ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2449 | 0.1482 | 0.4673 | -0.5944 | 0.3174 | -0.1075 | -0.9987 |
(p-val) | (0.4084 ) | (0.5678 ) | (0.0074 ) | (0.0551 ) | (0.1939 ) | (0.6954 ) | (0.3291 ) |
Estimates ( 2 ) | -0.2506 | 0.1593 | 0.4782 | -0.6016 | 0.3553 | 0 | -1 |
(p-val) | (0.3784 ) | (0.5264 ) | (0.0046 ) | (0.0436 ) | (0.1223 ) | (NA ) | (0.1063 ) |
Estimates ( 3 ) | -0.4082 | 0 | 0.394 | -0.44 | 0.3553 | 0 | -0.9999 |
(p-val) | (0.01 ) | (NA ) | (0.0013 ) | (0.0062 ) | (0.1236 ) | (NA ) | (0.0918 ) |
Estimates ( 4 ) | -0.4151 | 0 | 0.4068 | -0.4349 | 0 | 0 | -0.4975 |
(p-val) | (0.0087 ) | (NA ) | (8e-04 ) | (0.0059 ) | (NA ) | (NA ) | (0.0302 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-0.349242059740783 |
0.106302224629230 |
-2.28145082344616 |
4.95424569016111 |
1.82627933792022 |
3.52058561041442 |
0.0484325071946367 |
6.64820943692325 |
-7.09781757069115 |
3.97489027934797 |
-4.43042654926838 |
1.14006772946435 |
-1.88067841606262 |
0.328248901467185 |
4.86962381286239 |
1.48727645566401 |
-4.47506873724355 |
0.641170378255831 |
2.52311355188153 |
2.89623526386337 |
-3.30070324956557 |
-2.64020620682375 |
-2.16443915088426 |
4.45880797662207 |
1.89898491416392 |
-6.3874074408007 |
2.50476568393092 |
0.770502349354099 |
-3.87074616293748 |
1.92122296434222 |
8.54714809375192 |
-7.64795888312215 |
3.20921919912333 |
-1.93612061281488 |
-1.49840005541909 |
-1.15375394778962 |
-2.07664616539535 |
1.42072099658312 |
-4.79650308244205 |
-10.0256727818926 |
-5.44572758632286 |
-5.99964900759957 |
-1.38372636542646 |
3.60746636383174 |
-1.76969234357493 |
-2.97135387926733 |
-0.737495526545805 |
7.70310654062148 |
2.77441393259255 |