ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.3266 | 0.0042 | 0.0646 | -0.1098 |
(p-val) | (0.7552 ) | (0.993 ) | (0.663 ) | (0.9161 ) |
Estimates ( 2 ) | -0.3354 | 0 | 0.0639 | -0.1007 |
(p-val) | (0.2492 ) | (NA ) | (0.6166 ) | (0.739 ) |
Estimates ( 3 ) | -0.4195 | 0 | 0.0722 | 0 |
(p-val) | (9e-04 ) | (NA ) | (0.554 ) | (NA ) |
Estimates ( 4 ) | -0.4129 | 0 | 0 | 0 |
(p-val) | (0.0011 ) | (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 |
0.0801999515346076 |
-4.91186855523397 |
0.787542814368592 |
-3.6896012544305 |
-2.62383263411636 |
3.16385628750551 |
-1.25920628780833 |
-1.97028785118748 |
2.33195105701316 |
-0.452310229838801 |
-0.746561640127524 |
6.79060576570706 |
-2.82610776253691 |
-0.475221025446785 |
-6.06637638391041 |
5.44102344029486 |
0.985963385947997 |
0.181100540147895 |
1.49573959791637 |
0.0067824848463971 |
-0.120899033653600 |
0.895889861130783 |
-0.757439493833331 |
-5.32509625734971 |
-0.578723556885734 |
-0.184060628901960 |
1.16900747158154 |
-3.80487257772867 |
3.50296267061097 |
-0.105095155760168 |
-1.01970315701762 |
-1.94327711850529 |
0.271510216119722 |
-1.57744774549455 |
3.30398179573629 |
0.527572513591636 |
1.77570743981580 |
-1.70780876004339 |
-0.0854912717223186 |
0.483992882299646 |
-1.70807001452403 |
1.40317809857078 |
-1.35674480157618 |
-0.920506854183131 |
9.99197581199681 |
-0.854733039621806 |
-7.21628314219079 |
1.76586499773656 |
-3.38748064372879 |
-3.53029068608963 |
-12.7614360595794 |
-3.33887407314538 |
1.51174214740194 |
1.72959400747461 |
2.12311860362968 |
2.37407355718854 |
-0.864856074406255 |
2.32629670220046 |
0.48501200742497 |
-2.38536292858939 |