ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | -0.5263 | -0.3351 | 0.0859 | 0.1747 | 0.1169 |
(p-val) | (1e-04 ) | (0.0163 ) | (0.4953 ) | (0.2149 ) | (0.4423 ) |
Estimates ( 2 ) | -0.5602 | -0.385 | 0 | 0.1651 | 0.121 |
(p-val) | (0 ) | (0.0014 ) | (NA ) | (0.2432 ) | (0.4312 ) |
Estimates ( 3 ) | -0.5694 | -0.3808 | 0 | 0.1849 | 0 |
(p-val) | (0 ) | (0.0016 ) | (NA ) | (0.2048 ) | (NA ) |
Estimates ( 4 ) | -0.5968 | -0.3786 | 0 | 0 | 0 |
(p-val) | (0 ) | (0.0018 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
5.55157540231221e-07 |
-2.67834774327402e-05 |
-7.73443450298995e-05 |
-2.89678717010498e-05 |
-7.45777822815848e-05 |
-1.47679157746972e-05 |
0.000109349867205907 |
-2.80705724645946e-06 |
-1.61784405000561e-05 |
-5.08061056110672e-06 |
4.03019633880033e-05 |
-6.84622207929435e-05 |
-5.37173549089083e-05 |
1.52200621620794e-05 |
-3.12443840970799e-05 |
6.80688502332799e-05 |
-2.81844993521875e-06 |
-8.86221867212048e-07 |
3.52876342584283e-05 |
2.8939600942783e-05 |
2.1193891158095e-06 |
-4.0506714249995e-05 |
7.99802188754276e-05 |
1.52478438059712e-05 |
1.05222962150208e-05 |
2.58825154130437e-05 |
-5.20589733608087e-05 |
4.80625611862511e-05 |
3.04956871331298e-05 |
-5.74686749665257e-05 |
1.45717811744853e-05 |
-2.81925653418301e-05 |
0.00010396166849195 |
-0.000130929187110001 |
3.9852615149822e-05 |
5.46341197090283e-05 |
-2.67782285038496e-05 |
-5.34553516749181e-05 |
8.27186954183414e-06 |
-7.19121294592712e-06 |
5.31995792989859e-05 |
-3.98215763100556e-05 |
6.60201893254603e-05 |
4.60780481493909e-05 |
-4.86141328025374e-05 |
3.77129467829244e-05 |
-2.17370931175394e-05 |
-6.94204232001428e-05 |
0.000168244265701607 |
4.20265726926984e-05 |
-1.01135683101158e-05 |
-5.15686000745897e-05 |
2.70007567073431e-06 |
-5.20765266554431e-05 |
1.30087067800762e-05 |
-4.5347125801507e-05 |
1.1955799253715e-05 |
2.16865200032962e-05 |
9.41851866236846e-05 |
5.51582017956841e-05 |
-1.36156464477941e-05 |
-8.85190257618934e-05 |
-0.00017237510480532 |
-7.42537538579167e-05 |
-8.66132816326936e-05 |
-6.08161077277053e-05 |
7.76110961286917e-05 |