ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.5514 | 0.1458 | -0.1545 | -0.9854 | -0.577 |
(p-val) | (5e-04 ) | (0.3994 ) | (0.3407 ) | (0 ) | (0.0289 ) |
Estimates ( 2 ) | 0.6077 | 0 | -0.088 | -1.0275 | -0.5094 |
(p-val) | (2e-04 ) | (NA ) | (0.5394 ) | (0 ) | (0.0223 ) |
Estimates ( 3 ) | 0.5844 | 0 | 0 | -1.0129 | -0.4867 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0237 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.378629213409304 |
5.524992833087 |
-7.889802533096 |
-11.1452098668058 |
22.0886583291878 |
-9.29819156824234 |
1.76559647523957 |
-1.89958130500294 |
-17.7060245601728 |
12.9389416548842 |
9.9432355043045 |
-4.05512387524508 |
-9.10205492570106 |
-4.77535127933635 |
24.5502316043309 |
-6.76551515289602 |
-14.8209034933351 |
14.2084653714646 |
-15.4002547095154 |
-14.5496208824704 |
7.79628570490318 |
12.9320143155727 |
0.3183790368804 |
-33.9036088748672 |
30.8932943040642 |
-4.84278428986097 |
0.438480344971656 |
-1.91733188014194 |
7.21474773124235 |
1.15738526411351 |
-14.8801220047547 |
35.3304124266591 |
1.87252698313245 |
9.72614944958268 |
-22.0439784222563 |
19.7365142962743 |
3.29800984891707 |
3.23706649634297 |
-5.9754448486683 |
30.9972799878606 |
-3.33043984080835 |
-18.0528037409975 |
-43.1526327506124 |
-11.3055524474842 |
-60.4496372433774 |
-5.77018159992488 |
2.91850831148596 |
12.5408622882761 |