ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.3213 | 0.0528 | -0.0475 |
(p-val) | (0.016 ) | (0.7033 ) | (0.7156 ) |
Estimates ( 2 ) | 0.3205 | 0.0356 | 0 |
(p-val) | (0.0164 ) | (0.7852 ) | (NA ) |
Estimates ( 3 ) | 0.3331 | 0 | 0 |
(p-val) | (0.008 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.108499938939563 |
3.58177846929535 |
3.03540264856959 |
-2.61315098177491 |
4.79956759511984 |
11.3649929413718 |
-9.06554454343213 |
2.28295473360396 |
2.98617003620609 |
-2.56816453334574 |
-5.73312228594521 |
-2.09182111874129 |
2.73086457910384 |
-0.138727528621999 |
5.22527211674343 |
6.09798699680758 |
-0.588124930697006 |
-3.25040322266111 |
1.66237320719475 |
2.16134284892257 |
-4.50468019498479 |
4.80035163198613 |
-5.55411329730535 |
1.01048404571546 |
7.85619480454872 |
8.17514827503032 |
-0.0672288345676009 |
-0.330688635242467 |
4.48739925826891 |
-2.54499871726853 |
-4.58942265681077 |
5.03818930168836 |
8.2455473395516 |
-1.87275143085674 |
-0.711781260355934 |
15.9573184602947 |
-0.227414968202169 |
2.86064196991720 |
14.3233998686401 |
9.86269893947443 |
18.7563117891616 |
-2.89584797567312 |
-7.39124693582542 |
0.646157561786708 |
19.4950505636801 |
-9.19595405346325 |
-23.8859111902204 |
-5.23452421635548 |
-37.6411846107273 |
5.14972883817256 |
1.40292237412788 |
18.4815018543278 |
-10.8052672415540 |
-1.88126618400796 |
11.2534572352118 |
15.4700231505857 |
-1.51985619305475 |
-19.1997883558930 |
10.6771522448935 |
-10.5258474059429 |
12.6202893651449 |