ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0194 | 0.3819 | 0.4135 | -0.595 | 0.2302 | -0.2836 | -0.9991 |
(p-val) | (0.9494 ) | (0.0803 ) | (0.0056 ) | (0.0764 ) | (0.2889 ) | (0.2511 ) | (0.2177 ) |
Estimates ( 2 ) | 0 | 0.3905 | 0.4124 | -0.6135 | 0.2295 | -0.2815 | -1 |
(p-val) | (NA ) | (0.0237 ) | (0.0058 ) | (1e-04 ) | (0.2913 ) | (0.2504 ) | (0.2329 ) |
Estimates ( 3 ) | 0 | 0.4073 | 0.4175 | -0.6387 | 0 | -0.3205 | -0.5558 |
(p-val) | (NA ) | (0.0171 ) | (0.0036 ) | (1e-04 ) | (NA ) | (0.1356 ) | (0.0591 ) |
Estimates ( 4 ) | 0 | 0.4268 | 0.4117 | -0.6806 | 0 | 0 | -0.5959 |
(p-val) | (NA ) | (0.0066 ) | (0.0024 ) | (0 ) | (NA ) | (NA ) | (0.0233 ) |
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 |
-0.356633995662091 |
-1.99141251214647 |
-1.33714865861176 |
-10.7990920150622 |
7.85776346047308 |
5.97301186174983 |
3.5738646106299 |
0.123680611927008 |
1.58437035043089 |
-10.7339085385630 |
17.4509057139090 |
0.379998538310221 |
-8.30618897931091 |
-11.0856378191313 |
1.36639938710179 |
12.1097768168942 |
6.37101155259106 |
-6.88098027611644 |
-0.593526113618497 |
-4.35095104261262 |
-2.78886798631571 |
4.93458587450584 |
-0.937347617524884 |
2.64480332202556 |
5.99161542250676 |
-7.72656744604269 |
-8.74475488892554 |
2.09412189540405 |
3.42365146932359 |
-1.65744307824637 |
-2.69967443486528 |
10.5304630222091 |
-7.25914743369532 |
12.8678356210592 |
-0.450417585486355 |
-7.4751414399812 |
0.210612072016815 |
-7.80933397832363 |
-2.32418512031499 |
-1.24933972411505 |
-17.9706486406663 |
-7.68003427360477 |
-10.9492652151272 |
-3.87128948248151 |
-5.17678869171685 |
3.76322819849345 |
-4.36774125656932 |
9.31681643998449 |