ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -1.0875 | -0.3959 | 0.4453 | 0.6662 | -0.9994 |
(p-val) | (0.0141 ) | (0.1207 ) | (0.3151 ) | (0.0034 ) | (0.0095 ) |
Estimates ( 2 ) | -0.6376 | -0.1164 | 0 | 0.6791 | -0.9999 |
(p-val) | (0 ) | (0.4296 ) | (NA ) | (0.0026 ) | (0.0085 ) |
Estimates ( 3 ) | -0.5731 | 0 | 0 | 0.6897 | -1 |
(p-val) | (0 ) | (NA ) | (NA ) | (0.0017 ) | (0.0076 ) |
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 |
-0.390142915068325 |
-1.56962060901769 |
7.82691689988354 |
2.11134782468594 |
3.83124505998879 |
-0.171759747122755 |
5.7613548049674 |
-6.56239529539101 |
11.0260478171324 |
-0.454641777924696 |
-1.15471500214856 |
-0.344098050146663 |
3.37453823488072 |
12.9358774184354 |
1.66560169810094 |
-8.25392132492712 |
3.8880341289619 |
2.09765965568470 |
-0.511855649931906 |
1.29432829702598 |
-2.38480431896717 |
3.55535512408707 |
0.289792496525936 |
-2.60279255834613 |
-3.62875234044109 |
8.6820104528085 |
-9.53394663794942 |
-12.6333826856043 |
1.52177447738926 |
15.1843886901776 |
-11.4261966961781 |
12.3669937874263 |
-8.49964517940097 |
-12.0072081252485 |
9.96862435066108 |
-2.92040900767239 |
4.55442017287207 |
-9.28942525412123 |
-13.6984426294553 |
-5.91760156357671 |
-12.7338835683985 |
-13.1173206595322 |
-7.29885020779878 |
-13.7335532293418 |
-0.843710565970909 |
-0.531383771019533 |
12.8972039742960 |
-1.8234026920954 |