ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ma1 | sma1 |
Estimates ( 1 ) | -0.1027 | 0.16 | -1 | -0.6945 |
(p-val) | (0.4349 ) | (0.2161 ) | (0 ) | (6e-04 ) |
Estimates ( 2 ) | 0 | 0.1767 | -1 | -0.7207 |
(p-val) | (NA ) | (0.1709 ) | (0 ) | (8e-04 ) |
Estimates ( 3 ) | 0 | 0 | -1 | -0.7275 |
(p-val) | (NA ) | (NA ) | (0 ) | (9e-04 ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-3.98983393452878 |
13.1132490678514 |
-5.27714424051414 |
-7.27752191864714 |
4.90433106326222 |
1.00231402473829 |
61.2214290761142 |
-64.2320791108607 |
-14.5136901998899 |
34.5325065603621 |
-2.69774606097119 |
-50.4222695356216 |
-5.81117865232775 |
-19.9087658079921 |
16.5962558093818 |
36.053015385511 |
-84.8676759581912 |
49.9592540719398 |
-37.8401236454427 |
40.9165880768033 |
63.8708275002336 |
17.8583819982293 |
23.2410218374261 |
41.4462454811856 |
8.52854584407399 |
-20.679152417712 |
-29.8986431449555 |
-18.9277969109388 |
-50.0951803207062 |
-32.7051624376415 |
-40.9537996994444 |
26.2746659893226 |
18.749911164946 |
-14.7115479442265 |
-19.5882169046035 |
2.37006376074556 |
-27.4601517758742 |
34.2801504526341 |
20.1746258132109 |
-85.3606570860836 |
32.9922035090541 |
-5.57589719506197 |
-28.7130315315181 |
46.7919076998891 |
11.6214219136606 |
-4.73093866262047 |
-0.655205072281534 |
-12.6650581485381 |
10.4660604171218 |
-30.4138725512568 |
-30.9936503464389 |
-2.2188954120994 |
-31.0154166509392 |
-5.16942693209479 |
-22.6726785252358 |
37.5588326240282 |
6.50825791087253 |
-3.46028919841033 |
-6.25042814202802 |
-1.73328137607369 |