ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | sma1 |
Estimates ( 1 ) | 0.4043 | -0.0644 | -0.4445 | 0.646 |
(p-val) | (0.0011 ) | (0.6316 ) | (3e-04 ) | (0.0022 ) |
Estimates ( 2 ) | 0.3759 | 0 | -0.4759 | 0.6765 |
(p-val) | (4e-04 ) | (NA ) | (0 ) | (0.0017 ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.00799999069677674 |
0.0655663342169155 |
-0.314102001255427 |
0.0317091212383197 |
0.155293551955888 |
-0.0385296932752220 |
-0.135299939602451 |
0.063351499333042 |
-0.149507863309862 |
0.107606696702245 |
-0.365779540569387 |
0.306369336289387 |
-0.165030433548478 |
-0.0614039060297787 |
0.332379767610916 |
-0.0425578132993392 |
0.159580418051046 |
0.175832652756516 |
0.0978392879070364 |
0.0214734260417475 |
0.161757845713646 |
-0.296125900215458 |
-0.265367512443518 |
-0.314298154683168 |
-0.204607555286643 |
-0.0256918532722725 |
-0.216389630003503 |
-0.073306028205756 |
0.0193603927076025 |
0.0464891112190371 |
-0.146355499795622 |
-0.11979708891645 |
0.117661731213615 |
-0.114399869028316 |
-0.235663394997600 |
0.669566272730368 |
-0.205335752194856 |
-0.296422715780536 |
0.234801150217888 |
-0.071665143409048 |
0.230591319009915 |
0.0978467074132594 |
-0.0529846055384834 |
-0.169757880843664 |
-0.0787911958903475 |
-0.131552793161012 |
0.368608089286427 |
0.401037799559772 |
-0.325095914527676 |
-0.0483688425824608 |
-0.293752968747722 |
0.087442507412597 |
0.143539016596883 |
0.299657987760763 |
0.162358545177224 |
0.301302497926733 |
0.207749504274858 |
0.143481850585403 |
0.0602674854418447 |
0.0935698111190615 |
-0.0204159304893309 |