ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.0469 | -0.6189 | -0.5 | -0.1154 | 0.2451 | 0.7013 |
(p-val) | (0 ) | (0 ) | (0.0026 ) | (0.8965 ) | (0.6488 ) | (0.4272 ) |
Estimates ( 2 ) | 1.0474 | -0.618 | -0.5016 | 0 | 0.181 | 1.6991 |
(p-val) | (0 ) | (0 ) | (0.0026 ) | (NA ) | (0.3231 ) | (0.0021 ) |
Estimates ( 3 ) | 1.0315 | -0.5911 | -0.5364 | 0 | 0 | 1.7102 |
(p-val) | (0 ) | (0 ) | (0.0017 ) | (NA ) | (NA ) | (0.0023 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.00809997382538958 |
-0.157351879548873 |
-0.00957325577694842 |
0.0255623469355341 |
0.00220423469030563 |
-0.0653369770200635 |
0.0352330891342356 |
-0.132956321615711 |
0.0784895022035565 |
-0.273279010581863 |
0.25956038020833 |
-0.190676491168799 |
0.114224850939159 |
0.119604555098461 |
-0.00309789890677147 |
0.131580300856388 |
0.0675037689385793 |
0.0842412060045796 |
0.0138872115390823 |
0.132993527413607 |
-0.199309775486433 |
-0.084803637887876 |
-0.259552072880176 |
-0.0783632699248896 |
-0.055946822433027 |
-0.0928969702616174 |
-0.0511477659631126 |
-0.0403477372228588 |
0.0150304996900775 |
-0.0899301258055422 |
-0.0614360558535 |
0.0731187483296893 |
-0.093457494953778 |
-0.0690704607622475 |
0.353517390980665 |
-0.169969671012000 |
-0.0596021819551076 |
0.0361531185023310 |
-0.0442924043900387 |
0.160153017490659 |
0.0160100622917527 |
-0.0120917419695620 |
-0.124657300004686 |
-0.0600677457495875 |
-0.0589668293626274 |
0.265870690757801 |
0.254452168315646 |
-0.151575373821259 |
-0.00610083640678251 |
-0.220133108188954 |
0.102407059294407 |
0.0608770698105898 |
0.236198990896879 |
0.0893826787830997 |
0.193242819380749 |
0.0463362498032577 |
0.105195255089963 |
0.0637955858608213 |
0.0209452919140125 |
0.0321435836971767 |
0.0268515680552545 |