ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3126 | 0.125 | -0.0299 | 0.4909 | -0.7407 | -0.4291 | -0.3054 |
(p-val) | (0.7581 ) | (0.5386 ) | (0.7973 ) | (0.6271 ) | (9e-04 ) | (0.0097 ) | (0.2062 ) |
Estimates ( 2 ) | -0.4629 | 0.1581 | 0 | 0.638 | -0.7354 | -0.4276 | -0.3063 |
(p-val) | (0.5331 ) | (0.2735 ) | (NA ) | (0.3908 ) | (9e-04 ) | (0.0095 ) | (0.2015 ) |
Estimates ( 3 ) | 0 | 0.0699 | 0 | 0.1763 | -0.7352 | -0.4267 | -0.3044 |
(p-val) | (NA ) | (0.4938 ) | (NA ) | (0.0892 ) | (9e-04 ) | (0.0097 ) | (0.2026 ) |
Estimates ( 4 ) | 0 | 0 | 0 | 0.1627 | -0.7294 | -0.4152 | -0.3206 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0898 ) | (0.0012 ) | (0.0146 ) | (0.1878 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0.1934 | -0.9698 | -0.5552 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0341 ) | (0 ) | (0 ) | (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 |
-5.53187442531606e-06 |
4.3071522270902e-06 |
3.01477468337252e-06 |
-1.00530785141566e-05 |
-4.93762219762133e-07 |
1.55425693538121e-06 |
2.43878249856451e-06 |
3.37962064707032e-06 |
7.14145997516872e-06 |
-1.29391437709342e-06 |
2.65550031868344e-06 |
-2.85784985370317e-06 |
-9.10406444587485e-06 |
7.75880103112249e-06 |
2.11566610308387e-06 |
6.39023001190256e-06 |
1.87717339932466e-06 |
1.00106161756063e-05 |
-4.55812973658567e-06 |
1.32118770825757e-06 |
7.18534092216022e-06 |
-2.72483418813664e-06 |
5.2345052207674e-06 |
-5.98182109401112e-06 |
-4.83218441594069e-06 |
2.86448194747561e-07 |
1.78710603670990e-06 |
1.29759567401428e-05 |
1.20883641341437e-05 |
-2.80452786336476e-06 |
-2.36236704327991e-07 |
-3.65092862716824e-06 |
6.94209184365124e-06 |
2.14041721646211e-06 |
-1.83089572921258e-06 |
-3.55347758402198e-06 |
3.92915496346237e-08 |
6.55966117521306e-07 |
3.20129792307587e-06 |
5.79037723460469e-07 |
8.85962913010199e-07 |
3.9497317539452e-06 |
-4.17079545640654e-06 |
-3.16582246087927e-06 |
7.24848521962577e-06 |
-1.38891028369960e-05 |
4.79523680577655e-06 |
4.31134056038357e-06 |
3.22662064060977e-06 |
-5.23674991270104e-06 |
-5.55967717908351e-06 |
5.41570527699629e-07 |
-1.99395371173913e-06 |
-4.95945441097089e-06 |
-2.48038164334267e-06 |
-2.63047150035067e-06 |
4.00709303434761e-06 |
-1.99892187188109e-06 |
1.30788918980134e-06 |
-1.03305065513826e-06 |
2.60456318090578e-06 |
-3.61073190859021e-06 |
5.51616325392656e-06 |
-8.44465399796794e-06 |
-5.58234421851054e-06 |
1.97817211067140e-06 |
-3.15071790893165e-06 |
1.91121580350830e-06 |
1.02238705560034e-05 |
2.46069966283706e-06 |
-3.87973283624162e-06 |
-3.59489808331319e-06 |
6.51404391773307e-06 |
-4.4640397571819e-06 |
6.25570393681444e-06 |
-4.14500440703753e-06 |
5.95806219696702e-06 |
-3.62718052189907e-07 |
-1.58164451977862e-06 |
5.35009829263459e-06 |
2.87994215715276e-06 |
-5.58997883040844e-06 |
-1.55883026883347e-05 |
-6.71499192791076e-06 |
-1.17985711349191e-06 |
-5.15584604424072e-07 |
-6.20169204988256e-06 |
3.47279380715960e-06 |
-1.02909890042799e-05 |
-6.10452700212328e-06 |
-3.42328429887995e-06 |
1.57710857941440e-05 |
-3.25361216871793e-06 |
8.01845290211076e-07 |
1.01093265297895e-05 |
6.24560543617429e-07 |
4.78001133307674e-06 |
2.82632368275932e-06 |
9.35623419675438e-06 |
2.34897876291511e-06 |
4.01047628021827e-06 |
2.75500014881646e-06 |
7.38387183204985e-06 |
-5.15009608882732e-06 |
2.44345429701566e-06 |