ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.1014 | 0.3222 | 0.239 | -0.5365 | 0.6641 | -0.9978 |
(p-val) | (0.8377 ) | (0.2713 ) | (0.0973 ) | (0.2864 ) | (0.0036 ) | (0.0173 ) |
Estimates ( 2 ) | 0 | 0.3707 | 0.2309 | -0.6357 | 0.6649 | -1 |
(p-val) | (NA ) | (0.0187 ) | (0.0976 ) | (0 ) | (0.0037 ) | (0.0163 ) |
Estimates ( 3 ) | 0 | 0.3461 | 0 | -0.5673 | 0.6916 | -1.0002 |
(p-val) | (NA ) | (0.0469 ) | (NA ) | (0 ) | (0.0017 ) | (0.0076 ) |
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 |
-0.390139237855324 |
-1.54048684469870 |
7.65528440490082 |
2.00802806230199 |
3.29956602465382 |
-1.63105180619326 |
4.97270164938155 |
-7.54608773490298 |
10.2710170111768 |
-1.07259650501404 |
-1.26429712602439 |
-2.09652993302376 |
3.65078295415481 |
12.5823965159152 |
1.31750664540119 |
-9.89857592953772 |
1.63328433084065 |
1.99608524213843 |
-0.243033071919638 |
0.301522951694019 |
-2.47810127720598 |
3.34638431634188 |
0.180383588845218 |
-2.44988902326032 |
-4.06133100924384 |
8.96299225466113 |
-9.00728995976099 |
-12.8248140865924 |
1.14254965901384 |
17.6937575873512 |
-9.65862906963062 |
11.5798295451804 |
-9.19948754725716 |
-11.1889521303957 |
8.48304279823875 |
-0.371684422173322 |
5.31296507956618 |
-9.83219165386665 |
-13.2870364507336 |
-6.20361382839435 |
-10.0248885862817 |
-10.2500171337455 |
-4.61817564547130 |
-9.55571685254075 |
2.74470506397657 |
3.03117554438567 |
16.5349075644789 |
-0.307241097911203 |