ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.0701 | 0.1881 | -0.058 | 0.3931 |
(p-val) | (0.8978 ) | (0.3704 ) | (0.6705 ) | (0.4604 ) |
Estimates ( 2 ) | 0 | 0.1666 | -0.0612 | 0.326 |
(p-val) | (NA ) | (0.2234 ) | (0.641 ) | (0.0133 ) |
Estimates ( 3 ) | 0 | 0.1607 | 0 | 0.3185 |
(p-val) | (NA ) | (0.2455 ) | (NA ) | (0.0144 ) |
Estimates ( 4 ) | 0 | 0 | 0 | 0.2804 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0127 ) |
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 |
0.108499938663651 |
3.57371278875682 |
3.01971387803031 |
-2.67033936381383 |
4.75925319690563 |
11.4610381200995 |
-9.18929473165453 |
2.06974801534877 |
3.31214914157832 |
-2.74768588851810 |
-5.73913126910734 |
-2.03115984332694 |
2.82710855834484 |
-0.141540135003223 |
5.15224688381121 |
6.14304046540286 |
-0.708108529960128 |
-3.32788202617027 |
1.72241155324809 |
2.22103800828805 |
-4.56804976197941 |
4.76917310190919 |
-5.42432683505854 |
0.83298054008128 |
8.05782776781791 |
8.08194650368236 |
-0.195204887736622 |
-0.441170597209492 |
4.56201156533766 |
-2.54574273203761 |
-4.69269257067495 |
5.13915436407112 |
8.31853374885418 |
-2.01171443436843 |
-0.837678307917656 |
16.0739533347356 |
-0.219241100151464 |
2.49874545109503 |
14.5168054244357 |
9.77321813113255 |
18.5002725459758 |
-2.93450115800601 |
-7.75417486654806 |
0.901814666772736 |
19.5841131621778 |
-9.22467395812413 |
-24.3313460354736 |
-4.85279366283629 |
-37.2657233889915 |
4.97347773591625 |
2.27761013126835 |
17.9208572245992 |
-10.6253667891914 |
-2.37993706684256 |
11.7257026242498 |
15.3476693016479 |
-1.71092712692379 |
-19.4439818672235 |
10.8212059862425 |
-10.1145723856102 |
12.1535553083339 |