ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.613 | -0.0373 | -0.3792 | -0.987 | -1.2067 | -0.6172 | 0.6459 |
(p-val) | (1e-04 ) | (0.8333 ) | (0.0074 ) | (0 ) | (0.3731 ) | (0.3062 ) | (0.7468 ) |
Estimates ( 2 ) | 0.5971 | 0 | -0.3962 | -1.0137 | -1.1536 | -0.5977 | 0.5809 |
(p-val) | (0 ) | (NA ) | (7e-04 ) | (0 ) | (0.1929 ) | (0.1389 ) | (0.6312 ) |
Estimates ( 3 ) | 0.5921 | 0 | -0.387 | -1.0085 | -0.6569 | -0.3629 | 0 |
(p-val) | (0 ) | (NA ) | (7e-04 ) | (0 ) | (2e-04 ) | (0.0469 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.575962886691005 |
-1.12895267802866 |
-0.611534414084914 |
1.59047710839243 |
-0.936538543183585 |
1.05280254135254 |
3.96072591871037 |
-2.58956255868410 |
-0.705950782152133 |
-4.62852212845493 |
4.07020984744207 |
-7.3449045745009 |
-3.40340404900848 |
-0.740612660266084 |
-0.441629752401047 |
-3.16723310134679 |
-3.77282774897761 |
-1.32791346973382 |
-4.46075226795903 |
2.08863511799148 |
1.02518042609474 |
5.32500738902417 |
-2.27356820227696 |
-3.63274949832275 |
1.0204792924871 |
0.933999530132931 |
1.24790819210069 |
-0.169492763974552 |
-1.74464130414732 |
-0.985771885342734 |
-1.28121348264932 |
5.06124805544281 |
0.83743340778443 |
2.52938059757449 |
2.30743369159994 |
2.39284742339603 |
0.524479558113162 |
-2.57453081572785 |
0.529296875818835 |
-2.62961866499914 |
-5.02043221981151 |
-1.09562992365125 |
1.61532139333877 |
5.94166021552536 |
-2.62978700032242 |
-3.81990186516237 |
-2.55461588979458 |