ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6423 | -0.2468 | -0.3988 | -0.1175 | 1.3363 | -0.3391 | -0.9243 |
(p-val) | (0.0034 ) | (0.1981 ) | (0.0064 ) | (0.622 ) | (0 ) | (0.0796 ) | (0.01 ) |
Estimates ( 2 ) | 0.55 | -0.1746 | -0.4453 | 0 | 1.3205 | -0.3229 | -0.9267 |
(p-val) | (0 ) | (0.1121 ) | (0 ) | (NA ) | (0 ) | (0.0754 ) | (0.006 ) |
Estimates ( 3 ) | 0.4502 | 0 | -0.5546 | 0 | 1.3203 | -0.3258 | -0.8883 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0 ) | (0.0359 ) | (0 ) |
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 |
0.00629998303352481 |
-0.129271533890364 |
0.165078469447738 |
-0.0511738695954086 |
0.138391937278084 |
0.399835718561899 |
-0.12533001003469 |
0.222221296042674 |
0.110002032397401 |
-0.150061061029842 |
0.0183805112129521 |
-0.0482005121120014 |
-0.0730252027538083 |
0.0433474564922246 |
0.373686236349735 |
-0.319045945732569 |
0.0731479154285045 |
-0.0177750845452709 |
0.223161929289976 |
-0.109078914911311 |
-0.0386003048905012 |
0.0230015347206244 |
-0.122196564449890 |
0.149730895360258 |
-0.140408528796708 |
0.110924944176076 |
0.156647624602389 |
-0.167642811271372 |
-0.0966632832474934 |
-0.0403403275418297 |
0.0631031919174086 |
0.0146540591671646 |
0.0378910444103078 |
-0.138129135308941 |
-0.261206122710657 |
-0.366398489959793 |
0.239745455650762 |
-0.000675085109291564 |
0.404058500815132 |
-0.085147211012492 |
-0.0412646325698787 |
-0.211582650047401 |
0.0688552637999181 |
0.0725432591407016 |
-0.356600359983859 |
-0.0591830326191331 |
0.0665697531491209 |
0.08982305183997 |
0.175155382875760 |
-0.215594058806082 |
0.0390650208511024 |
-0.08572254711729 |
-0.108286415666015 |
-0.0918056570913114 |
0.0571996196100435 |
-0.104706787650710 |
0.0606261664551945 |
0.0203516683962703 |
0.0387946237162888 |
0.166550100494843 |
-0.122709027438228 |
-0.117869446109028 |
-0.255758652563592 |
-0.0615262209243871 |
-0.0884482693982458 |
-0.236531335911725 |
-0.0914314591014418 |
-0.123383117529463 |
-0.0260432599085957 |
0.0298702202186437 |
-0.0424179280173456 |
0.237460629620628 |
-0.22964529999214 |
-0.206609306274144 |
0.169010018545516 |
-0.286186996604210 |
-0.3783025326998 |
0.127111134297171 |
-0.0854424221681394 |
-0.0535430464632641 |
-0.0688434723276686 |
-0.102957914703058 |
-0.0181058505764202 |
-0.255623614818038 |
0.0119073046234506 |
0.557902204882372 |
0.240168818846808 |
-0.118031066442192 |
-0.00201761050044880 |
-0.051934940673006 |
0.128034533759852 |
0.0577968350606024 |
0.272717555973972 |
-0.0552214690659554 |
0.170251453545932 |
0.234265803457158 |