ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2852 | -0.1905 | -0.285 | -0.2699 | -0.5086 | 0.3834 | 0.786 |
(p-val) | (0.2253 ) | (0.2196 ) | (0.0219 ) | (0.2397 ) | (0.1802 ) | (0.004 ) | (0.1048 ) |
Estimates ( 2 ) | -0.5239 | -0.2985 | -0.3114 | 0 | -0.5132 | 0.3846 | 0.7889 |
(p-val) | (0 ) | (0.0158 ) | (0.0055 ) | (NA ) | (0.1622 ) | (0.0038 ) | (0.0975 ) |
Estimates ( 3 ) | -0.5368 | -0.3118 | -0.3034 | 0 | 0 | 0.2892 | 0.2261 |
(p-val) | (0 ) | (0.0114 ) | (0.0069 ) | (NA ) | (NA ) | (0.0471 ) | (0.0739 ) |
Estimates ( 4 ) | -0.542 | -0.2968 | -0.2977 | 0 | 0 | 0.2742 | 0 |
(p-val) | (0 ) | (0.0172 ) | (0.0084 ) | (NA ) | (NA ) | (0.0618 ) | (NA ) |
Estimates ( 5 ) | -0.5103 | -0.3178 | -0.2924 | 0 | 0 | 0 | 0 |
(p-val) | (0 ) | (0.0094 ) | (0.0104 ) | (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 |
0.0036109152155184 |
-0.171584925807968 |
0.325067808640341 |
-0.0940679676614769 |
-0.233834268716418 |
0.310278731297227 |
0.679977143523932 |
-0.295172714736033 |
0.0681080865203015 |
-0.806884524163399 |
0.336467587196128 |
1.23735958557298 |
0.0184771687168986 |
-0.3331931465722 |
0.0286769412881763 |
-0.0103909608468235 |
0.187591510868386 |
-0.00398038473564299 |
0.727693146356356 |
-0.221759528438456 |
0.192535819331278 |
-0.336633767976511 |
-0.869034414850496 |
0.0601564687766434 |
0.282111790899119 |
0.206116096745581 |
-0.238747039500387 |
0.383662573694648 |
-0.366409434900751 |
0.326874793487138 |
0.0017050918247572 |
-0.184737528261849 |
-0.0592986757848862 |
-0.0644865643145161 |
-0.832895002123145 |
0.176521208961043 |
0.203269164392835 |
-0.000814212589783953 |
-0.18517250317619 |
0.188597191214611 |
0.109498678644736 |
0.426905804844609 |
-0.32545423779884 |
0.453004237678114 |
-0.0570516429882141 |
-0.0342235899344155 |
0.237148838150567 |
0.176075687481638 |
0.23044451695179 |
-0.0960195503362943 |
-0.189213639660799 |
-0.236911645229776 |
-0.21302952427676 |
-0.826673059108413 |
-0.453326832520124 |
-0.593901475865971 |
0.161838802436164 |
-0.0820073782983919 |
0.310644546237324 |
0.377107967845728 |
-0.842811304101193 |
0.0231887352541481 |
-0.718701346087977 |
-0.119339465474083 |
0.240644206590055 |
-0.773528755094417 |
0.0797711008843767 |
-0.357595311339551 |
-0.0375727200472735 |
0.209607207928601 |
-0.601970089769743 |
0.319391533455687 |
0.474390700480027 |
-0.357690289543053 |
-0.508051995875865 |
-0.456688386342127 |
0.0366168630140685 |
-0.174113048971846 |
0.339063546115365 |
-0.827250924444718 |