ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1017 | 0.295 | 0.599 | -0.7531 | 0.2467 | -0.2767 | -0.9982 |
(p-val) | (0.7796 ) | (0.331 ) | (0.0018 ) | (0.0564 ) | (0.2925 ) | (0.246 ) | (0.1561 ) |
Estimates ( 2 ) | 0 | 0.3507 | 0.6187 | -0.8327 | 0.2204 | -0.2971 | -0.9997 |
(p-val) | (NA ) | (0.0124 ) | (0 ) | (0 ) | (0.3083 ) | (0.1855 ) | (0.0359 ) |
Estimates ( 3 ) | 0 | 0.3118 | 0.5988 | -1.2319 | 0 | -0.3609 | -0.635 |
(p-val) | (NA ) | (0.0136 ) | (0 ) | (0 ) | (NA ) | (0.071 ) | (0.082 ) |
Estimates ( 4 ) | 0 | 0.3122 | 0.5969 | -0.8565 | 0 | -0.3258 | 0 |
(p-val) | (NA ) | (0.0063 ) | (0 ) | (0 ) | (NA ) | (0.0997 ) | (NA ) |
Estimates ( 5 ) | 0 | 0.334 | 0.5977 | -0.8913 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.001 ) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-0.0347288961752513 |
-0.295523024552066 |
0.0209197662596505 |
0.0210266400503273 |
0.0351702407065578 |
0.276035036898369 |
0.0817616651171454 |
0.211422184765566 |
0.00265662771925861 |
0.319296443968310 |
-0.420573251721437 |
0.191380227071559 |
-0.320118297991292 |
0.0790240295579928 |
-0.168278342545516 |
-0.048053263547759 |
0.244598672332469 |
-0.0423821366726384 |
-0.243818054006195 |
-0.0297726364833825 |
0.0820477430282981 |
0.0575736522008875 |
-0.0543918828183715 |
-0.241843955655949 |
0.0283380728578782 |
0.174433041757127 |
0.132526421438396 |
-0.338778839709715 |
0.00344022138501573 |
0.0449123345740006 |
-0.0757486521782412 |
0.161967246768490 |
0.397517794264292 |
-0.361609947443710 |
0.165437101409616 |
-0.0429286374963504 |
-0.0865100732828803 |
-0.112183219062135 |
-0.234926606361879 |
0.202496833092299 |
-0.255500973576113 |
-0.561494709746538 |
-0.266328288620729 |
-0.437508181503969 |
-0.217990517731547 |
0.421584026360518 |
-0.0565672426820641 |
-0.0569786063190295 |
0.103226114255096 |