ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.7518 | -0.2784 | -0.9993 | -0.7396 | -0.4777 | -0.0532 |
(p-val) | (0 ) | (0.0671 ) | (0 ) | (0.1574 ) | (0.0933 ) | (0.9383 ) |
Estimates ( 2 ) | -0.7534 | -0.2795 | -0.993 | -0.7818 | -0.5045 | 0 |
(p-val) | (0 ) | (0.0639 ) | (0 ) | (0 ) | (0.0023 ) | (NA ) |
Estimates ( 3 ) | -0.5778 | 0 | -1.0044 | -0.7431 | -0.4923 | 0 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0.0025 ) | (NA ) |
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 |
0.292148262225848 |
-2.60797854015013 |
1.8087837002054 |
1.56379461086632 |
-4.41529853771269 |
-2.14029383067899 |
1.10317657268757 |
1.46208694283945 |
-2.17149690116576 |
0.106612427825686 |
2.44363925835249 |
3.98273204728929 |
-4.709397561509 |
-5.34499718583797 |
-6.32032344058757 |
2.02703648341032 |
-2.09250101240712 |
3.75710773746926 |
0.976042257004843 |
1.04917541447875 |
-0.824342616307113 |
-0.682219253737476 |
-0.441802437284288 |
-1.22696402155789 |
0.657270960277731 |
-0.0184956050261589 |
1.54988843940096 |
-1.02299084747273 |
2.05474635034879 |
4.98235917637363 |
0.283550229437850 |
-3.78563140082643 |
1.99385104427210 |
2.19062463476077 |
-1.12059402670197 |
1.24723257630126 |
1.75551479467637 |
-3.78508455313232 |
4.75724548335951 |
-4.27999060207504 |
1.08563386654733 |
2.34052273610325 |
0.722072136516051 |
2.45177890718064 |
-3.03101343740663 |
-2.79964164953843 |
-0.888832401540369 |
-6.34069080308255 |