ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5486 | -0.1576 | -0.4231 | -0.0313 | 0.2088 | 0.1709 | 0.3806 |
(p-val) | (0.0201 ) | (0.4107 ) | (0.0041 ) | (0.9072 ) | (0.8038 ) | (0.7351 ) | (0.6461 ) |
Estimates ( 2 ) | 0.5253 | -0.1412 | -0.4339 | 0 | 0.2085 | 0.1788 | 0.3794 |
(p-val) | (0 ) | (0.2596 ) | (1e-04 ) | (NA ) | (0.8218 ) | (0.7445 ) | (0.6784 ) |
Estimates ( 3 ) | 0.5287 | -0.1448 | -0.4329 | 0 | 0 | 0.3099 | 0.5775 |
(p-val) | (0 ) | (0.2486 ) | (1e-04 ) | (NA ) | (NA ) | (0.082 ) | (0 ) |
Estimates ( 4 ) | 0.4451 | 0 | -0.5125 | 0 | 0 | 0.277 | 0.5975 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1169 ) | (0 ) |
Estimates ( 5 ) | 0.4122 | 0 | -0.4849 | 0 | 0 | 0 | 0.551 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
0.00729999092221275 |
0.190224471809585 |
-0.157357836989852 |
0.172314354563849 |
0.331918345414523 |
-0.169703175240346 |
0.199035582618543 |
0.133837871970487 |
-0.176695132179261 |
-0.253393222540106 |
-0.343525394373579 |
-0.121333683423906 |
0.00647812794858592 |
0.51032990578132 |
-0.0543835766046127 |
-0.0871426260069365 |
-0.161639526873189 |
0.284178767024069 |
0.095375379784786 |
-0.143629859396655 |
-0.0529248407905281 |
0.229157993696178 |
0.046590977792113 |
0.186678792738721 |
-0.392295499292547 |
0.0816344700078657 |
-0.0763051432761504 |
-0.0836853065645718 |
0.243212936921955 |
-0.162499082107828 |
0.124787179493852 |
0.202081457282607 |
0.110165183273961 |
0.00678558766279427 |
0.19258176400227 |
-0.334609749222586 |
-0.226254147552368 |
-0.346889585508613 |
-0.174901151149919 |
-0.0165865539770563 |
-0.213467245825008 |
-0.0964004013871579 |
-0.0342387453392114 |
0.0511017095561987 |
-0.105980988085580 |
-0.122554056469446 |
0.179874055892822 |
-0.132965363216563 |
-0.167514064111079 |
0.618743660466614 |
-0.182220521482765 |
-0.321384504802015 |
0.198073245160173 |
-0.0368548171174205 |
0.192803111151923 |
0.0397495089764337 |
-0.124481824764093 |
-0.189062419248129 |
-0.104009628752603 |
-0.0181694853436873 |
0.457711693057071 |
0.479949655515191 |
-0.358090826186837 |
-0.0782601040598765 |
-0.162772229736979 |
0.168875373370551 |
0.183737722245596 |
0.244402224241617 |
0.145872653918808 |
0.279795423469631 |
0.167846192635128 |
0.18931133241393 |
0.177133782556048 |