ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.858 | -0.0151 | 0.0951 | -0.8436 | 0.3446 | -0.9117 |
(p-val) | (0 ) | (0.913 ) | (0.3923 ) | (0 ) | (0.0894 ) | (0.024 ) |
Estimates ( 2 ) | 0.85 | 0 | 0.0879 | -0.8428 | 0.3422 | -1.1054 |
(p-val) | (0 ) | (NA ) | (0.329 ) | (0 ) | (0.0898 ) | (0.015 ) |
Estimates ( 3 ) | 0.9486 | 0 | 0 | -0.8808 | 0.3612 | -0.9989 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0125 ) | (0.3544 ) |
Estimates ( 4 ) | 0.9387 | 0 | 0 | -0.8651 | -0.2782 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.012 ) | (NA ) |
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 |
-0.356407470092331 |
0.835445611894906 |
1.12456553235036 |
-0.113287717339022 |
1.24928566477999 |
-0.495149190194074 |
0.561886123089957 |
-1.30027406000635 |
3.84064183089802 |
0.771207454085965 |
-2.10305595578061 |
0.565942133209822 |
-0.458340762764288 |
1.20620820881624 |
1.43443148258661 |
-0.979904519735964 |
0.43888017240462 |
0.75667212828806 |
1.43116297150200 |
-3.87696864919845 |
0.399623747484444 |
1.36267469908375 |
3.18456962920392 |
0.477942096498955 |
-0.0256670557695497 |
0.158308881811867 |
0.153737289700052 |
0.880733558767638 |
-0.263595969328814 |
0.988908291317159 |
0.626259648816564 |
-1.38808875843941 |
0.442060741997747 |
-1.15186722924021 |
-0.468848347009606 |
1.25517559669302 |
-0.0661888350362847 |
0.454242701436977 |
0.510208364970746 |
-1.65217353478056 |
0.295513936062805 |
0.614532890204526 |
-1.45172694112036 |
0.0414107048954709 |
1.28298272313937 |
1.81681249801684 |
0.261836804133086 |
-0.735314355838125 |
-2.09227555947151 |
0.273961318748307 |
0.685998555346896 |
-0.593389312289247 |
0.422139128367655 |
-0.189126860346064 |
-0.220034730634236 |
-2.04780034842236 |
0.401833114512009 |
-1.66094945023522 |
0.540311794444765 |
0.394266704472423 |
-0.777391772320282 |
0.307830351153187 |
-0.262810074898632 |
0.641962754558323 |
1.3809452345912 |
-0.222640715861499 |
-1.14993133029045 |
-1.43279639081243 |
-0.306900732847962 |
-3.40486842785645 |
-0.232023671899319 |
-1.55136900571527 |
1.24454500184208 |
-1.15225938733293 |
-0.904495590648264 |
0.57095002893743 |
-1.48258654977520 |
-1.86384211266407 |
1.63008518529925 |
-0.00442099601883775 |
-2.91500588903483 |
1.78235003926364 |
1.17581679217853 |
1.87317946944422 |
0.124810704986217 |
0.0154419546870501 |
-0.146012033665942 |
0.845100156694567 |
-1.76845449661072 |
3.00070891200707 |
-0.83956422799482 |
-1.37126401481751 |
-0.313895725623826 |
0.627980833168996 |
2.93514474756649 |
2.31011141339983 |