ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.7281 | -0.5322 | -0.3488 | 0.078 | -0.8148 | -0.5092 | -0.9018 |
(p-val) | (0.2362 ) | (0.121 ) | (0.1364 ) | (0.9074 ) | (0 ) | (0.0012 ) | (0.0196 ) |
Estimates ( 2 ) | -0.6579 | -0.4954 | -0.3249 | 0 | -0.8137 | -0.5039 | -0.9042 |
(p-val) | (0 ) | (8e-04 ) | (0.0158 ) | (NA ) | (0 ) | (9e-04 ) | (0.0183 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.185896826118010 |
-4.72828077711281 |
-0.306914391204421 |
0.129989532779104 |
2.58065271854452 |
0.351164077485721 |
-3.34286707672667 |
-4.68002337705942 |
4.16112541529869 |
0.906631393248856 |
-0.338676684936402 |
2.54951312150564 |
-5.96216020110244 |
2.14658527851311 |
4.25399864586243 |
2.84482382976724 |
-0.917612527000813 |
-1.93657823038056 |
-3.84490584436664 |
0.952517861334442 |
-1.2187731533887 |
-1.32424489734651 |
2.8249133250741 |
-3.46987968644838 |
2.59565459689924 |
3.81380272842136 |
2.52124455618409 |
-1.79653914311241 |
1.47104153448378 |
-2.75869749767444 |
-5.77712139466348 |
0.494875117248057 |
0.575127988921558 |
0.174123697603557 |
3.5065018587076 |
3.03531497228551 |
2.73451886266063 |
6.39648944984084 |
-3.26536352285567 |
0.596654518581692 |
-2.06070791718027 |
0.923115106122199 |
-6.08130235956421 |
4.74899157770316 |
0.373189054175416 |
-4.22763898720384 |
-2.17468835729631 |
0.0174230573791375 |
-2.40465914923579 |
-6.74041063643989 |
-0.406329881932564 |
0.784244157340076 |
1.64820726403671 |
0.00484490137186634 |
0.737447900549466 |
0.340229923946354 |
1.65517881453671 |
1.52802908309115 |
6.82502960376655 |
-0.759836501268105 |