ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.0016 | 0.2892 | 0.0531 | 0.081 | -0.2676 |
(p-val) | (0.9991 ) | (0.1322 ) | (0.9 ) | (0.9542 ) | (0.1334 ) |
Estimates ( 2 ) | 0 | 0.2893 | 0.0536 | 0.0825 | -0.2676 |
(p-val) | (NA ) | (0.0411 ) | (0.697 ) | (0.583 ) | (0.1318 ) |
Estimates ( 3 ) | 0 | 0.2918 | 0 | 0.0838 | -0.2683 |
(p-val) | (NA ) | (0.0391 ) | (NA ) | (0.5814 ) | (0.1365 ) |
Estimates ( 4 ) | 0 | 0.2947 | 0 | 0 | -0.2405 |
(p-val) | (NA ) | (0.037 ) | (NA ) | (NA ) | (0.1676 ) |
Estimates ( 5 ) | 0 | 0.2702 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.0555 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.497221796283625 |
1.92623539531942 |
0.000708994492505988 |
-1.54031597474414 |
-1.99999999993288 |
1.27015798728958 |
-0.4596840257767 |
1.72984201280181 |
2.27015798714776 |
-0.540315974158947 |
-4.54031597428143 |
-2.00000000055068 |
0.0806319492007338 |
-4.45968402541913 |
-0.72984201278297 |
-0.649210063748543 |
8.27015798724895 |
-3.45968402550213 |
-2.16126389799129 |
1.08063194899563 |
-4.00000000000003 |
-2.99999999999999 |
0.080631948995645 |
0.810473961746766 |
-4.72984201275102 |
5.99999999999992 |
3.35078993624458 |
4.37905207650657 |
-1.54031597449783 |
0.379052076506554 |
0.270157987248879 |
0.459684025502156 |
-1.99999999999997 |
4.72984201275109 |
-1.4596840255022 |
-3.35078993624455 |
3.5403159744978 |
1.54031597449784 |
4.18952603825328 |
2.72984201275102 |
0.649210063755433 |
3.18952603825328 |
4.45968402550217 |
-0.080631948995645 |
-0.350789936244581 |
0.729842012751107 |
-1.27015798724889 |
1.72984201275109 |