ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | -0.7951 | -0.8229 | 0.1739 | 0.3549 | 0.4916 | -0.5573 |
(p-val) | (0.0013 ) | (5e-04 ) | (0.4511 ) | (0.0878 ) | (0.0097 ) | (0.0048 ) |
Estimates ( 2 ) | -1.0941 | -0.9339 | 0 | 0.6482 | 0.284 | -0.3476 |
(p-val) | (0 ) | (0 ) | (NA ) | (3e-04 ) | (0.0499 ) | (0.0189 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0141999877680262 |
-0.533301150839384 |
-1.5745830367501 |
1.38808123651925 |
1.78482298712343 |
-0.0113267178748113 |
-0.0521669257705076 |
-0.512793910269948 |
0.867758177150869 |
1.98625009597631 |
-0.514830760029786 |
-0.651948636570838 |
1.75942504568958 |
-1.52661004497851 |
-0.264486381004414 |
0.747786987988426 |
1.29096792901259 |
0.872975426753132 |
-0.526807192848119 |
-0.565883849055947 |
0.865222185957441 |
1.15932127133842 |
-0.199527764470279 |
-0.0643831866348421 |
0.614925586476116 |
-2.05291141309916 |
-0.0208860319226405 |
1.17695985858857 |
0.158852416085929 |
2.26236382664089 |
0.0753547662079432 |
0.142785870610119 |
-0.152540747556044 |
2.66095786029577 |
-2.24665537679903 |
0.624239741794145 |
-0.402327981398713 |
-1.61633182742014 |
-0.50640636901928 |
0.60323647727573 |
2.02172499548869 |
0.701055357358962 |
-2.25336039044837 |
1.05208882759527 |
-0.118945974348686 |
1.32742496627106 |
-0.865230365419456 |
1.23395425943106 |
-0.089213867916991 |
0.144125106745786 |
-1.28012479032350 |
-0.0167056902666428 |
3.51321305588782 |
0.801123555769026 |
-2.17009416423716 |
2.45382014058506 |
0.302100593961670 |
0.301775199754475 |
1.86242378216507 |
-0.288974300524044 |
1.41071380321718 |
-0.467849469914205 |
-1.68396888317904 |
1.25345100153904 |
0.609592812612324 |
-2.48409461185905 |
-4.14493932045743 |
-1.95955500181888 |
-0.428797780941273 |
-0.481283636170539 |
-1.56106081727887 |
-0.0748071878889524 |
0.857497734570596 |