ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.9653 | -0.5098 | -0.1805 | -0.3059 | 0.3009 | -0.2782 | -0.9994 |
(p-val) | (0.002 ) | (0.0892 ) | (0.3892 ) | (0.3131 ) | (0.0589 ) | (0.1917 ) | (0.26 ) |
Estimates ( 2 ) | 1.1856 | -0.7513 | 0 | -0.4772 | 0.3141 | -0.2597 | -1.0006 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.003 ) | (0.0489 ) | (0.2054 ) | (0.2673 ) |
Estimates ( 3 ) | 1.1622 | -0.77 | 0 | -0.4299 | -0.3163 | -0.3316 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.0076 ) | (0.028 ) | (0.0497 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-0.029096870418418 |
0.331070790253389 |
-0.00153423063948882 |
0.0392140824619431 |
-0.201719396150459 |
0.0732407694251304 |
0.0696259872328846 |
-0.245104118028297 |
0.0560853665479262 |
0.081916683143845 |
0.171599900153093 |
0.0240262769587692 |
-0.166724945215430 |
-0.120643984357356 |
0.0182299125388057 |
-0.0188750392595686 |
0.0320208897521913 |
0.00769458501215519 |
-0.118997036045705 |
0.108324954348899 |
-0.00967612220326738 |
0.0784848569073535 |
0.159410258884674 |
-0.182237054804652 |
0.0400335761667791 |
-0.321776307286014 |
0.0942269546773248 |
-0.0676647078195828 |
-0.142899627169957 |
-0.111480936190002 |
-0.102067482571021 |
-0.0800320664542264 |
0.0445770075980684 |
0.00758729334644165 |
0.262362034965736 |
-0.267128551690618 |
-0.100640638137991 |
0.0460600685803785 |
-0.170090967864388 |
-0.229453687609552 |
0.179866731919291 |
-0.147722657512578 |
-0.0030110542671543 |
-0.104623058962761 |
-0.0661238147604896 |
0.0408472383989223 |
-0.177586770936874 |
0.0291711641281051 |
0.521847334686659 |
-0.00223417705103162 |
0.0310702876110233 |
-0.0152037516163548 |
-0.0585051429289252 |
0.132243788083749 |
0.0714917981732743 |
0.323406388218266 |
-0.067003586859068 |
0.206734619739921 |
0.214342710082225 |
-0.00329572433923989 |
0.176521643848856 |