ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.4287 | 0.0471 | -0.28 | -0.5081 | -0.2149 | -0.6817 |
(p-val) | (0.3054 ) | (0.8024 ) | (0.0884 ) | (0.2682 ) | (0.5739 ) | (0.3934 ) |
Estimates ( 2 ) | 0.4173 | 0 | -0.2785 | -0.4731 | -0.2696 | -0.5827 |
(p-val) | (0.2814 ) | (NA ) | (0.1029 ) | (0.2376 ) | (0.4162 ) | (0.3208 ) |
Estimates ( 3 ) | 0.4458 | 0 | -0.2606 | -0.5123 | 0 | -1.0006 |
(p-val) | (0.2802 ) | (NA ) | (0.0774 ) | (0.1999 ) | (NA ) | (0.0839 ) |
Estimates ( 4 ) | 0 | 0 | -0.2574 | -0.0989 | 0 | -0.9985 |
(p-val) | (NA ) | (NA ) | (0.0817 ) | (0.481 ) | (NA ) | (0.0578 ) |
Estimates ( 5 ) | 0 | 0 | -0.2435 | 0 | 0 | -1.0002 |
(p-val) | (NA ) | (NA ) | (0.0961 ) | (NA ) | (NA ) | (0.0803 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 | -0.9992 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.014 ) |
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 |
-0.349606914712038 |
1.95745289005822 |
0.693357244965707 |
-1.57373020118449 |
-0.138486394562934 |
-4.1867310056995 |
-1.06231133221717 |
-7.82486784035315 |
1.31495627298602 |
0.086144920945562 |
-1.42560170544652 |
0.827567153293483 |
-1.53628239343758 |
2.30169367497714 |
-0.241889656322955 |
-0.431516429321722 |
-0.259314487966097 |
5.76255140923417 |
0.481514812877349 |
4.02979912465713 |
-3.93131281711577 |
-6.9856751485016 |
2.73671915766197 |
-2.26281418435625 |
-2.54904117285053 |
1.13472819707515 |
-1.69148575275187 |
-2.07820524847538 |
-0.403915616556985 |
-0.742971160138903 |
1.46513703390897 |
-0.0267154526904623 |
-0.550443998625298 |
-2.62658520285594 |
-2.36110228500094 |
2.23955301969741 |
-4.53986005550661 |
0.97667941270441 |
3.16329044153957 |
1.25748016197113 |
-0.186082645272017 |
1.70556311790479 |
-12.1868298969947 |
1.98775594692094 |
0.209214345543585 |
1.08788127215994 |
2.48926813162017 |
0.190512780882066 |