ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.592 | 0.0701 | 0.0222 | -0.5472 | -0.3794 | -0.5316 |
(p-val) | (0.1826 ) | (0.5822 ) | (0.8583 ) | (0.2048 ) | (0.0073 ) | (1e-04 ) |
Estimates ( 2 ) | 0.6328 | 0.0774 | 0 | -0.5871 | -0.3791 | -0.5325 |
(p-val) | (0.0662 ) | (0.5232 ) | (NA ) | (0.0752 ) | (0.0071 ) | (1e-04 ) |
Estimates ( 3 ) | 0.7738 | 0 | 0 | -0.6838 | -0.4022 | -0.5068 |
(p-val) | (4e-04 ) | (NA ) | (NA ) | (0.0046 ) | (0.0028 ) | (1e-04 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.318082085682388 |
0.120265570544112 |
0.417455711542217 |
-0.0924157196959736 |
-0.0571870077937098 |
-0.57216321443551 |
-0.165241707665443 |
-0.303420437996119 |
0.246489500539647 |
0.185928695982927 |
-0.0319836287706822 |
0.0742353735799544 |
-0.102611184197555 |
0.270182269572914 |
0.271430502081265 |
0.305293916389921 |
0.0184147498504898 |
-0.766753601094937 |
-0.649497904834216 |
0.331415793778465 |
0.0805701027193122 |
0.383538738279371 |
0.0382603866924622 |
-0.198188480094755 |
0.218859979806667 |
0.107820936500155 |
-0.254471336852927 |
0.146407935059536 |
-0.101156666587748 |
0.236034921161629 |
0.166343623099636 |
-0.113583399504476 |
-0.00275528311885218 |
0.260479530998388 |
-0.227784287142880 |
0.63616851531565 |
-0.122293320841697 |
-0.376198058844932 |
-0.262908420398151 |
0.393929751523359 |
0.403536229179296 |
0.00259515301462390 |
0.128744797633112 |
0.176564675229434 |
-0.00192949478467178 |
0.262769229883188 |
-0.162389296609883 |
-0.0582177020517550 |
-0.105086163359787 |
0.119552725144266 |
-0.183055746014236 |
0.464128961064193 |
-0.270814716846630 |
0.257750126652989 |
0.211215038130745 |
-0.0194053708607693 |
-0.0955856562652673 |
0.166042670889292 |
-0.5346342348548 |
-0.395304213229047 |
0.344395543139647 |
0.326321927782666 |
-0.530004313334791 |
0.420839117795147 |
-0.308153768861055 |
0.249150616846562 |
-0.279273928384044 |
-0.0885394086075328 |
-0.0431180347374066 |
-0.0291862857486316 |
-0.147691373945090 |
0.556536782229239 |
0.949991300661418 |
0.333466069802482 |
-0.205330088981324 |
0.337934336694823 |
0.566266025709934 |
-0.295601199664506 |
0.615997479521693 |
0.550881283171242 |
-0.0838940587887052 |
-0.671528541180182 |
0.0541558217580068 |
-0.0830729229423069 |
-0.870173758951751 |
-0.168488261375544 |
-0.47053822544643 |
0.301314833423081 |
-0.655695728162085 |
-0.0358884805356296 |
-0.165200008436655 |
-0.200913884026395 |
-0.606005183501661 |
0.749647820708774 |
-0.163604446502583 |
-0.130125578219689 |
-0.108528610924297 |