ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.4419 | 0.2256 | 0.6847 | -0.5094 | -0.2973 | -0.2825 |
(p-val) | (0.1989 ) | (0.0325 ) | (0.0449 ) | (0.0265 ) | (0.0666 ) | (0.2561 ) |
Estimates ( 2 ) | -0.4343 | 0.2339 | 0.6809 | -0.7383 | -0.425 | 0 |
(p-val) | (0.1505 ) | (0.0191 ) | (0.0226 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.1147 | 0.2463 | -0.7422 | -0.4268 | 0 |
(p-val) | (NA ) | (0.1865 ) | (0.0028 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.2198 | -0.7692 | -0.4289 | 0 |
(p-val) | (NA ) | (NA ) | (0.0024 ) | (0 ) | (0 ) | (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 |
-0.290163108993786 |
-0.133699355983087 |
-0.133927639315075 |
-0.0905399403890235 |
0.0567200167579325 |
0.0399667027346969 |
0.0648770755224164 |
0.0945288535772817 |
-0.110559579577187 |
-0.011148752819994 |
0.0698889645414434 |
-0.116625317442710 |
-0.234995442992713 |
0.00233767861660672 |
-0.078866118414022 |
0.149045104706349 |
-0.0248433227639443 |
-0.0301590526959326 |
-0.000357247134431335 |
-0.0541266372507627 |
-0.106117696542919 |
-0.0373207565248338 |
-0.0329119278273869 |
-0.0575521922422115 |
-0.16956372852891 |
0.00115121216129981 |
0.095628891715475 |
0.115438496317817 |
-0.156049928460712 |
-0.022683030701878 |
0.0873732642485132 |
0.0138400772012165 |
-0.0732866296122636 |
0.0372614217455716 |
0.0478636539090674 |
0.156967871830112 |
-0.194710218802631 |
0.158538735119693 |
0.0743630244605922 |
-0.0753943552959979 |
-0.0857928419967635 |
0.282359144098493 |
-0.0625063952475813 |
-0.0818097730692387 |
0.41611436823149 |
-0.110962083363233 |
0.0960849881064405 |
0.094634254438688 |
-0.369205650472551 |
0.0935078289583657 |
0.255430706282297 |
0.286147925114150 |
0.210729881069582 |
-0.0722958542080079 |
-0.23999375080588 |
-0.0278124679289107 |
0.116318903057547 |
-0.00190909022765595 |
-0.193944712319976 |
0.226883332278533 |
0.227792677061473 |
-0.171884759277319 |
0.150453212365633 |
0.0626928204887349 |
-0.054097257375048 |
-0.109836894775086 |
-0.00384307279492191 |
-0.0136615938360762 |
-0.00276775465817991 |
0.207346091794506 |
-0.196762186157713 |
0.102854903754363 |
0.0660259751089427 |
0.128142523368936 |
0.0984065050876097 |
-0.279082685183468 |
-0.258721533917921 |
-0.0143749622906597 |
0.08243889117459 |
0.149004080811139 |
-0.0772499644667306 |
0.0153991098794108 |
0.0187738530209174 |
-0.077634467971123 |
0.0316659993821276 |
-0.0924764939448437 |
0.102478477184079 |
-0.0140901066378376 |
0.144800759354851 |
-0.0813005252950916 |
0.0190391843781157 |
0.0732113077181537 |
-0.142216434968844 |
0.255000519700076 |
-0.036917258454352 |
0.0106893554280560 |
-0.391665690057167 |
0.151872769443671 |
0.0580811404440311 |
0.0735898856756165 |
0.0907316284129678 |
0.0284501904738050 |
0.0506844377946294 |
0.0999350208028744 |
0.150956963169136 |
-0.0293618673664327 |
-0.189415961689093 |
-0.0322304184357165 |
-0.0890463074569254 |
0.00474935840604474 |
-0.0806633441865756 |
0.400897140202446 |
0.0991776778664786 |
-0.00290919593358297 |
-0.00899690015737065 |
-0.0266132589081138 |
-0.259533713114678 |
-0.0511267903168289 |
0.165788348752784 |
0.052213395888657 |
-0.126282547936668 |
0.112625703014245 |
0.0420042809699481 |
0.0948112898854703 |
-0.0918913458585564 |
0.081528173950332 |
-0.165727938723791 |
-0.0167209877070889 |
0.174262460328507 |
0.258706917739715 |
0.518292962483528 |
-0.0669315501252328 |
0.172722557005983 |
0.0851651108017535 |
0.29017390654262 |
-0.172622244058957 |
0.376068348256894 |
0.264785621097133 |
-0.0711659502002391 |
-0.251909008119014 |
0.0520397142117162 |
-0.226515948042703 |
-0.432600192294018 |
-0.414418696882109 |
-0.130987120197574 |
0.308164190049112 |
-0.295169747055766 |
-0.155504691760029 |
-0.153154499738122 |
0.0871483418673194 |
-0.355150539701924 |
0.291250038078374 |
-0.209098885375326 |
0.0313399188306107 |
0.0939897426620178 |