ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 0.9664 | -0.6477 | 0.0127 | -0.7996 | 0.5464 | 0.3834 |
(p-val) | (0.01 ) | (0.1587 ) | (0.97 ) | (0.0234 ) | (0.2055 ) | (0.2819 ) |
Estimates ( 2 ) | 0.9545 | -0.6317 | 0 | -0.7887 | 0.5322 | 0.3951 |
(p-val) | (0 ) | (1e-04 ) | (NA ) | (0 ) | (0.0075 ) | (0.0163 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
0.00158999896453151 |
-0.289154262689516 |
-0.0378603961991230 |
0.753469692247537 |
0.505962625363935 |
-0.417961749477311 |
0.0955619996600744 |
-0.410480656759074 |
-0.188299082473815 |
0.917464864067418 |
-0.291565602281667 |
-0.047295726874791 |
-0.167358748558835 |
0.135034071231579 |
0.387090320440567 |
-0.283233133101054 |
-0.0924478995222429 |
0.311031658941611 |
0.153708768445455 |
-0.0559913344012331 |
0.0117086606387756 |
-0.754943753869502 |
0.213280346631318 |
0.316902849025245 |
-0.0735465481340384 |
-0.0902890418104392 |
-0.74937711750999 |
0.254487650161329 |
0.143816353704597 |
-0.0956009359035267 |
-0.0587504886374951 |
0.0296346904723317 |
-0.507503722105877 |
0.0145616897464865 |
0.282634386841300 |
0.27754447674535 |
0.11973273240418 |
0.0269989067593573 |
-0.186668794026805 |
-0.219377299877262 |
-0.505385551682214 |
0.246868033863016 |
0.284948272683988 |
-0.0286156388620793 |
0.409879627959668 |
0.415226046127126 |
0.366823206420143 |
-0.138993390503924 |
0.205336847950127 |
0.00873374050641388 |
0.751444037710412 |
-0.333289002783415 |
1.09186572216594 |
0.157254942655752 |
-0.0974904361403675 |
-0.817283435636963 |
-0.0193510743232343 |
-0.679994119093204 |
-1.01878254328941 |
0.095203551069869 |