ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2467 | 0.316 | -0.5839 | -0.0773 | -1.5883 | -0.7065 | 1 |
(p-val) | (0.2043 ) | (0.0084 ) | (0 ) | (0.7346 ) | (0 ) | (0 ) | (0.2422 ) |
Estimates ( 2 ) | 0.1957 | 0.3178 | -0.5717 | 0 | -1.5801 | -0.7099 | 0.9989 |
(p-val) | (0.1242 ) | (0.0078 ) | (0 ) | (NA ) | (0 ) | (0 ) | (0.2582 ) |
Estimates ( 3 ) | 0.1998 | 0.3114 | -0.5793 | 0 | -0.733 | -0.1542 | 0 |
(p-val) | (0.1132 ) | (0.0089 ) | (0 ) | (NA ) | (1e-04 ) | (0.4319 ) | (NA ) |
Estimates ( 4 ) | 0.2138 | 0.3097 | -0.5914 | 0 | -0.6403 | 0 | 0 |
(p-val) | (0.0748 ) | (0.0077 ) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0.2978 | -0.5392 | 0 | -0.7018 | 0 | 0 |
(p-val) | (NA ) | (0.0075 ) | (0 ) | (NA ) | (0 ) | (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 |
-0.0458219311540836 |
-3.61034238186063 |
-0.853814452828177 |
2.53527041373087 |
8.39325314204064 |
6.2575898456346 |
-0.377995826634012 |
1.08010829631239 |
-11.1573310467422 |
0.970799934298258 |
-3.35754339337974 |
0.58797105881135 |
2.23897146436900 |
-6.53401224240524 |
4.95107302609029 |
-8.69198650507936 |
1.53082486114423 |
4.06552732307529 |
-2.16858484681198 |
-1.14101331906545 |
2.12572360236892 |
2.31902426177582 |
5.16416545706942 |
4.70580776574552 |
1.83243115177358 |
5.48921744319778 |
8.7493611715722 |
-14.7109505532558 |
-1.00713750604001 |
-2.51112374371448 |
3.49151269150035 |
-4.2313335253486 |
-1.80963719528798 |
-4.89179463898519 |
-1.43701193391923 |
3.42035661578196 |
-10.3566454703673 |
-3.08502514062412 |
-4.66281833041767 |
0.584634380621076 |
-0.869863134006014 |
1.84999028273394 |
-2.65763276997209 |
-0.203499395537907 |
-4.38510067862018 |
3.71207135321748 |
4.44871977825867 |
-1.19818348727787 |