ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.2374 | -0.0893 | 0.0891 | -0.317 |
(p-val) | (0.9412 ) | (0.9596 ) | (0.9118 ) | (0.922 ) |
Estimates ( 2 ) | -0.0627 | 0 | 0.1244 | -0.4957 |
(p-val) | (0.8352 ) | (NA ) | (0.355 ) | (0.0945 ) |
Estimates ( 3 ) | 0 | 0 | 0.1307 | -0.5516 |
(p-val) | (NA ) | (NA ) | (0.3225 ) | (1e-04 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.5387 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
-0.205538806476428 |
6.16342446943636 |
9.58249170004855 |
2.02791809634073 |
3.98910842653635 |
2.08464307861922 |
-0.453414935688076 |
-0.0468980966887119 |
6.36953209895461 |
-7.51222921965125 |
1.4649927392208 |
0.958227463334563 |
5.20589221576985 |
-7.97382701505047 |
1.47116750372301 |
-0.30692327822117 |
-3.74881036329955 |
6.94784112366514 |
1.92371142386943 |
5.80168185581255 |
-4.08124534441039 |
0.210404520871753 |
5.08001632575933 |
-8.41359313682595 |
3.77171895077322 |
-12.8387201821373 |
8.3874829479134 |
17.4888091418874 |
3.20274676541149 |
-6.55076531288316 |
-9.24354528176233 |
0.286719793844981 |
-4.6920424695262 |
-12.1911576951779 |
6.1135878166163 |
13.9172676648549 |
-10.6032298457756 |
6.39969719008462 |
22.1485995989570 |
-8.12107292817962 |
-9.60967361785112 |
20.2978964212973 |
-0.0104145948394319 |
15.5256989996622 |
-2.92343127125236 |
-11.5559516276026 |
-24.3480504685493 |
11.5902176415210 |
-29.2644928985992 |
-24.3494536670038 |
2.03189880703655 |
-41.1157305784456 |
16.9685859157846 |
21.0275240234105 |
38.7559410046492 |
-9.23089701991492 |
6.36511107419477 |
-3.03476946325907 |
17.7730786245272 |