ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0025 | 0.1839 | 0.0792 | -0.0039 | -0.2643 | -0.4816 | -0.0544 |
(p-val) | (0.998 ) | (0.2312 ) | (0.7427 ) | (0.997 ) | (0.7439 ) | (0.0674 ) | (0.9564 ) |
Estimates ( 2 ) | 0 | 0.184 | 0.0796 | -0.0014 | -0.2642 | -0.4817 | -0.0546 |
(p-val) | (NA ) | (0.2264 ) | (0.6112 ) | (0.9923 ) | (0.7437 ) | (0.0649 ) | (0.9562 ) |
Estimates ( 3 ) | 0 | 0.1839 | 0.0797 | 0 | -0.2652 | -0.4817 | -0.0538 |
(p-val) | (NA ) | (0.2258 ) | (0.6103 ) | (NA ) | (0.7427 ) | (0.0651 ) | (0.957 ) |
Estimates ( 4 ) | 0 | 0.1834 | 0.0791 | 0 | -0.3079 | -0.4915 | 0 |
(p-val) | (NA ) | (0.2256 ) | (0.6127 ) | (NA ) | (0.0494 ) | (0.007 ) | (NA ) |
Estimates ( 5 ) | 0 | 0.1957 | 0 | 0 | -0.2933 | -0.5213 | 0 |
(p-val) | (NA ) | (0.1885 ) | (NA ) | (NA ) | (0.0516 ) | (0.0016 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.3103 | -0.4646 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0522 ) | (0.0068 ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | -0.3722 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0428 ) | (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 |
-0.00213797156751883 |
5.64632078561098e-05 |
0.000425419016811437 |
0.000897466029154824 |
-0.000382045448186076 |
0.000534880261745128 |
-0.000847667215332511 |
-0.000914841232112041 |
-6.08564196974725e-06 |
0.00131277756462814 |
0.000590448388309298 |
0.000349044409742462 |
0.00214807641135322 |
0.000878445427659102 |
0.00129082511551092 |
-0.00324794594081596 |
0.00193683772590134 |
0.000451555473426014 |
-2.27464893504349e-06 |
0.00230530591472807 |
0.00168793473865499 |
-0.00196783110490191 |
-0.000258346500677246 |
0.00229101492681159 |
-0.00112923585618114 |
0.000154270564877017 |
-0.00238808197915909 |
-0.000190353243549546 |
-0.000331524911271102 |
0.00079860605135158 |
-0.00086213794482144 |
0.00239651541010905 |
-0.00300964430430922 |
-0.000203228840023079 |
0.00099079544533456 |
-0.000374663342121463 |
0.000341268405796853 |
-0.00234910279440510 |
-0.00209148629793021 |
-0.00279978047993124 |
-0.00164203145816499 |
-0.00299653857733739 |
-0.000818279104627617 |
0.000325444946747244 |
-0.000476929259776715 |
0.00197871074205203 |
-0.000590864851984563 |
7.752264780303e-05 |