ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | 0.6811 | -0.1378 | -0.1479 | -0.4501 |
(p-val) | (0.0519 ) | (0.4776 ) | (0.3457 ) | (0.1781 ) |
Estimates ( 2 ) | 0.5186 | 0 | -0.2157 | -0.3249 |
(p-val) | (0.1485 ) | (NA ) | (0.0876 ) | (0.4319 ) |
Estimates ( 3 ) | 0.2405 | 0 | -0.176 | 0 |
(p-val) | (0.0509 ) | (NA ) | (0.202 ) | (NA ) |
Estimates ( 4 ) | 0.2366 | 0 | 0 | 0 |
(p-val) | (0.0575 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 |
(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 |
2.2522510593653e-07 |
-1.78777431068903e-05 |
4.41368226939522e-05 |
1.83275262334299e-05 |
1.10600274703359e-05 |
2.36769051694335e-06 |
-2.75742920985042e-05 |
-7.13903070824579e-05 |
-7.95204112084819e-06 |
-7.31263663778843e-07 |
2.19710687341312e-07 |
1.27922953893456e-05 |
6.99028242543171e-06 |
-5.19642544403266e-06 |
-5.46221376054056e-05 |
1.6052879331984e-07 |
1.57709245117306e-05 |
4.47231332817023e-06 |
-1.15993303955238e-05 |
1.75484357779654e-05 |
9.3374087015458e-06 |
3.44316010460007e-06 |
1.37585055198135e-06 |
-1.78864742280668e-07 |
2.04294807712048e-06 |
-1.34036681682809e-06 |
4.10773396121363e-06 |
9.07017239409313e-06 |
3.18230955852265e-06 |
6.12132565914596e-06 |
4.33946063815058e-06 |
1.01671349782129e-05 |
1.07396978765276e-05 |
6.8842147594665e-06 |
2.96331802629605e-05 |
1.09870720289813e-05 |
-1.67655219000712e-05 |
-2.62406317292932e-05 |
1.8957392762348e-05 |
1.64266059877505e-05 |
-2.84639449070562e-05 |
2.51402482895234e-05 |
2.63089415748931e-06 |
-2.82409605248575e-06 |
-1.70083343710212e-05 |
-1.59776804325553e-05 |
3.47453315745831e-06 |
-1.19591523809888e-05 |
-1.99616299591162e-05 |
7.65408452115711e-06 |
2.86179755922865e-06 |
-1.69557846032602e-06 |
3.83272206001584e-06 |
1.72772445408671e-06 |
1.19492604365424e-07 |
5.61772879472278e-06 |
-7.43906888514822e-06 |
-7.18856928322718e-06 |
3.2556356866224e-06 |
-2.30125991355631e-05 |
1.90816658343299e-05 |
-2.20919574770099e-05 |
6.62939275652418e-05 |
-6.27718088883707e-06 |