ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | -1.27 | -1.1041 | -0.1981 | 0.0635 | 0.1043 | -0.9151 |
(p-val) | (0 ) | (0 ) | (0.1699 ) | (0.5455 ) | (0.2938 ) | (0 ) |
Estimates ( 2 ) | -1.2288 | -0.3712 | 0.1411 | 0 | -0.6204 | -0.2308 |
(p-val) | (0 ) | (0.369 ) | (0.4353 ) | (NA ) | (0.1134 ) | (0.4972 ) |
Estimates ( 3 ) | -1.2188 | -0.171 | 0.1756 | 0 | -0.8215 | 0 |
(p-val) | (0 ) | (0.4342 ) | (0.1842 ) | (NA ) | (0 ) | (NA ) |
Estimates ( 4 ) | -1.1417 | 0 | 0.2614 | 0 | -0.8518 | 0 |
(p-val) | (0 ) | (NA ) | (6e-04 ) | (NA ) | (0 ) | (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 |
-0.00404279143779428 |
0.0684351102992354 |
0.0539109833162159 |
0.0810052647345878 |
-0.125232240746696 |
-0.141530755442989 |
-0.129008879526604 |
0.145672612073106 |
0.154678902081719 |
0.0318308247275923 |
0.209523610248073 |
0.341661461361456 |
0.0481441000917634 |
0.00166381228013435 |
-0.860526290074665 |
1.04756335322643 |
0.580706930310597 |
-0.0341775652640337 |
-0.153112049649326 |
0.174997432335191 |
-0.220349066828137 |
0.0088577885743012 |
-0.121758166095104 |
0.0567622937452165 |
-0.0940200663818029 |
0.190568900578363 |
-0.0585346352129426 |
-0.0527089600907788 |
0.0398345790325355 |
0.180414194396748 |
0.0933396525312016 |
-0.00372762424263836 |
-0.304098788450129 |
-0.124964611155729 |
-0.0770006421325953 |
-0.158346027130621 |
0.0993817093485048 |
-0.260128942741464 |
-0.392408028046547 |
0.116478060807414 |
0.484484045667051 |
0.28039411869934 |
0.486006408191836 |
-0.740041956637475 |
0.0890099289463919 |
0.125999595385483 |
-1.44518216605793 |
-0.165393722837142 |
-0.986384764101462 |
0.240662594812542 |
0.181170714482894 |
-0.0201078758225963 |
-0.131112815163037 |
0.0293674791272775 |
-0.0301020410811332 |
0.231121448366851 |
0.182723726257565 |
0.0132012474906080 |
-0.0441783785222787 |
0.224234036643024 |