ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.0827 | -0.1606 | 0.0313 | -0.7473 | 0.2471 | -0.9993 |
(p-val) | (0.6765 ) | (0.3036 ) | (0.8443 ) | (0 ) | (0.1783 ) | (0.0042 ) |
Estimates ( 2 ) | 0.0674 | -0.1668 | 0 | -0.7341 | 0.2528 | -0.9993 |
(p-val) | (0.7124 ) | (0.2764 ) | (NA ) | (0 ) | (0.1642 ) | (0.0042 ) |
Estimates ( 3 ) | 0 | -0.1846 | 0 | -0.7032 | 0.2273 | -1 |
(p-val) | (NA ) | (0.2057 ) | (NA ) | (0 ) | (0.1751 ) | (0.0043 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.76 | 0.2438 | -0.9994 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.146 ) | (0.0026 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1.3257 | 0 | -0.6882 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.004 ) |
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 |
-0.000147101381681560 |
0.00231678192915959 |
0.00107663784378811 |
0.000588242640199327 |
-0.00193121397106755 |
-0.00115396887444719 |
1.67766802700346e-05 |
-0.000572992365005339 |
0.000679712185559347 |
0.00114651470325692 |
0.00226473681519841 |
-0.00137359311284542 |
-0.00179364898708331 |
-0.000431557465130162 |
0.00261412288272679 |
0.00131261297110676 |
-0.00130971242777158 |
0.00164337628507768 |
0.000940176334582702 |
0.00113564283531175 |
0.00132300602768257 |
-0.00174116256818279 |
-0.00162357666752078 |
-0.000410792783854382 |
0.000813640457595132 |
0.000178509074200479 |
-0.000470759621755481 |
-0.0015554155418163 |
0.0015509674888384 |
9.65605373715832e-05 |
-0.000334359614361923 |
-0.000685322258012795 |
-0.00108374166175763 |
-0.00307572700499469 |
0.00065008052163694 |
0.00102887319758382 |
-0.000552738515882601 |
0.00141156824546565 |
0.000418110600150537 |
-0.00204830867621891 |
0.00124108269525550 |
-0.00298321135991754 |
-0.00537740847931361 |
0.00126707904517194 |
-0.000641779070453354 |
0.000662666007004634 |
0.000193008577229683 |
-0.00321987133027019 |
5.97020876323705e-05 |
-0.000985639082023133 |
-0.00231429877070312 |
0.000419824345116609 |
0.00117660613782126 |
0.00141584999459145 |
-0.00102145362815240 |
0.0004313158194742 |
9.84484790029877e-05 |
0.00127167157209885 |