ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | -0.1289 | -0.0501 | 0.2561 |
(p-val) | (0.304 ) | (0.6879 ) | (0.0402 ) |
Estimates ( 2 ) | -0.1217 | 0 | 0.2637 |
(p-val) | (0.3264 ) | (NA ) | (0.0329 ) |
Estimates ( 3 ) | 0 | 0 | 0.272 |
(p-val) | (NA ) | (NA ) | (0.0288 ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.000509999721150405 |
6.74540620924265e-08 |
1.82558661458234e-08 |
-1.39439743687535e-07 |
0.0100000000000082 |
0.00121744158070225 |
0 |
0.007362682960389 |
0.00121744158070225 |
-0.01 |
-0.00385475862031315 |
0 |
0.00263731703961101 |
0 |
0 |
0 |
0 |
0 |
0 |
0.01 |
0.00121744158070225 |
0 |
0.007362682960389 |
0.00121744158070225 |
0 |
-0.0026373170396109 |
0 |
0 |
0 |
0 |
0 |
0 |
-0.01 |
-0.00121744158070225 |
0 |
0.00263731703961101 |
0 |
0.01 |
0.0112174415807023 |
0.00121744158070225 |
-0.00263731703961101 |
-0.00263731703961101 |
0 |
0 |
0 |
0 |
0.01 |
0.00121744158070225 |
0 |
-0.00263731703961101 |
0 |
-0.01 |
0.00878255841929776 |
-0.00878255841929776 |
0.00141987545890876 |
0.00736268296038911 |
-0.00614524137968686 |
-0.00121744158070225 |
-0.00263731703961101 |
0.00263731703961101 |