ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.7229 | -0.048 | 0.1204 | -0.7036 | 0.4555 | -0.8362 |
(p-val) | (8e-04 ) | (0.6472 ) | (0.1842 ) | (5e-04 ) | (0.0083 ) | (0 ) |
Estimates ( 2 ) | 0.6988 | 0 | 0.0978 | -0.7018 | 0.4641 | -0.8407 |
(p-val) | (8e-04 ) | (NA ) | (0.2043 ) | (6e-04 ) | (0.0068 ) | (0 ) |
Estimates ( 3 ) | -0.9111 | 0 | 0 | 1 | 0.4821 | -0.8949 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.002 ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.000320353666936242 |
-0.000660033461470955 |
-0.000698314910951162 |
-0.000389479266931482 |
-0.000866597932157285 |
0.000108601934284049 |
-0.000937070123707231 |
0.00119779922130872 |
-0.00162193055717779 |
-0.00067145113023176 |
0.00103104503493125 |
-0.000312489818450275 |
0.000560239369868051 |
-0.000188933583031521 |
-0.00109743171676413 |
0.000243618683339614 |
-0.0003973384654987 |
-0.000948360415606965 |
-0.00143313253621009 |
0.00269191183166768 |
0.000265395762976857 |
-0.000143036063860266 |
-0.00223603287006612 |
-0.000721331366397095 |
-3.92229014243877e-06 |
0.000199829697325227 |
0.000307004690806528 |
-9.16687019550086e-05 |
-6.79234134390179e-05 |
-0.00154074056494182 |
0.00144833671844215 |
0.00208345363045367 |
-1.51875966502556e-05 |
6.29376190937223e-05 |
-0.000697344605604005 |
-0.000748018029941499 |
-9.04156329179795e-05 |
-0.000546765479886881 |
0.000349766373661561 |
0.000551128340655008 |
-0.000284128333359499 |
-0.000166470813936733 |
0.00164434752525268 |
0.000896757490679065 |
-0.000136961809081845 |
0.000222335569884832 |
-0.000633889796892887 |
0.000469526981601603 |
0.0011981799701297 |
-0.0001826904434792 |
-0.000626551557400477 |
-0.000323437193092231 |
-0.000646290992173105 |
-2.64350563549197e-05 |
0.000505610387399327 |
0.00101432736610351 |
-0.000338696549730621 |
-0.000381633771644799 |
-0.000404402238913389 |
0.000349429337262683 |
0.00121386215688792 |
-0.000422224745704079 |
0.000279018368573168 |
-0.000808182138547251 |
-0.00110587415437686 |
-0.000248351772563711 |
0.00148831514231699 |
0.00126490497990995 |
0.000181965793902296 |
0.00161810828106741 |
0.000393394607157725 |
0.00111172987092563 |
-0.00237449201240918 |
0.00126282101027571 |
0.000133001177106202 |
-6.81154815657001e-06 |
0.00166064057945479 |
0.00123330436783239 |
-0.00204295400707779 |
9.47790803304744e-05 |
0.00144527285647884 |
-0.000455761278300087 |
0.000127324513718617 |
-0.0018882465320289 |
-0.000179375373885977 |
-0.000204129599195908 |
0.000677904398265436 |
-0.000363981068025842 |
0.00230491061040843 |
-0.00255428148115033 |
-0.000799099572770751 |
0.000805002440291475 |
-0.000207135363160795 |
0.000148039392988926 |
-0.00194877729917343 |
-0.00171161238472648 |
-0.00111284863712676 |
-0.00154465361560783 |
-0.00204860195908264 |
-0.000546271880709663 |
-0.000166562012233567 |
-0.000310803083399654 |
0.0031490407725442 |
0.000583621025671561 |
-2.74153087077369e-05 |
0.000416365952849174 |
-0.000273424414944474 |
-0.00104363610373419 |
0.000313313548676015 |
0.000565850250048204 |
0.000927470637719247 |
0.00176302648605255 |
-0.000260078037861074 |
0.000238032000495183 |
0.000403069258979594 |
0.000190065065634501 |
0.000139878624390683 |
0.00086921409503077 |
0.000407740870666869 |
0.00154246065506714 |
-0.000730564539373771 |
0.000397969331852016 |
-0.000452208480505757 |
-0.000302276181978418 |
-0.000210267470884971 |
0.000711033259021063 |
-0.001105818278283 |
-0.000340775499239091 |
7.43545637950126e-05 |
-0.000220935438956551 |
-0.000569308489305355 |
-0.000108728705060499 |
-0.00199660447892799 |
-0.00107922765876979 |
0.000810843599456853 |
0.000337484183724479 |
-0.00089390635622146 |
-0.000700180645911205 |
0.00244897787436326 |
-0.00140096370110874 |
-0.000442050827427516 |