ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.9079 | -0.5119 | -0.1853 | -0.1761 | -0.5163 |
(p-val) | (0.0056 ) | (0.1188 ) | (0.4326 ) | (0.5584 ) | (0.0265 ) |
Estimates ( 2 ) | 0.751 | -0.3671 | -0.2811 | 0 | -0.5169 |
(p-val) | (0 ) | (0.0336 ) | (0.0452 ) | (NA ) | (0.0251 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.0148545423719779 |
-0.0793689209084312 |
-0.0994480714991075 |
0.00787444884259935 |
-0.0375328718087056 |
0.0115940108429038 |
-0.0740966427633277 |
0.00598695991477802 |
-0.00865156370251994 |
0.0731136410304725 |
-0.0545763687807771 |
0.0244852722814243 |
0.00510070027482356 |
-0.039387558910729 |
-0.0325164161485102 |
0.0310299167256611 |
-0.0504034704863571 |
-0.0577842407733842 |
-0.0175954345805030 |
-0.0815280121942025 |
0.089063986218658 |
-0.0679732559404774 |
0.0881562269030572 |
0.118550130867758 |
-0.105120535895025 |
0.00645597678483207 |
-0.0276281561580155 |
-0.0741136378320001 |
-0.115874428420748 |
0.0306947770637613 |
-0.103361642355840 |
0.0523083905464605 |
0.0230571546554772 |
-0.0638004867207937 |
-0.0701268984623983 |
-0.0615867544634418 |
0.0194493538255848 |
0.214578677517609 |
0.124849561560074 |
-0.0533288325814563 |
0.0391671660688973 |
0.0618247704732088 |
-0.0479418878908941 |
0.199366195249693 |
0.0891717334470872 |
-0.0246193472619558 |
0.122073120069364 |
-0.00796859797470414 |
0.0923386353362873 |
0.0307282935535182 |
-0.160772726008473 |
0.0439579951116772 |