ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.5906 | -0.4846 | -0.0262 | -0.2525 | 0.0624 | -0.3397 |
(p-val) | (0.5062 ) | (0.4785 ) | (0.9595 ) | (0.7744 ) | (0.9555 ) | (0.7842 ) |
Estimates ( 2 ) | -0.5482 | -0.4519 | 0 | -0.2941 | 0.0631 | -2.9501 |
(p-val) | (0.0174 ) | (0.0093 ) | (NA ) | (0.2478 ) | (0.844 ) | (0.2781 ) |
Estimates ( 3 ) | -0.5472 | -0.4555 | 0 | -0.2942 | 0 | -0.296 |
(p-val) | (0.0162 ) | (0.0077 ) | (NA ) | (0.2414 ) | (NA ) | (0.112 ) |
Estimates ( 4 ) | -0.7429 | -0.5499 | 0 | 0 | 0 | -0.2603 |
(p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.1392 ) |
Estimates ( 5 ) | -0.7726 | -0.5429 | 0 | 0 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (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 |
1.52747960276774 |
-0.681184273113141 |
2.06817583855262 |
-4.18478500289897 |
-2.73266070116819 |
2.64331556888235 |
4.30757331711743 |
-1.68737920582813 |
-2.55590575859820 |
-0.984435327829334 |
-2.72835531940038 |
-9.94384714376614 |
-0.0886698876070005 |
-1.68149100297934 |
8.36746171172007 |
-2.24147175981394 |
-2.35826155914421 |
3.97530791853671 |
-4.80413691660704 |
-3.00436608596628 |
13.5807605375743 |
7.39976638972261 |
-9.43658938010737 |
6.26675444758699 |
-0.652948431911606 |
8.73894644305031 |
-5.35952729357134 |
-3.09669751628309 |
-1.10486166400532 |
1.71103988002133 |
-6.34011454352197 |
13.2106064807564 |
-2.65658702222718 |
-1.25919489270056 |
-5.54000292531862 |
4.27593353948654 |
8.19129394280867 |
4.63029807982819 |
1.16223675748871 |
2.64409829461313 |
3.6841498796416 |
-5.61193618737928 |
-4.78645798263972 |
-1.28253730472758 |
-4.52739476163479 |
-1.39927388688943 |
-5.41277297382736 |