ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | 0.1649 | 0.2989 | -0.563 | -0.3588 | -0.1252 |
(p-val) | (0.1811 ) | (0.007 ) | (0 ) | (0.0385 ) | (0.5116 ) |
Estimates ( 2 ) | 0.1558 | 0.2931 | -0.5683 | -0.3239 | 0 |
(p-val) | (0.1888 ) | (0.007 ) | (0 ) | (0.0399 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.273 | -0.5288 | -0.4086 | 0 |
(p-val) | (NA ) | (0.0108 ) | (0 ) | (0.0031 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0125999890355114 |
2.34983475171661 |
-2.03068987347286 |
5.03736475706582 |
-6.04152574737165 |
-6.55452890034205 |
-0.354334007517026 |
1.27576667889068 |
8.76975026532941 |
1.50409739154893 |
-0.359680049851322 |
-2.09642820095443 |
-1.44705378513000 |
1.40737044519148 |
-6.50129424406854 |
9.88144241276322 |
3.2855374474651 |
0.116279569058321 |
0.603436777227053 |
2.82161392839699 |
-2.62027619375155 |
0.495036585897648 |
-4.89057504946131 |
-3.17628027798077 |
3.64679284929018 |
-5.19757692268966 |
-1.4649478434737 |
0.907957360766126 |
0.654966373596215 |
0.930271185516082 |
-1.61566264176774 |
1.39519897476196 |
4.32706755054632 |
3.2497142150318 |
1.96144834136437 |
1.89607806433634 |
4.40191586545361 |
2.57445703979067 |
5.23121511266553 |
-10.0729119666730 |
0.864117798343081 |
-1.50331358142218 |
2.18664374796631 |
-1.87821653076002 |
-1.04827691298515 |
-2.44938179455263 |
-2.48374004564598 |
3.45003581812378 |
-5.70155650176489 |
-4.03842954703882 |
-1.17797831514631 |
-7.3747727060673 |
-0.636798877837876 |
1.08457672002646 |
-1.60234075229272 |
-1.26447249055316 |
-2.64131175972921 |
2.96098941355191 |
4.27063625894707 |
2.65363902404972 |