ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3133 | 0.0967 | 0.4824 | -0.1252 | 0.27 | -0.2157 | -0.9999 |
(p-val) | (0.1024 ) | (0.4868 ) | (0 ) | (0.5664 ) | (0.0947 ) | (0.2514 ) | (0.0096 ) |
Estimates ( 2 ) | -0.4013 | 0.0511 | 0.4617 | 0 | 0.2699 | -0.2505 | -0.9993 |
(p-val) | (9e-04 ) | (0.6742 ) | (0 ) | (NA ) | (0.0856 ) | (0.1499 ) | (0.0107 ) |
Estimates ( 3 ) | -0.4224 | 0 | 0.4412 | 0 | 0.2646 | -0.243 | -0.9999 |
(p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (0.0956 ) | (0.1684 ) | (0.0131 ) |
Estimates ( 4 ) | -0.4723 | 0 | 0.4379 | 0 | 0.3077 | 0 | -1 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0681 ) | (NA ) | (1e-04 ) |
Estimates ( 5 ) | -0.4851 | 0 | 0.4403 | 0 | 0 | 0 | -0.7209 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0139 ) |
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 |
-0.0134065546691178 |
0.0478805529565665 |
0.162078562557187 |
0.0257174465612896 |
-0.112578008912745 |
0.185262712051027 |
-0.0590271070447128 |
0.0745338740952986 |
-0.102004456696052 |
-0.0295990459918783 |
0.0250620311409583 |
0.0697833237139804 |
-0.0361073890598527 |
-0.0406728059665538 |
0.0169018845809108 |
0.0317102970454137 |
0.0428560665303002 |
-0.0201160477912533 |
-0.127454031157811 |
0.060597218711594 |
0.0833373563777542 |
-0.144968494360163 |
0.132059925887119 |
0.114237796217736 |
0.0751916174191343 |
-0.195204462593324 |
0.139132133320996 |
-0.212131387212695 |
0.129201948559908 |
-0.118075618116643 |
0.0607716556586312 |
-0.0379842931985527 |
0.0110649712158775 |
0.072827491889965 |
-0.0484494661419782 |
-0.198139330487740 |
0.0431591191710825 |
0.0683050757362134 |
0.00839605644106812 |
-0.0341834872971581 |
0.163462130997536 |
-0.000764235754244465 |
0.124303931854546 |
-0.106768709703569 |
-0.118215525993638 |
0.115053915847612 |
0.0828811805566937 |
-0.0817717814531353 |
0.116775142070016 |
0.0477710469865517 |
-0.134767370444693 |
0.195140568272105 |
-0.0398344697782526 |
0.103381046986187 |
-0.0489214258216162 |
-0.0343775987544037 |
-0.0259708439924924 |
-0.139773031967105 |
-0.346543277334449 |
-0.289570477291085 |
-0.138820416453603 |
0.0571375010024437 |
-0.00283574775943993 |
-0.059135546398807 |
-0.0320484078254222 |
0.103195346747667 |