ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.4707 | -0.0025 | 0.1384 | -0.8331 | 0.9824 | -0.8976 |
(p-val) | (0.0266 ) | (0.9839 ) | (0.2589 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0.4789 | 0 | 0.142 | -0.8403 | 0.9813 | -0.8938 |
(p-val) | (0.0136 ) | (NA ) | (0.2422 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 3 ) | 0.3189 | 0 | 0 | -0.6864 | 0.9837 | -0.9073 |
(p-val) | (0.1052 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.4214 | 0.9886 | -0.921 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0 ) |
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 |
0.00371356954579582 |
-0.0429190928547927 |
0.209562847445091 |
-0.136858543752409 |
0.0391368204771269 |
-0.108001213847756 |
0.0971808258966619 |
-0.186939413132197 |
0.038538702102613 |
-0.104883358977964 |
-0.213282755719765 |
0.392066399700539 |
0.136497821487897 |
0.250762050810693 |
0.13009185687407 |
-0.507469200534169 |
0.0128233242117078 |
0.154895234930361 |
0.125796342391428 |
0.222967858503851 |
0.0307339015728168 |
-0.0210914493155143 |
0.324450024880247 |
0.252195915712856 |
-0.0560922084287556 |
-0.167987009786066 |
-0.221575945510651 |
0.458511582009741 |
0.198853590022678 |
-0.176639365696922 |
0.342541259973108 |
0.37537981123437 |
0.0254270353120868 |
-0.104818720401043 |
0.213301184916298 |
0.103806762581822 |
0.148601648020628 |
-0.151139119564231 |
0.059160578900646 |
-0.165252592039028 |
-0.0685559848038341 |
-0.388700535971292 |
0.170782712521669 |
0.0891550068221429 |
-0.132761378254143 |
-0.150176572788003 |
-0.0704845603152394 |
-0.391012746439806 |
0.0904612933257369 |
0.0984248525855098 |
0.036662838595912 |
-0.101123887077144 |
0.000367306033302576 |
0.308573062063412 |
0.174724127417027 |
0.264484602799462 |
0.377120005800857 |
0.0378559212292162 |
-0.063123976822328 |
-0.0634945561404104 |
-0.302108028073348 |
0.0726081140179008 |
0.00929253183964151 |
-0.0319678732941555 |
0.138947036058215 |
-0.0798756827687929 |
0.399400312811703 |
-0.115542994926859 |
-0.0404228431021049 |
0.341658842242738 |
0.044968443750983 |
0.0455168310143499 |
-0.131707527773099 |
-0.143024444108154 |
0.0797551975655046 |
0.243125885312653 |
-0.298600930406647 |
0.120735715221373 |
0.177484209913799 |
0.00795250109757561 |
-0.0578769325614442 |
-0.180471928687622 |
-0.0591651652949807 |
0.102864505205473 |
-0.0165352244214437 |
-0.0704142677931428 |
0.0511375501270323 |
-0.132676956430461 |
0.0612664078356854 |
0.0163849022470223 |
-0.101378673836646 |
0.206284875599269 |
-0.172915784450777 |
0.0828351389482772 |
0.060753826247603 |
-0.0588090409043024 |
-0.0512896614459361 |
-0.0104452815465937 |
-0.200183654710073 |
-0.142384304021159 |
-0.125450298785049 |
0.133744732087662 |
0.0401701486118262 |
0.239413728244983 |
-0.0932333411125513 |
0.337599415382961 |
0.0165501080911215 |
-0.177576395252485 |
0.235872062819504 |
-0.0118248394233032 |
-0.208123371978843 |
0.0187054009129064 |
-0.257543563638374 |
-0.0431358072202196 |
-0.0142187995180079 |
-0.0907071401729271 |
0.109507789272411 |
0.0476193751603875 |