ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.966 | -0.0671 | 0.1005 | -0.7647 | 0.4589 | -0.1489 | -0.9864 |
(p-val) | (0 ) | (0.7364 ) | (0.5105 ) | (0 ) | (0.0187 ) | (0.4347 ) | (0 ) |
Estimates ( 2 ) | 0.9265 | 0 | 0.0745 | -0.7582 | 0.4494 | -0.1277 | -1 |
(p-val) | (0 ) | (NA ) | (0.5797 ) | (0 ) | (0.0159 ) | (0.4538 ) | (0 ) |
Estimates ( 3 ) | 1.0005 | 0 | 0 | -0.7994 | 0.4642 | -0.1346 | -1 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0117 ) | (0.4219 ) | (0 ) |
Estimates ( 4 ) | 0.9945 | 0 | 0 | -0.8053 | 0.4853 | 0 | -1 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0081 ) | (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 |
0.0961867819408659 |
0.141577250655453 |
-0.241720630366955 |
0.22524387029251 |
-1.11974349143024 |
0.693771636297728 |
-0.393857969318793 |
-2.58317115550441 |
-2.51903644684532 |
-1.72605194639821 |
0.830714441129972 |
-0.214427551611395 |
1.30617940299406 |
0.289636967448045 |
-1.09496386409629 |
1.32395594584116 |
0.775719201155669 |
-0.119526226020479 |
-1.57080101393756 |
2.52192533156138 |
-1.08953475153127 |
1.90688894944464 |
0.94461667966147 |
-1.22263469672898 |
1.63452792273496 |
-0.981831831913016 |
0.0371603992165696 |
1.80259249068552 |
0.0590540474238394 |
1.94167822965971 |
0.96104690089139 |
-2.18862826340604 |
-1.74394710956262 |
2.00302270504962 |
0.321543198536206 |
1.93498065982551 |
0.570907913879828 |
-0.2344800420943 |
1.32133326047417 |
1.45488569448457 |
-1.20270903822358 |
-0.326466854749373 |
1.30290748422672 |
0.925525871577916 |
0.836352775610105 |
-0.181581083075567 |
-2.44320575249224 |
0.884487238969413 |
0.73351196858967 |
0.798655366253695 |
-0.927823792304628 |
-0.319288356459975 |
0.875026370246745 |
-0.0674558641310334 |
0.894737330752187 |
-0.993357378977976 |
2.06470323961408 |
0.871955127872594 |
-0.0166225210782498 |
0.301080729328593 |
1.93994887182285 |
1.45151660316651 |
0.779679269832223 |
-2.41492166414638 |