ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2584 | 0.7237 | 0.2748 | -0.947 |
(p-val) | (0.0305 ) | (0 ) | (0.0977 ) | (0.003 ) |
Estimates ( 2 ) | 0.254 | 1.3764 | 0 | -1 |
(p-val) | (0.0308 ) | (0 ) | (NA ) | (0.006 ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.107109900299211 |
0.337103032262462 |
0.0971309899857177 |
0.686423289078845 |
0.337387783401752 |
0.056641002816171 |
-0.0751959235425476 |
0.0118621257330537 |
0.231600258894814 |
-0.188537306772566 |
0.139559763553280 |
-0.210180652734225 |
0.533033563671832 |
-0.0825395234684608 |
0.201138182606887 |
-0.211910536267841 |
0.054986650069731 |
-0.293612567553767 |
0.372903110295057 |
-0.117865615071193 |
0.212312145783334 |
-0.123322498631573 |
-0.0618982168910639 |
0.107756983749235 |
0.191560034151172 |
0.42692015211344 |
0.0429720813992040 |
-0.595254582611064 |
-0.388403879999722 |
0.354617159812972 |
0.0817416058157799 |
0.244545131446341 |
0.0703555734445945 |
-0.259176612524365 |
0.215709600873714 |
-0.0404865472724285 |
-0.0148293608321315 |
0.183575014783134 |
-0.0623864536484436 |
0.311660952090501 |
0.0840742246639025 |
-0.018388227568772 |
0.250935024822378 |
0.0682998067888426 |
-0.139368278243818 |
0.636927795816884 |
-0.296092661814667 |
-0.223859464982061 |
-0.00541972737569388 |
0.387732876808952 |
0.386603956918057 |
0.0459577804365671 |
0.0621048022390285 |
0.269155985475684 |
0.464486088111093 |
-0.0831729147700169 |
-0.0825039014025977 |
0.0112849360964452 |
-0.094115066450811 |
0.0409117586680682 |