ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5504 | 0.2224 | -0.2904 | -0.8881 | 0.8707 | 0.1087 | -0.7424 |
(p-val) | (3e-04 ) | (0.0921 ) | (0.0227 ) | (0 ) | (0.0015 ) | (0.6272 ) | (0.0459 ) |
Estimates ( 2 ) | 0.5476 | 0.2393 | -0.2981 | -0.891 | 0.9922 | 0 | -0.8518 |
(p-val) | (3e-04 ) | (0.0591 ) | (0.0183 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.6209 | 0 | -0.2059 | -0.872 | 0.9953 | 0 | -0.8839 |
(p-val) | (3e-04 ) | (NA ) | (0.0673 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | -0.7521 | 0 | 0 | 0.5142 | 0.9844 | 0 | -0.7662 |
(p-val) | (0 ) | (NA ) | (NA ) | (0.0137 ) | (0 ) | (NA ) | (5e-04 ) |
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 |
0.00509985932295509 |
-0.320818222286888 |
-0.197117196687452 |
-0.273021303154159 |
-0.259307390005561 |
0.117630375827139 |
0.555831262688101 |
0.010351517675088 |
0.186684058005416 |
0.364862612399688 |
0.208424913402032 |
0.0647618673786489 |
0.0525051410399968 |
0.321269449652341 |
-0.350838864527021 |
0.0658651693688728 |
0.149554375196613 |
-0.114936607453198 |
-0.0612678864901738 |
-0.00290255501150305 |
0.299406072944713 |
-0.236384620475663 |
0.0015162047029825 |
-0.0938556758527673 |
0.124750000263356 |
-0.471783613685228 |
0.234820874083843 |
-0.0203883669827977 |
-0.129022235700457 |
0.041076861804919 |
-0.29004767860936 |
0.314346990835869 |
0.191624455541518 |
0.303417989902342 |
-0.268503945062622 |
0.289915006795012 |
-0.0448823511961261 |
0.213557197426895 |
-0.0820876439224611 |
0.236085417896762 |
0.173065057049405 |
0.251710933962102 |
-0.160389171911666 |
0.40817566275154 |
0.0820190953928902 |
0.0173582939155595 |
-0.0866614148161779 |
0.000536593053893895 |
0.329911858162196 |
0.115744305385573 |
0.0621722848647087 |
-0.0861085957245128 |
0.0753749365683205 |
-0.250523461798932 |
-0.228666727370203 |
0.0163675459851644 |
-0.129247437631836 |
0.0984376599509383 |
0.100778218291185 |
-0.0302527053025421 |
-0.1037533234522 |
-0.218990024090205 |
0.187279008866825 |
0.330481842656331 |
-0.412290770407357 |
0.0545177145540067 |
-0.122307642656818 |
-0.0956975808541104 |
0.143309956329961 |
0.0187572159841698 |
0.0916514301580276 |
-0.114220581652296 |
0.0100967146974866 |
-0.318283738127712 |
0.2145351886932 |
-0.141165358157766 |
0.131873070807267 |