ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.282 | 0.2014 | 0.3985 | -0.0089 | -1 |
(p-val) | (0.5524 ) | (0.1352 ) | (0.3997 ) | (0.9548 ) | (0.0011 ) |
Estimates ( 2 ) | -0.2836 | 0.2 | 0.3989 | 0 | -1 |
(p-val) | (0.5511 ) | (0.131 ) | (0.4015 ) | (NA ) | (8e-04 ) |
Estimates ( 3 ) | 0 | 0.163 | 0.1235 | 0 | -1 |
(p-val) | (NA ) | (0.2223 ) | (0.3353 ) | (NA ) | (7e-04 ) |
Estimates ( 4 ) | 0 | 0.1478 | 0 | 0 | -1 |
(p-val) | (NA ) | (0.2569 ) | (NA ) | (NA ) | (0.0018 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.9999 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0132 ) |
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 |
0.00768113646544293 |
-0.104255083235148 |
-1.3105801704914 |
0.27101561105612 |
-0.492221081868973 |
-0.131422140694732 |
-0.225180110765248 |
0.633800604653545 |
0.555225258862435 |
0.044784391423327 |
-0.906461393385328 |
-0.130238973017245 |
-0.358280937328301 |
0.423927990313818 |
0.875996147031694 |
0.182329358168007 |
-0.517884968293349 |
-0.369113521459508 |
0.402027601555909 |
-0.637818536425771 |
-0.115934506867743 |
-0.140006257355644 |
0.176664933492949 |
-0.516913878329151 |
-0.949463635493698 |
0.995314543070539 |
-0.357469202695103 |
-0.761749085124871 |
0.404204455486428 |
-0.85052663244417 |
0.19366398274621 |
-1.04239029248413 |
-0.242946735189185 |
-0.6076525679531 |
-0.242042339199347 |
0.137733246059969 |
1.09832036867249 |
0.537565494880982 |
0.164547381305862 |
-0.623238012074818 |
-0.0980316755497288 |
0.0804692927140478 |
-0.44825901765142 |
-0.12229275017125 |
-0.630627005139409 |
0.045982209492077 |
0.622832564194463 |
1.06026349490733 |
0.126779196622897 |
-1.08205562904894 |
-0.212466889722205 |
-0.306423813542304 |
-0.21149784902089 |
-0.537433337477649 |
0.205201504874682 |
0.137263892928051 |
0.896727969078574 |
0.99094104781799 |
0.287998739817646 |
0.23706833864198 |
0.510305851762139 |