ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.2823 | 0.2099 | 0.5397 | -0.407 |
(p-val) | (0.1138 ) | (0.1459 ) | (0 ) | (0.0379 ) |
Estimates ( 2 ) | -0.4827 | 0 | 0.4498 | -0.192 |
(p-val) | (7e-04 ) | (NA ) | (0 ) | (0.2169 ) |
Estimates ( 3 ) | -0.5853 | 0 | 0.4346 | 0 |
(p-val) | (0 ) | (NA ) | (0 ) | (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 |
-0.0442990254551903 |
-1.09542876151057 |
0.412219821370059 |
-0.245893993019415 |
0.0381275587239522 |
0.432729269217137 |
0.377124585226767 |
-0.482270002995236 |
-0.925408606534139 |
-0.0560242215477658 |
0.32090007975827 |
0.603113940371009 |
-0.746178617685248 |
-1.06413420981366 |
0.271008225654984 |
1.13294352659136 |
-1.15104727775417 |
0.546930074215835 |
0.532102623739501 |
0.828758667049666 |
-0.899006255963979 |
0.66254884721004 |
-2.17664214957917 |
1.26217183434111 |
0.233920923896004 |
0.831721250707478 |
-1.25152813087961 |
-0.686971026274671 |
1.33701298598017 |
-0.0363133307434573 |
-1.87460059103875 |
0.113254246197162 |
1.02009518671133 |
0.125898308355911 |
-0.0617565756393574 |
-0.211033686412773 |
0.301720808586218 |
0.852736396542095 |
0.596164679189709 |
-1.59677961987363 |
0.66447615866635 |
-0.282203688151689 |
-0.386681092878561 |
0.377898835842700 |
2.06796682458817 |
-1.86845446302836 |
2.15666440083614 |
-0.632139087194706 |
1.24839840773407 |
-1.26722248522957 |
-1.28362362970892 |
0.372035061959412 |
-1.53523216287998 |
-3.70487881329145 |
-1.83872387081707 |
-1.77278612913399 |
-0.5319718714427 |
0.416425728762540 |
-0.559792277495709 |
-0.155649990728854 |
-0.397189391384341 |