ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0061 | 0.4214 | 0.5272 | -0.1999 | -0.4074 | 0.1126 |
(p-val) | (0.9877 ) | (0.085 ) | (0.2009 ) | (0.5166 ) | (0.0174 ) | (0.7155 ) |
Estimates ( 2 ) | 0 | 0.4244 | 0.5332 | -0.1997 | -0.4074 | 0.1123 |
(p-val) | (NA ) | (0.0028 ) | (2e-04 ) | (0.5165 ) | (0.0173 ) | (0.7156 ) |
Estimates ( 3 ) | 0 | 0.4254 | 0.5363 | -0.1064 | -0.4001 | 0 |
(p-val) | (NA ) | (0.0027 ) | (2e-04 ) | (0.5456 ) | (0.0205 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.4175 | 0.5287 | 0 | -0.3857 | 0 |
(p-val) | (NA ) | (0.0031 ) | (2e-04 ) | (NA ) | (0.0258 ) | (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 |
0.000133557858773359 |
0.00221850984789111 |
0.000948029917476323 |
-0.00539556625082724 |
0.00050395986178618 |
-0.00381184445309376 |
0.00282052128048852 |
0.00284324637844228 |
-0.00525242657142888 |
0.000649748627344573 |
-0.00157991463175051 |
0.00160879869595260 |
0.00253279533923479 |
0.000522354670175082 |
-0.00249244983497695 |
-0.00367114183318985 |
0.00312422835657786 |
-0.000984073982116172 |
-0.00371213647680320 |
0.00171396985470560 |
0.00133221045367967 |
-0.00251093516124463 |
0.00168877582868409 |
0.00514403421533662 |
-0.000139419714757576 |
-0.00106253336952402 |
-0.00161845622763727 |
0.00247187377142032 |
-0.00403891064845359 |
-0.0030600523772725 |
-0.000171057219870499 |
0.0027246958134232 |
-0.00312392708768433 |
-0.00188695712284230 |
0.00283192165497187 |
-0.00239246661138570 |
-0.000466865725740246 |
-0.00142465700466270 |
0.00117416642467048 |
-0.00251310352394136 |
-0.000801364560261449 |
-0.00146971682658849 |
-0.00190920497425664 |
-0.00173525387985396 |
0.000408196498767423 |
-0.000267473448084318 |
0.00623945565475709 |
0.00375165282521974 |
0.00870671568060642 |
0.00263450924251073 |
0.00141250569513432 |
-0.00476725541605613 |
-0.000407344411018279 |
-0.00376495660536094 |
-0.00264163561644271 |
-0.00303807799987818 |
-0.00350410567727097 |
0.00553562160204286 |
-0.00276693187780218 |
0.00215028916434651 |