ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1834 | 0.322 | -0.5308 | 0.0436 | 0.2261 | -0.1468 | -0.9998 |
(p-val) | (0.359 ) | (0.0069 ) | (0 ) | (0.8333 ) | (0.2877 ) | (0.509 ) | (0.0013 ) |
Estimates ( 2 ) | 0.2148 | 0.3177 | -0.5371 | 0 | 0.2308 | -0.1426 | -0.9998 |
(p-val) | (0.1029 ) | (0.0068 ) | (0 ) | (NA ) | (0.2767 ) | (0.5199 ) | (0.0012 ) |
Estimates ( 3 ) | 0.1819 | 0.3124 | -0.543 | 0 | 0.2665 | 0 | -0.9999 |
(p-val) | (0.1239 ) | (0.0067 ) | (0 ) | (NA ) | (0.1991 ) | (NA ) | (1e-04 ) |
Estimates ( 4 ) | 0.1204 | 0.3045 | -0.5252 | 0 | 0 | 0 | -0.9986 |
(p-val) | (0.2853 ) | (0.0104 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0612 ) |
Estimates ( 5 ) | 0 | 0.3027 | -0.499 | 0 | 0 | 0 | -1 |
(p-val) | (NA ) | (0.0129 ) | (1e-04 ) | (NA ) | (NA ) | (NA ) | (0.0285 ) |
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 |
0.0125999820845844 |
1.83830613521411 |
-1.56724957074969 |
3.92522316813066 |
-4.54965953552762 |
-4.92523175478605 |
-0.692696397229217 |
1.23925772629546 |
6.69212009610286 |
1.79058162870085 |
-0.448964957746028 |
-1.79429040056308 |
-1.94534939113238 |
1.03803791830266 |
-5.273503624443 |
9.15060324115208 |
1.91926400225243 |
-0.495025719362109 |
-0.250794881039272 |
2.64905064325634 |
-1.19111963601809 |
1.36223412049575 |
-4.6008028225713 |
-2.5631800308054 |
1.35668989403497 |
-3.43090433035864 |
-2.95790783465389 |
4.58278566055896 |
0.299328910527801 |
-0.234090476516597 |
-1.72556934859907 |
2.48297175658514 |
4.58782552296855 |
4.08479218627945 |
-0.097825585348064 |
0.367383651814365 |
3.25809052823977 |
1.12894087940795 |
2.22967701392178 |
-4.87853013830047 |
0.917792312980533 |
-1.68437741352707 |
1.32149347949724 |
0.313678655131189 |
0.95630976315104 |
-0.203617185587385 |
-3.45610071489902 |
2.48482766714668 |
-3.08721695092108 |
-4.01705449034554 |
-0.871208541767336 |
-7.75078734659404 |
-0.0777851745422627 |
0.253051765622566 |
-0.947460498949565 |
-0.332375675367505 |
-0.82325596763845 |
3.45579768045633 |
2.35402261806208 |
3.95581797730488 |