ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.9856 | -0.5707 | -0.1612 | -0.4272 | 0.4095 | -0.4148 | -0.9996 |
(p-val) | (0.0014 ) | (0.0569 ) | (0.4879 ) | (0.1408 ) | (0.0648 ) | (0.0571 ) | (0.0196 ) |
Estimates ( 2 ) | 1.1671 | -0.7649 | 0 | -0.5628 | 0.427 | -0.3926 | -1.0003 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.0017 ) | (0.0518 ) | (0.0635 ) | (0.0189 ) |
Estimates ( 3 ) | 1.123 | -0.7683 | 0 | -0.4341 | 0.4976 | 0 | -1.0001 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.0167 ) | (0.0281 ) | (NA ) | (8e-04 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-0.0309222995743958 |
0.0939591695294816 |
0.162810922970495 |
0.193846636579679 |
0.0448570216279435 |
-0.159089642986777 |
-0.147453967524033 |
-0.00106134607457517 |
-0.053907354512513 |
0.0368930172698727 |
-0.0299375157661913 |
-0.134534303432826 |
0.155988654246885 |
0.0175695643338714 |
0.0923282010529955 |
0.147876607269467 |
-0.172837645501758 |
0.0206688989907908 |
-0.323061631167734 |
0.0664858434581563 |
-0.0773607176510015 |
-0.0930225326150546 |
-0.171243809040929 |
-0.144046365482287 |
-0.0388843958156721 |
0.0431454689718288 |
0.000664215038253646 |
0.23856638182404 |
-0.210818088183159 |
-0.127879977469966 |
0.0742978276111737 |
-0.182037991611265 |
-0.234092602775158 |
0.195699157524962 |
-0.15022697062075 |
-0.0262043039858893 |
-0.0247796343005493 |
-0.0611531743673992 |
0.0438632177647745 |
-0.197463295579626 |
0.0256523488119978 |
0.491568648356889 |
-0.0021147091123768 |
0.112556613707790 |
0.0630165398755744 |
-0.0401513950365197 |
0.121356544225897 |
0.0357721707103546 |