ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.931 | -0.8181 | 0.5645 | -1 |
(p-val) | (0 ) | (0 ) | (0.0163 ) | (0.0849 ) |
Estimates ( 2 ) | 0.9131 | -0.793 | -0.1704 | 0 |
(p-val) | (0 ) | (0 ) | (0.2693 ) | (NA ) |
Estimates ( 3 ) | 0.9061 | -0.8021 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-1.91135315655111 |
-0.9500912091981 |
1.13297887195686 |
-0.0165511350337175 |
0.967579366656468 |
-4.06956588060967 |
1.35865152004294 |
-8.69956762786163 |
-1.77481487568476 |
-12.5356357169547 |
2.62181146617867 |
3.04816124214187 |
1.49911074707639 |
0.13050118459867 |
-3.65323241861731 |
6.51145410109876 |
5.76212597631161 |
-2.83471901829008 |
-4.62733600870419 |
-2.79254016469280 |
-4.49841168413909 |
-16.9199274088698 |
-1.62864810304783 |
-7.55536254393534 |
11.8970458755995 |
-7.04075816545621 |
-5.06192120494554 |
4.00788981900572 |
-10.7475868496657 |
-8.8584353713851 |
12.391530006981 |
6.04600447879121 |
-16.3987402300489 |
17.5695715404261 |
5.04797128021656 |
11.340948427245 |
-0.801517846504538 |
0.498591328460297 |
-0.136360678527138 |
2.15500380987714 |
-9.41644187013566 |
19.1447796334558 |
-6.59175811202477 |
-4.46762943045415 |
3.58965945652783 |
4.99786274679261 |
12.4306150223654 |
9.4247736170156 |
5.14934872489348 |