ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.5038 | 0.2393 | 0.2015 | -0.6916 | -0.5652 |
(p-val) | (0.0071 ) | (0.0996 ) | (0.198 ) | (0 ) | (0.0274 ) |
Estimates ( 2 ) | 0.6337 | 0.3237 | 0 | -0.7812 | -0.4968 |
(p-val) | (0 ) | (0.0173 ) | (NA ) | (0 ) | (0.0514 ) |
Estimates ( 3 ) | 0.6361 | 0.2746 | 0 | -0.7779 | 0 |
(p-val) | (3e-04 ) | (0.0365 ) | (NA ) | (0 ) | (NA ) |
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 |
0.072499809936493 |
-5.85903274027499 |
-4.00763829940104 |
-0.386845131912194 |
-1.69960552048138 |
-6.86649078263809 |
-1.03562703600775 |
4.70654062923064 |
-2.35593581303283 |
4.22456262477898 |
1.49700549226349 |
-6.6487733853965 |
1.80718073817770 |
0.450684464723947 |
1.32098125290736 |
4.78688591330881 |
-4.12262701124157 |
-8.45076533203497 |
3.77966380279247 |
-4.8625347492159 |
3.26417329071062 |
-0.403682957571923 |
-8.26482718511549 |
-1.12680306817952 |
9.27961160993421 |
-7.63752511219848 |
-7.4409638504782 |
-15.1434472708745 |
3.5265043158754 |
4.95583146212609 |
6.11224495563414 |
-4.26999207339626 |
4.00444771307095 |
2.56131292912274 |
-8.83192507557868 |
2.64754800717265 |
4.38275432296177 |
2.26325597244090 |
0.175849318807691 |
6.45126864582664 |
-8.28080582046052 |
6.36132429828906 |
1.87079520290223 |
-3.24826812220646 |
2.04140795447430 |
0.568206984689544 |
3.45179321731026 |
11.1423542022754 |
2.72966022803266 |
6.41978693938358 |
5.74830991360899 |
3.44628168295974 |
-4.40401165459842 |
-2.0822816203371 |
-2.37493971797645 |
1.99618412869135 |
4.01919657530143 |
-7.25229060876065 |
6.9391157638679 |
2.07854620685837 |
-7.64994114292535 |
7.550126055833 |