ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.6792 | -0.55 | -0.1729 | -0.189 |
(p-val) | (0.3552 ) | (0.3259 ) | (0.664 ) | (0.8002 ) |
Estimates ( 2 ) | -0.8575 | -0.6808 | -0.2604 | 0 |
(p-val) | (0 ) | (0 ) | (0.0527 ) | (NA ) |
Estimates ( 3 ) | -0.7282 | -0.4865 | 0 | 0 |
(p-val) | (0 ) | (1e-04 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.0314796223103059 |
-3.00870920563557 |
-2.07677512619799 |
-1.25010391965540 |
0.817975239137125 |
0.0252076485413113 |
0.554937772830776 |
0.230027371950115 |
2.35672227418686 |
1.41350455171120 |
2.73311719024401 |
1.31551925971717 |
-2.70076272244080 |
-0.721411049152714 |
-0.149388576811997 |
-0.118199629770334 |
-0.676562489695275 |
1.79699928690761 |
1.79845572032988 |
0.245100010770855 |
1.80710848932636 |
-1.75934771184948 |
-0.0186697168761931 |
0.189651523600062 |
-1.84149562719087 |
-1.07019530156943 |
-0.507291477584104 |
0.866365633831705 |
-1.76077926699189 |
-0.580719393339347 |
-0.435702079860853 |
-0.994868534845203 |
1.63136048315789 |
-1.1949403709466 |
-1.00525975426991 |
1.32302234837564 |
-0.628357549594746 |
0.632048410440518 |
-2.16903155809288 |
2.53779364144266 |
-0.632933703679292 |
-1.41749196342200 |
-0.455343045381255 |
0.812255211942954 |
0.627897309219833 |
0.650904313655623 |
-1.29800419154382 |
0.74391671726854 |
-1.50461634127457 |
-1.42734677658523 |
0.263353807408564 |
-0.430830854870631 |
0.379576092518008 |
1.70309353400146 |
-3.12314448117342 |
-1.32526207118689 |
-0.60032490743804 |
1.23607137604666 |
0.738007075905376 |
0.899100896289585 |