ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0548 | 0.3774 | -0.1605 | 0.2445 | 1.0129 | -0.0155 | -0.932 |
(p-val) | (0.8805 ) | (0.0105 ) | (0.355 ) | (0.4839 ) | (0 ) | (0.9415 ) | (0.0261 ) |
Estimates ( 2 ) | 0.0472 | 0.3801 | -0.1598 | 0.2557 | 0.9921 | 0 | -0.8813 |
(p-val) | (0.8934 ) | (0.0095 ) | (0.3557 ) | (0.4531 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0 | 0.3869 | -0.1406 | 0.2969 | 0.9902 | 0 | -0.8691 |
(p-val) | (NA ) | (0.0043 ) | (0.255 ) | (0.0187 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0.4096 | 0 | 0.2906 | 0.9903 | 0 | -0.8663 |
(p-val) | (NA ) | (0.0044 ) | (NA ) | (0.0249 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.00389999566605960 |
-0.20123358803125 |
-0.148525573172100 |
0.0362875054820690 |
0.195689488575946 |
-0.0602177259815549 |
0.0234181107001923 |
-0.212358664402825 |
0.108381526647913 |
0.0683313689841566 |
8.97213650698226e-05 |
0.266513544956006 |
0.101259309334811 |
0.107315633504465 |
-0.202839079044457 |
0.218165284202527 |
0.190452887879999 |
0.0165151722579907 |
-0.174578147578765 |
0.0537681843461664 |
0.0984025419134107 |
-0.0568412008557962 |
-0.0379232141655889 |
0.0915262706752663 |
0.371805515423389 |
0.100508454272959 |
0.0201723520131287 |
0.104738630985788 |
-0.127819595365250 |
-0.147308763110643 |
0.178865361169380 |
0.0280038325493376 |
0.146064439668412 |
-0.0358099591557609 |
0.2692128458743 |
0.191522941473931 |
-0.00412557991352594 |
-0.142773609940828 |
0.0495205406961299 |
-0.118082414020078 |
-0.229211463115294 |
0.0228091612358535 |
-0.248725884389327 |
0.297021563550584 |
-0.0118223030396842 |
-0.0224390905264694 |
0.0206533474225117 |
-0.0507551173282402 |
0.0847922014110269 |
-0.0100428571511436 |
-0.0788203459695177 |
-0.109496908174773 |
-0.0302891796413499 |
-0.137278599091849 |
0.00197509604702665 |
-0.157079373258253 |
0.0210351251294361 |
-0.139382480539844 |
-0.000728988594852177 |
-0.114385645580739 |
-0.141598102172865 |