ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | -0.0589 | 0.375 | 0.5243 | 1.1739 | -0.4986 |
(p-val) | (0.5307 ) | (0 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.3649 | 0.4875 | 1.1328 | -0.4631 |
(p-val) | (NA ) | (0 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.535415407549118 |
-0.0451232019473495 |
1.84334827773492 |
1.61478554041384 |
0.182554233006964 |
0.0577813860071554 |
-0.555186789357466 |
0.814333348086472 |
-1.34114946845156 |
-0.59142187339624 |
0.0332668872407302 |
0.0828520122399659 |
0.764248192915164 |
-0.56956738797993 |
1.82672198251406 |
1.78464863026243 |
0.418621271472298 |
-1.53218134869707 |
0.583241277057414 |
1.01279351984162 |
-1.38491841097387 |
-0.887136463538086 |
0.556189172276563 |
-0.21308701734567 |
0.635339589397072 |
-0.384939308693497 |
1.70358199140081 |
1.0624471349658 |
3.09786727895648 |
-3.668775040107 |
0.936207533038469 |
0.40727656097194 |
-0.353407491048698 |
-1.00252455878448 |
0.0715711516565571 |
-0.252206945491383 |
0.916382291241066 |
-0.462765490142504 |
1.23503356094174 |
2.42750701334131 |
-0.251844935024235 |
0.481406052088438 |
-0.129790366996184 |
-0.653595984258055 |
-1.22658894161181 |
0.600436817334979 |
-0.0256221209397682 |
-0.534583682139877 |
0.921065020754702 |
-0.554004334979184 |
1.10556989771268 |
2.90834915140465 |
-0.37202194571062 |
-0.508894172097524 |
0.0996298245825793 |
0.269199348510094 |
-0.835515134141732 |
-0.566121999442188 |
0.0850660391228977 |
-0.240629690925124 |
0.878820347109489 |
-0.442697883668417 |
1.08924507579163 |
2.01026033417006 |
0.296932559876528 |
-0.0418982308163356 |
-0.798690412606275 |
0.719323001673439 |
-0.651715656826952 |
-0.806095031191429 |
0.177573030770359 |
-0.127017226261232 |
0.844872918512321 |
-0.589584748345518 |
1.37541274988401 |
1.50933841169681 |
0.539000678977485 |
0.0111354956656644 |
-0.584667927682427 |
0.465231805588473 |
-0.621178108153488 |
-0.776331876003802 |
0.547446899367113 |
-0.522555953854228 |
0.78431098259175 |
-0.613094669516878 |
1.53763220167315 |
1.30921509186716 |
1.4922700625289 |
-2.03566057167218 |
0.768544698442231 |
0.38123299103928 |
-0.866859180140497 |
-0.586437608370412 |
0.304662017345971 |
-0.404274930011055 |
0.596683629852333 |
-0.20577032038059 |
1.26580470992036 |
1.21285401277332 |
1.8686056629448 |
-2.32265309652017 |
1.30932032754183 |
-0.570251208092584 |
-0.584269618316187 |
-0.565931011416489 |
0.694816607064052 |
-0.796295005860372 |
1.13169184710066 |
-0.739145126829786 |
1.2846211195548 |
2.35465112039308 |
0.268626857718719 |
-1.63768467727232 |
1.46416854969542 |
-0.377004689037032 |
-0.984896675413395 |
-0.208640955178219 |
0.310402969087666 |
-0.406731095478027 |
0.719740585332695 |
-0.53997343781016 |
1.2149384279321 |
3.07154887337953 |
-0.528271988078957 |
0.13726706480206 |
-1.06829172751974 |
1.04671542702525 |
-0.919347888108956 |
-0.50342875042131 |
-0.0961105808231699 |
-0.15381604450644 |