ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7949 | 0.2677 | -0.0652 | 0.1116 | -0.0256 | -0.9367 |
(p-val) | (0 ) | (0.085 ) | (0.5999 ) | (0.4141 ) | (0.8483 ) | (0 ) |
Estimates ( 2 ) | 0.7925 | 0.26 | -0.0555 | 0.1143 | 0 | -0.9341 |
(p-val) | (0 ) | (0.0852 ) | (0.6282 ) | (0.3772 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.7838 | 0.2133 | 0 | 0.1267 | 0 | -0.9334 |
(p-val) | (0 ) | (0.0618 ) | (NA ) | (0.319 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0.7549 | 0.2397 | 0 | 0 | 0 | -0.8934 |
(p-val) | (0 ) | (0.0317 ) | (NA ) | (NA ) | (NA ) | (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 |
0.143834818248342 |
2.13507276404364 |
-1.36488007242248 |
-0.289634018156677 |
1.86921363138622 |
2.94680561718968 |
-1.10349491846618 |
-1.06216399968299 |
1.99576638591325 |
-3.63679641281016 |
-2.29306086874244 |
0.990718243688076 |
5.50096244101465 |
3.14041054086673 |
3.30502056624534 |
-0.00726018503030562 |
0.372723540975927 |
-2.24510052647632 |
0.892239568349886 |
-0.318126982361361 |
1.5003139729472 |
1.12861987956441 |
-0.09498496398483 |
-1.20491901630456 |
0.376024665008545 |
0.0698899865116491 |
4.63563005295076 |
-3.73929977463391 |
5.23257416253082 |
-2.52774338043482 |
-0.98849916178299 |
2.21347027549843 |
2.23619558421263 |
-3.23892588007432 |
-4.3473442307875 |
0.427911672785828 |
0.727755770095941 |
-0.421967526688686 |
-1.11169210716728 |
0.180042488749353 |
-1.39680913764519 |
0.913082014182216 |
-1.40601572228076 |
-0.700417269668283 |
-1.03708866481857 |
2.53751290444386 |
-1.56293056177311 |
1.65043029916049 |
0.876503780356279 |
-1.13791198205763 |
-2.80652083025241 |
1.5874059808773 |
4.27271579753982 |
0.891393855664978 |
-0.126829750519967 |
3.31612584404167 |
6.00501061647983 |
-4.21724919216226 |
4.57430593711769 |
-0.255485738612096 |
-0.258786072103664 |
3.22475875488443 |
2.84823492982415 |
-5.59256400097471 |
2.6238118867788 |
1.19494638009981 |
0.574226744373426 |
0.914323313981378 |
4.00546328638062 |
-3.0057901938455 |
0.893787324006602 |
-5.64782156365265 |
-8.3708284190616 |
-4.82587021121791 |
-0.396354138543889 |
0.562090094685458 |
0.359772057609957 |
3.86678872912941 |
-1.54195942012579 |
-0.0286617135785812 |
0.975569265981577 |
-2.88729720996113 |
-0.963691955102135 |
-1.07107438040979 |
0.856981784271256 |