ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 1.2605 | -0.1377 | -0.2582 | -0.9064 | 0.0208 |
(p-val) | (0 ) | (0.4555 ) | (0.0209 ) | (0 ) | (0.9023 ) |
Estimates ( 2 ) | 1.2544 | -0.1361 | -0.2584 | -0.8996 | 0 |
(p-val) | (0 ) | (0.4635 ) | (0.0216 ) | (0 ) | (NA ) |
Estimates ( 3 ) | 1.1619 | 0 | -0.3281 | -0.8598 | 0 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0542999613807673 |
1.34150726356752 |
6.88928934697734 |
-3.23000082977303 |
-4.5748294294672 |
9.11367482506326 |
1.35637279170052 |
3.96831559897179 |
-2.30451297075303 |
-4.38191356351621 |
-0.859872997970141 |
5.41711832624406 |
7.74631529714112 |
-5.10048643450587 |
1.60297692608558 |
9.37737471452411 |
-2.07105650900362 |
-1.54001891476631 |
6.51391233739392 |
-1.23131038314245 |
-11.4173563590135 |
0.859532668238541 |
6.00203107015568 |
4.42197700020926 |
-11.083921110763 |
7.35552254147505 |
3.6210165498607 |
2.43149542228783 |
-3.09081654798454 |
3.47476855559071 |
5.6248110005385 |
-6.36047698574374 |
8.6404000791451 |
6.50079571138126 |
8.79298693825717 |
-6.46265657354886 |
2.76251521772634 |
7.78491466412294 |
10.4313794450392 |
5.19909584352028 |
16.6994961900451 |
6.33228002978113 |
-0.959713391684199 |
-21.1474913596464 |
-4.91122340645986 |
-19.845954660018 |
-3.91504505258236 |
0.129502076937677 |
8.92140834613399 |
-4.81427343856803 |
-0.159513233498177 |
-2.13256532167858 |
2.98960089686515 |
5.54606045293863 |
-14.8139802558731 |
6.12869095511873 |
-6.47078642470527 |
6.40697328797433 |
2.81673932303879 |
-6.33073016634273 |
4.75237774723563 |
-3.44101835707563 |
6.58695635969566 |
5.84623163461094 |
-13.3976771000073 |
2.2509642630349 |
3.56941679332438 |
1.59951396459685 |
0.0611847219608055 |
6.70252970562079 |
1.49893442384012 |
4.89784525907435 |
1.54855096523399 |
4.05038927331267 |
12.1238633267436 |
5.25697050422006 |
-13.2175322965479 |
1.85204648354005 |
9.3983392197772 |
-6.69995434784297 |
5.95236410996343 |
1.19885401648149 |
7.37853929076598 |
-2.48573756216176 |