ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0596 | -0.0333 | -0.5703 | 0.1882 | 0.2107 | -0.4959 | -1 |
(p-val) | (0.7659 ) | (0.7742 ) | (2e-04 ) | (0.4668 ) | (0.1527 ) | (2e-04 ) | (0 ) |
Estimates ( 2 ) | 0.0343 | 0 | -0.58 | 0.2236 | 0.2193 | -0.4975 | -1 |
(p-val) | (0.8355 ) | (NA ) | (0 ) | (0.2983 ) | (0.1194 ) | (2e-04 ) | (0 ) |
Estimates ( 3 ) | 0 | 0 | -0.5785 | 0.2593 | 0.2174 | -0.493 | -1 |
(p-val) | (NA ) | (NA ) | (0 ) | (0.0399 ) | (0.1261 ) | (2e-04 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | -0.4006 | 0.2538 | 0 | -0.4033 | -1 |
(p-val) | (NA ) | (NA ) | (0.0027 ) | (0.0578 ) | (NA ) | (0.003 ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | -0.4493 | 0 | 0 | -0.4456 | -1 |
(p-val) | (NA ) | (NA ) | (6e-04 ) | (NA ) | (NA ) | (7e-04 ) | (0 ) |
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 |
0.0659998586531876 |
7.11317049010586 |
-4.00028020953005 |
-0.829281690327558 |
-7.26402836432781 |
-19.6443655655486 |
2.13601740923758 |
15.9018362973828 |
-6.30022049104754 |
0.29811367037161 |
-6.02468679733518 |
-14.3584498772669 |
12.3078080197465 |
-7.89088252625244 |
6.73553599445933 |
-6.80689839578075 |
0.146855275991319 |
-9.51438409860317 |
3.09544775095415 |
-3.4985412254897 |
1.82155072634335 |
-11.2675331878107 |
3.27485301895186 |
14.4249639174387 |
4.69327618851778 |
-6.51545609165954 |
11.0534716554422 |
0.979294091752939 |
-16.2702793906153 |
-3.99625872386526 |
-0.729659323169279 |
6.29105887138948 |
-10.4715408783828 |
-16.8715939996242 |
15.0101506328549 |
-12.6244532600899 |
-7.08528698515975 |
13.0019600766164 |
-13.6265451969845 |
-1.03389269745279 |
-15.446058052406 |
-15.3379086940343 |
-11.5738672544939 |
3.20723103384601 |
-7.92417745858534 |
8.38338760822826 |
0.488406974445912 |
5.00583157792409 |
-3.29622141285212 |
2.09554866057298 |
8.46115719232663 |
-6.75685660385669 |
-7.7294267444843 |
-12.7024082587581 |
-1.65985830812579 |
15.0796827236287 |
9.69602427374221 |
-7.05472875820022 |
-8.32213953996921 |
5.68585303829165 |
-4.63068754237705 |
-1.80606977923156 |
3.10815679914744 |
1.57787222490351 |
-14.9164224722983 |
2.8088431735065 |
13.3325084557501 |
8.19061153228241 |
5.07648367301061 |
10.7674713810703 |