ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0154 | 0.2678 | -0.0961 | -0.7474 | 0.6683 | 0.1944 | -0.7914 |
(p-val) | (0.9421 ) | (0.156 ) | (0.5155 ) | (0 ) | (0.5098 ) | (0.3417 ) | (0.4851 ) |
Estimates ( 2 ) | 0 | 0.26 | -0.0974 | -0.738 | 0.6759 | 0.1933 | -0.7995 |
(p-val) | (NA ) | (0.091 ) | (0.5043 ) | (0 ) | (0.5276 ) | (0.3423 ) | (0.5054 ) |
Estimates ( 3 ) | 0 | 0.2594 | -0.0974 | -0.7379 | 0 | 0.0813 | -0.1117 |
(p-val) | (NA ) | (0.0919 ) | (0.5064 ) | (0 ) | (NA ) | (0.6601 ) | (0.4318 ) |
Estimates ( 4 ) | 0 | 0.2564 | -0.1065 | -0.7289 | 0 | 0 | -0.0996 |
(p-val) | (NA ) | (0.096 ) | (0.4649 ) | (0 ) | (NA ) | (NA ) | (0.4657 ) |
Estimates ( 5 ) | 0 | 0.2511 | -0.127 | -0.7377 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.0986 ) | (0.372 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0.292 | 0 | -0.7808 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.0517 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | -0.7106 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
0.101412434656184 |
8.81202575001982 |
7.22218199005616 |
6.34522390407069 |
10.8649940993359 |
-10.8922198651649 |
0.734394414465646 |
-0.0179390706289798 |
9.77474289606975 |
-1.89838978467021 |
-7.43663216780881 |
3.93631177801305 |
-7.37586328597002 |
4.56937607566163 |
-5.57644511931599 |
-5.01498813962224 |
-3.15959218858348 |
19.1892932271942 |
-7.06045860990475 |
11.0833125612922 |
-13.0458821593181 |
-9.06290124399022 |
-1.28060038228237 |
-15.9882579614673 |
-7.77520617937238 |
-0.433574311074287 |
9.42649047423882 |
10.8410822582803 |
-3.69645197084187 |
-0.959561390175432 |
-2.93909670762435 |
-5.22988378451808 |
-8.70332470272302 |
0.20118534528325 |
8.63697951799477 |
0.0353594847692281 |
-8.52606038876601 |
4.32479728273804 |
3.77674215942339 |
-4.3395217968542 |
-13.1524297646555 |
-4.89269052015993 |
-3.64581392623976 |
-3.03944041822005 |
9.51943698875795 |
-3.59266175781745 |
-5.48035015252675 |
-4.25254907793764 |
-9.9008973968445 |
-1.75816861848705 |
-1.52563999886315 |
-7.18999545624147 |
-5.51845416493396 |
3.89790349608751 |
-3.35322089064957 |
2.13650137374166 |
-5.51652882241756 |
-2.76178813847456 |
8.56498835185603 |
9.7467700827992 |