ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.8423 | 0.1485 | -0.8159 | 0.2854 | 0.1685 | -0.9989 |
(p-val) | (0 ) | (0.4029 ) | (0 ) | (0.367 ) | (0.5965 ) | (0.1069 ) |
Estimates ( 2 ) | 0.8377 | 0.1398 | -0.803 | 0.0796 | 0 | -0.6863 |
(p-val) | (2e-04 ) | (0.4295 ) | (0 ) | (0.8843 ) | (NA ) | (0.3884 ) |
Estimates ( 3 ) | 0.8313 | 0.1422 | -0.8042 | 0 | 0 | -0.5857 |
(p-val) | (1e-04 ) | (0.4175 ) | (0 ) | (NA ) | (NA ) | (0.0236 ) |
Estimates ( 4 ) | 1.0352 | 0 | -0.8173 | 0 | 0 | -0.6598 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.025 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.00493230141437728 |
0.107678628845633 |
-0.0528205753233406 |
0.199100607082406 |
-0.144367730984423 |
0.266128654838783 |
0.172225906110077 |
0.224491244879139 |
-0.0348470699291920 |
-0.111686469164129 |
0.099749222622141 |
0.111497284666774 |
-0.00839447738635663 |
-0.00563672447314335 |
-0.126370656774087 |
-0.00253206274864999 |
-0.0119283780625802 |
0.159852751087222 |
0.0636514476997631 |
-0.152200041338903 |
-0.0539034689208854 |
-0.07844074268474 |
-0.0743117351630078 |
0.0768226887832288 |
0.00579521326840513 |
-0.214006255534506 |
0.238247691622851 |
0.0509449472997333 |
-0.0101884217162066 |
0.0443616294178435 |
0.0389873761426418 |
0.139619405285727 |
0.109398088418867 |
-0.141010565534075 |
0.037450542625394 |
-0.082281430607799 |
-0.148506552263898 |
-0.083510811324401 |
-0.0243974136493362 |
0.0336833609224408 |
0.176519781465256 |
0.0126360834319074 |
-0.0731455812572029 |
0.0552629651973458 |
-0.0252148558710217 |
0.0330607466977735 |
-0.00121732736080765 |
-0.0393173147888723 |
-0.178516980582396 |