ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.0099 | -0.0088 | 0.0032 | -0.9913 |
(p-val) | (0.901 ) | (0.9114 ) | (0.9672 ) | (0 ) |
Estimates ( 2 ) | -0.0101 | -0.0091 | 0 | -0.9911 |
(p-val) | (0.899 ) | (0.909 ) | (NA ) | (0 ) |
Estimates ( 3 ) | -0.0096 | 0 | 0 | -0.9916 |
(p-val) | (0.9034 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -1.0079 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(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 |
-0.00234399765297672 |
3.7650341110951 |
0.687267777249347 |
4.88529010947268 |
0.921429554891796 |
0.723136428264338 |
-0.0612461415728016 |
4.43131158919402 |
-1.64354715098187 |
-1.60547872983747 |
-0.381179785386481 |
7.15657083492871 |
3.3720827051331 |
-4.9063502325688 |
3.8394878598039 |
-1.70594280409214 |
3.26612008217933 |
-9.65331780402026 |
-1.63173907233055 |
0.21225885910066 |
-1.32703024696464 |
3.7768551186577 |
-5.69075518422084 |
-1.59935918739774 |
-10.9095258717012 |
-3.32348028976001 |
-449.224885707355 |
15.4987198936101 |
19.3034833983059 |
11.8917119715141 |
10.9672061623036 |
14.2454680140574 |
8.77923338220784 |
9.5604003736084 |
12.9963478965173 |
8.6913826272032 |
9.69789822822404 |
9.79793290860512 |
13.5390605187465 |
7.57414720702161 |
11.9466935728941 |
8.18429976735358 |
13.5764472510675 |
4.64580317614442 |
6.36973934819248 |
16.16867705364 |
13.4259786338215 |
6.30384720579281 |
9.67148808709455 |
10.8964800530814 |
10.4699302019835 |
3.10305029993681 |
6.14649036857577 |
5.05943278822604 |
-444.017878940554 |
12.9289919323454 |
22.873433073398 |
11.4837949469591 |
16.6624240919568 |
21.4580325551265 |
21.1224065207332 |
19.6793817554462 |
6.87959897290654 |
10.4307462853893 |
15.856300271916 |
11.9357893412929 |
11.7503798969079 |
22.3576992522898 |
9.16689514321441 |
8.89600280660324 |
11.1417687554046 |
9.33785603123541 |
14.3525465103001 |
5.56096329204729 |
14.5082346499758 |
9.81609112795996 |
1.72724740425709 |
12.4090209966739 |
17.5807089101864 |
5.55602074369231 |
17.6660233545341 |
12.4239435871982 |
11.3344781456116 |
14.8530065532856 |
11.65459661223 |
11.8098143457058 |
0.116206138668735 |
11.1506043203983 |
7.47971886816341 |
10.9944268822126 |
10.9157119703716 |
18.0276690822453 |
10.5637427829697 |
-0.792074584580809 |
13.4077755959848 |
11.2280056705644 |
10.4600451304246 |
9.58966986542662 |
5.65075676595564 |
-1.45168775058872 |
6.31476289566086 |
5.04692816145548 |
8.97170574436936 |
10.8354548090076 |
10.1542664962027 |
2.544631376935 |
12.4258716065308 |
10.0746616168835 |
6.28737170559044 |
2.34269525710983 |
4.0810358144697 |
10.8284420317904 |
14.1046344174242 |
11.7464961922094 |
7.92311065004379 |
11.4689066333889 |
5.12508804633475 |
1.37897140098658 |
4.67037646892347 |
12.9414721023417 |
-0.680910306321326 |
15.5065160799434 |
-2.46044552317248 |
10.9548763781334 |
13.0932475603901 |
-1.06912303658707 |
-2.83808504388381 |
1.32656875073182 |
7.19112552447489 |
8.53715851132722 |
2.81070218650559 |
1.84683125694435 |
8.34051620255256 |
0.544521116184296 |
9.19652428448948 |
7.23575137050773 |
2.93365492438958 |
3.66936806967061 |
6.67596814951463 |
3.31731144938829 |
6.97648651922698 |
3.6946879217628 |
8.51411671843909 |
3.58777518656354 |
9.81669514798765 |
2.28850551827832 |
9.6847574408369 |
7.83723508781478 |
7.40241750758837 |
0.984822866991743 |
-0.467924115503936 |
5.90181322595082 |
2.65776190520122 |
-2.83471427956358 |
6.82300863915077 |
1.97322542907315 |
6.99684130653567 |
3.23663442598009 |
-0.680179863841289 |
10.9291204539557 |
2.49844397108544 |
9.18523690609472 |
3.20637572144227 |
9.64671410806601 |