ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | 0.2857 | 0.291 | -0.0017 | -0.8693 |
(p-val) | (0.2985 ) | (0.1589 ) | (0.9918 ) | (9e-04 ) |
Estimates ( 2 ) | 0.2869 | 0.2917 | 0 | -0.8708 |
(p-val) | (0.2557 ) | (0.1373 ) | (NA ) | (1e-04 ) |
Estimates ( 3 ) | 0 | 0.1461 | 0 | -0.6094 |
(p-val) | (NA ) | (0.3165 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.5542 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
0.120899915290805 |
-1.09811355532737 |
5.53423191972653 |
-6.25718470900612 |
-13.2752620043223 |
2.55903737970698 |
-1.38500473899820 |
-1.68761977917374 |
12.9846298487075 |
-4.46013681728405 |
-6.27569609575876 |
-2.12761084051564 |
-0.36287392027422 |
2.99346284341904 |
-2.87796412494960 |
4.87858836810139 |
1.34517934786598 |
8.38252836321226 |
-6.55543430077135 |
1.24852986308468 |
-2.68599129736564 |
-2.98652567178951 |
2.73961124344962 |
0.928034322348153 |
3.91041613535494 |
-3.40000657014317 |
-0.341824420489852 |
2.75363269412087 |
-3.15787240186501 |
8.66870689256403 |
-2.25962378141825 |
-2.96949551340303 |
-3.31173032128523 |
4.98173734070675 |
-1.46953576487894 |
-12.5182296980820 |
-2.81310829491272 |
2.93420031600256 |
1.78920277966684 |
11.8375019692732 |
6.3264544609504 |
-2.18072318047929 |
-0.612120130436807 |
-9.13023308623771 |
7.04812029512112 |
1.76860161046201 |
4.52245175901611 |
-6.17412555367864 |
-3.53698199878036 |
-12.0676514927972 |
-11.2004633391007 |
-0.775027144319068 |
-9.43177853458636 |
4.30919554309783 |
-4.78596771583659 |
-2.1799027168873 |
4.55712594320374 |
1.34122768412851 |
-1.25464668271977 |
-2.20391479340057 |