ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.0288 | -0.6397 | 0.2245 | 0.0751 | -0.2925 | -1 |
(p-val) | (0 ) | (0 ) | (0.2145 ) | (0.6238 ) | (0.0735 ) | (0.0013 ) |
Estimates ( 2 ) | -1.0277 | -0.6512 | 0.2298 | 0 | -0.3127 | -1 |
(p-val) | (0 ) | (0 ) | (0.194 ) | (NA ) | (0.0442 ) | (0.0141 ) |
Estimates ( 3 ) | -0.8823 | -0.5694 | 0 | 0 | -0.2826 | -0.9994 |
(p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (0.0723 ) | (0.014 ) |
Estimates ( 4 ) | -0.9106 | -0.5774 | 0 | 0 | 0 | -1 |
(p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) | (3e-04 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-0.35749079520884 |
1.06132984455242 |
4.83047182090659 |
0.45170663096277 |
-2.12725340552384 |
1.99116329486546 |
-0.508629648999831 |
3.32795100978288 |
-0.00121816477884091 |
-2.96087917433473 |
-0.0847974462447133 |
2.13619213372883 |
-2.13970706344917 |
-3.91728761300883 |
-5.59414545116521 |
1.24473759189043 |
1.92594226068633 |
5.9310561678077 |
-5.29344493888291 |
0.0965349396933215 |
0.0938740541775848 |
-1.51018455280668 |
4.53042821962568 |
2.75447595729373 |
2.39449053092773 |
-0.501109482233385 |
5.29176577707427 |
-5.18210454443727 |
5.31313592233698 |
-0.859586803629476 |
-1.75282041489143 |
-1.00583855882983 |
-0.591151945461569 |
3.37201630239254 |
2.28925691060022 |
-1.83574590142197 |
0.775707708556144 |
-0.5551340280147 |
1.57222505553957 |
-3.71080533287213 |
0.501704971132705 |
0.317681165879262 |
0.444723447604901 |
0.982318618751572 |
-6.08670458491534 |
3.24277975649365 |
1.71239517281052 |
-3.10973370799748 |
3.25668214677061 |
6.28321232272937 |
-6.01655450625245 |
1.71728208642485 |
-0.747212131885038 |
-1.03366811971707 |
-1.56072343211748 |
-3.71162139950809 |
-1.00045977311531 |
-2.88369898416991 |
-9.39998118098208 |
-7.78632823915669 |
-7.28295035876528 |
-1.34563372073459 |
-0.064767561244396 |
-3.3295710589979 |
-3.07986507984243 |
-1.15741321801982 |
5.92784607910211 |
2.01517351279285 |
-1.86825723555268 |