ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2734 | -0.1121 | -0.1666 | -0.4055 | 1.0256 | -0.1659 | -0.0964 |
(p-val) | (0.2502 ) | (0.2664 ) | (0.1096 ) | (0.0794 ) | (0.1477 ) | (0.7845 ) | (0.8928 ) |
Estimates ( 2 ) | 0.2725 | -0.1109 | -0.1667 | -0.4045 | 0.9301 | -0.0837 | 0 |
(p-val) | (0.2531 ) | (0.2708 ) | (0.1092 ) | (0.0811 ) | (0 ) | (0.42 ) | (NA ) |
Estimates ( 3 ) | 0.2473 | -0.1346 | -0.1603 | -0.3712 | 0.8565 | 0 | 0 |
(p-val) | (0.3179 ) | (0.1577 ) | (0.1301 ) | (0.1219 ) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0 | -0.1492 | -0.196 | -0.1379 | 0.8572 | 0 | 0 |
(p-val) | (NA ) | (0.1006 ) | (0.0316 ) | (0.1404 ) | (0 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | -0.1503 | -0.1761 | 0 | 0.8577 | 0 | 0 |
(p-val) | (NA ) | (0.0976 ) | (0.0536 ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | -0.1658 | 0 | 0.8654 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0718 ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0.8694 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
0.0559998852152633 |
-0.493896873364634 |
-0.493896873364634 |
-0.987774567512833 |
9.93823000176787 |
-0.586194140197587 |
-7.68751056589317 |
-3.33966294852904 |
0.429813645031793 |
-1.22306236050721 |
-0.387148988105899 |
1.0240939117167 |
-3.1790261312384 |
-5.0454536432582 |
-4.0137177585503 |
1.44819243280776 |
0.841409399737355 |
2.17969801643555 |
-1.73266657002515 |
-8.06571228807107 |
8.60981291854194 |
-0.334926871345123 |
4.75053530730328 |
3.61827550903922 |
4.19213041938715 |
-3.79054822946422 |
9.70309656335496 |
-1.30481000432226 |
-0.239045671970004 |
-4.18403094181251 |
-3.35133824921843 |
2.80361259428111 |
2.26146839403967 |
2.49924097981172 |
-2.60790853259369 |
1.07120014090196 |
-6.63714848357267 |
1.14652131023368 |
-1.23746151713059 |
1.54755663980393 |
11.5631756773691 |
3.24139827235349 |
-0.701479351284132 |
10.2563339658872 |
-2.94489100586251 |
-5.78748839028522 |
6.79431478166191 |
5.9550320151792 |
7.99483304039295 |
-7.04636839223017 |
-5.51175848427593 |
-3.38566124618367 |
3.18364393412584 |
0.906160332366917 |
7.17349376234177 |
7.47708219897042 |
-5.86046612170084 |
-4.08054017321996 |
3.19332756653989 |
0.319595007657352 |
1.37314374171947 |
0.459430792130583 |
-4.31529513951182 |
9.8377414934571 |
2.65447899718868 |
5.51664743247295 |
3.89578300556218 |
0.110260870088769 |
0.905004879136158 |
-2.69130528473603 |
9.15761451252449 |
-4.67587915706826 |
2.02828775800485 |
-6.08812584767335 |
-0.848867752979329 |
3.22884771065786 |
-4.76216620747938 |
10.0643639249429 |
-1.80365481397992 |
-4.041705411162 |
4.53647207420368 |
1.27722948511292 |
2.71494904872247 |
-2.98625229115164 |
-7.91791855375443 |
-0.87819280547091 |
8.48347072627108 |
-6.28135915023324 |
-3.67782642483031 |
3.79098609354026 |
-9.35494494875011 |
5.42924781064487 |
-6.35112635227124 |
1.64151446618105 |
8.41860163489749 |
-6.11616812572276 |
-3.89690540156151 |
5.94210917809354 |
6.57477404609063 |
2.53897589056262 |
-4.46837465429453 |
-5.48322577209247 |
2.92641420148313 |
-1.06268550612349 |
-2.78613020257466 |
1.99145230799011 |
5.06497199204414 |
6.04930091019776 |
-1.6778355872977 |
-4.50123046727257 |
4.39563205247514 |
0.351093295039824 |
-0.078743595656535 |
2.63210831940019 |
-1.96551715036875 |
2.80719539904876 |
2.53659023294771 |
-10.4791047436627 |
1.80942984068822 |
-1.36718444180429 |