ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.1164 | -0.7306 | -0.3579 | -1.2257 | -0.227 | 0.9742 |
(p-val) | (0 ) | (0 ) | (0.0284 ) | (0 ) | (0.2967 ) | (0 ) |
Estimates ( 2 ) | 1.1552 | -0.7655 | -0.3811 | 0.2826 | 0 | -0.9987 |
(p-val) | (0 ) | (0 ) | (0.0159 ) | (0.2275 ) | (NA ) | (0.4533 ) |
Estimates ( 3 ) | 1.129 | -0.7521 | -0.3527 | -0.3993 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (0.0279 ) | (0.0129 ) | (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 |
-0.0148542369236742 |
-0.0708590620194546 |
-0.0887860049016967 |
0.00786099203278191 |
-0.0355187292844524 |
0.0149594079246655 |
-0.0688145924967027 |
0.00780142281230174 |
-0.0148759095061487 |
0.0643610403158872 |
-0.0543427788505064 |
0.0283851920732848 |
0.00219606757308896 |
-0.0307095057394413 |
-0.022671873558917 |
0.0270881896622902 |
-0.0446658953486405 |
-0.0486668521471411 |
-0.0146810531911645 |
-0.076225071554799 |
0.081701067890328 |
-0.0688228574238572 |
0.0913761117385814 |
0.0968735620332814 |
-0.0941925015644986 |
0.00949222316431416 |
-0.0347235514410189 |
-0.0608552999601779 |
-0.100603590984260 |
0.0319697667615249 |
-0.107256547563502 |
0.0529372283734772 |
0.00565010606012478 |
-0.0462809404449252 |
-0.0655471227025722 |
-0.0548200709794136 |
0.0204480072468767 |
0.1836475486077 |
0.102832066250495 |
-0.0397916236568044 |
0.0299433332899648 |
0.0428276672248428 |
-0.0488756934250676 |
0.184127250472518 |
0.0851671968877537 |
-0.0146436946449117 |
0.120389255396786 |
-0.00363927163235847 |
0.0789957656196894 |
0.0230300920333154 |
-0.144712647533787 |
0.0458975304267825 |