ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.0729 | 0.1761 | 0.202 |
(p-val) | (0.5651 ) | (0.1707 ) | (0.1186 ) |
Estimates ( 2 ) | 0 | 0.1866 | 0.2174 |
(p-val) | (NA ) | (0.1442 ) | (0.0873 ) |
Estimates ( 3 ) | 0 | 0 | 0.2473 |
(p-val) | (NA ) | (NA ) | (0.0535 ) |
Estimates ( 4 ) | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.125999932897024 |
3.87578075346278 |
-0.968945188357126 |
-0.968977375178718 |
1.01089760318426 |
-2.75272440080029 |
3.24727559919970 |
-1.49455119839942 |
2.74182679759912 |
0.258173202400883 |
-3.75272440080030 |
6.5054488016006 |
0.752724400800304 |
-12.0108976032012 |
-0.730929194397945 |
5.7527244008003 |
2.21458278959619 |
-2.24727559919971 |
-2.48365359519823 |
4.2472755991997 |
-0.505448801600579 |
4.2472755991997 |
0.0108976032011867 |
2.24727559919970 |
-0.989102396798813 |
1.75272440080030 |
-5.49455119839942 |
-2 |
0.505448801600579 |
2.23637799599854 |
3.49455119839942 |
-2.24727559919970 |
-0.247275599199696 |
1.25817320240088 |
3.49455119839942 |
3 |
-0.494551198399421 |
10.2581732024009 |
2.25817320240088 |
4 |
-5.72003159119677 |
3.25817320240088 |
-1.98910239679881 |
0.741826797599117 |
0.0108976032011867 |
-0.752724400800304 |
-3 |
-6.2472755991997 |
0.247275599199696 |
-6.25817320240088 |
1.48365359519823 |
-17 |
-4.26907080560206 |
-6 |
3.20368518639501 |
0.483653595198234 |
-8.51634640480177 |
-6.75272440080029 |
0.247275599199710 |
-5.52724400800294 |
2.73092919439794 |