ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.8369 | -0.6227 | -0.9619 | -0.9225 | -0.5077 | 0.5913 |
(p-val) | (0 ) | (1e-04 ) | (0 ) | (0.4707 ) | (0.1785 ) | (0.7366 ) |
Estimates ( 2 ) | 0.8112 | -0.5841 | -0.9638 | -0.4269 | -0.3518 | 0 |
(p-val) | (0 ) | (0 ) | (0 ) | (0.0184 ) | (0.0638 ) | (NA ) |
Estimates ( 3 ) | 0.8283 | -0.5784 | -1.0483 | -0.3149 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (0 ) | (0.0539 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0.8505 | -0.565 | -1.0087 | 0 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (0 ) | (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 |
0.0302547091228863 |
0.267612748598290 |
-0.05258221327681 |
-0.164815126360942 |
0.145251461046347 |
-0.159755000728184 |
0.0335569671830744 |
0.0880735117085241 |
-0.281966491596610 |
0.0474120142758863 |
-0.484987801933979 |
0.128597017186614 |
-0.0760862380652182 |
0.0847658982829797 |
-0.0514027132036804 |
-0.0566616141609282 |
0.069052111883504 |
0.00440676426158568 |
-0.0195453629146749 |
0.240643182454573 |
-0.33572474280097 |
0.0460275678865050 |
0.0696491220369025 |
-0.225076263667377 |
-0.161613617181671 |
0.306153117443247 |
-0.155979433289841 |
0.179413008162554 |
-0.0918257869952182 |
-0.0515872033510411 |
-0.0259692959341839 |
-0.341986993998746 |
0.248411293223152 |
0.610658133668028 |
0.207016437881814 |
0.0640914582469286 |
0.0207692245074071 |
-0.202335247943092 |
0.0784047280219788 |
0.0426875319465297 |
0.376752985339314 |
-0.0782742138517369 |
0.238382692897949 |
-0.0408923157917773 |
0.0426863373126538 |
-0.00863223279670068 |
-0.288046674979108 |
0.256083528841667 |