ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4568 | 0.2187 | 0.183 | -0.2673 | -0.1609 | 0.6324 | 0.5258 |
(p-val) | (0.3125 ) | (0.2568 ) | (0.4469 ) | (0.565 ) | (0.4773 ) | (0 ) | (0.1436 ) |
Estimates ( 2 ) | 0.2131 | 0.2991 | 0.2806 | 0 | -0.1554 | 0.6438 | 0.5221 |
(p-val) | (0.0999 ) | (0.0232 ) | (0.0293 ) | (NA ) | (0.4722 ) | (0 ) | (0.1363 ) |
Estimates ( 3 ) | 0.2148 | 0.3174 | 0.2678 | 0 | 0 | 0.6052 | 0.3156 |
(p-val) | (0.0951 ) | (0.0139 ) | (0.0358 ) | (NA ) | (NA ) | (0 ) | (0.0324 ) |
Estimates ( 4 ) | 0 | 0.4032 | 0.3455 | 0 | 0 | 0.6221 | 0.3829 |
(p-val) | (NA ) | (8e-04 ) | (0.0049 ) | (NA ) | (NA ) | (0 ) | (0.0063 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-2.49821403031342 |
-8.97196072030928 |
2.36644558397437 |
-1.25173515500896 |
-5.42113525509604 |
5.78558422243703 |
-7.88931511316631 |
-19.6019447263930 |
0.175757896835221 |
4.72224017755722 |
5.86958166907496 |
1.63682701992727 |
-9.4282056244115 |
7.61836766841502 |
3.17925544329068 |
-6.64540482995951 |
3.04150982997107 |
3.68369804303671 |
5.36992034747317 |
4.27349645205565 |
6.3059883444546 |
-1.00542175217364 |
0.980068720933031 |
-3.08234906353124 |
12.1141311461914 |
5.31034880810724 |
-0.0150873982098551 |
-6.04079039337676 |
8.54494605412265 |
0.610827488645708 |
1.97985095513106 |
4.93914308349667 |
-1.95361287903125 |
3.46928311820493 |
-4.84009032119157 |
6.67906573754132 |
-1.86137181555139 |
9.35680280939247 |
-6.55823998069029 |
1.84135694388585 |
2.30511924298845 |
-2.45538100563771 |
-2.66291610008222 |
-1.10048328468848 |
-6.04988203755533 |
-8.39981451012943 |
-0.688837062680151 |
2.28623369989165 |
5.46147345663762 |
15.9613540010326 |
7.11000839115628 |
-13.1430236619915 |
-4.50114077418186 |
7.60243869853286 |
-10.2424536689837 |
2.51132609461003 |
-13.0385460179951 |
-0.593353398709147 |
-4.46759680628559 |
1.43205769690197 |
-1.39098659000684 |