.0502722007057091 |
-0.259134088690089 |
-0.0350640801476952 |
-0.102564391729931 |
-0.140912407543961 |
0.0864318115533719 |
0.0556591919369319 |