ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.1023 | 0.2393 | 0.3939 | 0.0739 |
(p-val) | (0.7282 ) | (0.0776 ) | (0.0096 ) | (0.8101 ) |
Estimates ( 2 ) | -0.039 | 0.2364 | 0.3787 | 0 |
(p-val) | (0.7761 ) | (0.0807 ) | (0.0081 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.233 | 0.3688 | 0 |
(p-val) | (NA ) | (0.0834 ) | (0.0077 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.3811 | 0 |
(p-val) | (NA ) | (NA ) | (0.008 ) | (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 |
0.102099935079023 |
0.673920456716653 |
0.0237138379746919 |
0.48530224747524 |
0.979451889003493 |
-0.810343334801999 |
-0.373427688358149 |
-0.038248832811675 |
1.11097531709915 |
-0.353646375304464 |
0.770371054440531 |
-1.05771306634627 |
1.04116435451267 |
-0.118577284434338 |
-0.223972636991121 |
1.27447984141173 |
-1.12930884865813 |
-0.166583917397304 |
0.120257635472640 |
-0.276885141309876 |
0.514508533477411 |
1.45938350963665 |
1.63262944100947 |
0.128414864211322 |
0.249424661293816 |
-0.621658969320933 |
0.060547138568964 |
1.02427592081884 |
0.665961275443507 |
-1.01606655838198 |
0.28619713737109 |
-1.23860947261581 |
-0.104023711356263 |
0.380140371676234 |
0.216816660076717 |
-0.0200858011953073 |
1.39784883945870 |
-0.158278105476839 |
-0.564305208444011 |
-0.19498912070749 |
-0.096640807835044 |
-1.15419290511902 |
-0.652766795303464 |
-0.276964182160341 |
0.245518824253494 |