ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0444 | 0.3034 | 0.6518 | -0.1489 | 0.0648 | -0.4027 | -0.9599 |
(p-val) | (0.7717 ) | (0.0047 ) | (0 ) | (0.527 ) | (0.7118 ) | (0.031 ) | (0.019 ) |
Estimates ( 2 ) | 0 | 0.3183 | 0.6785 | -0.0964 | 0.0485 | -0.4181 | -0.8923 |
(p-val) | (NA ) | (5e-04 ) | (0 ) | (0.5218 ) | (0.7792 ) | (0.0189 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.3092 | 0.6846 | -0.0941 | 0 | -0.434 | -0.836 |
(p-val) | (NA ) | (3e-04 ) | (0 ) | (0.5329 ) | (NA ) | (0.008 ) | (0.0494 ) |
Estimates ( 4 ) | 0 | 0.3088 | 0.6881 | 0 | 0 | -0.4549 | -0.894 |
(p-val) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (0.0034 ) | (0 ) |
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 |
0.0968987150669511 |
-1.16560002705916 |
0.130192810027227 |
4.3016282240883 |
1.83326890041344 |
-1.81309058001017 |
1.43398943318277 |
0.491194606142525 |
3.74455955018981 |
0.746365905251559 |
-2.06561924676348 |
-0.730216397495854 |
2.40818701143929 |
-0.628168551094523 |
-4.45738103565748 |
-7.1755362255742 |
0.0759645227020602 |
1.90517176764853 |
6.58140856093699 |
-4.09387646356937 |
-1.43748824932476 |
-0.104305217256915 |
-0.843312348837282 |
3.70559517354020 |
3.96406677922751 |
3.59393687012016 |
0.141156527942712 |
6.61697087410053 |
-3.66922732785387 |
4.2506631118736 |
-0.420974522926263 |
-0.1542459525276 |
-1.43996939849306 |
-0.0448355498944967 |
3.8785686824656 |
2.41879308733474 |
-0.585834484338209 |
0.164953781478823 |
-0.923285013992327 |
0.806988903930555 |
-3.22753040663704 |
-0.0261536605576614 |
1.42798377629643 |
0.757263877125494 |
1.27551901948046 |
-5.86264345814432 |
2.15924516530429 |
2.63003818949443 |
-1.38682781710874 |
3.02077655694048 |
7.44547625816352 |
-3.72897572894931 |
-0.0945134725266779 |
-0.00332427092611115 |
-0.107573252470751 |
-2.51084247235604 |
-4.38059534126866 |
-1.05360808042378 |