ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 0.3356 | 0.2259 | -0.624 | -0.4707 | -0.6402 | 0.1318 |
(p-val) | (0.3482 ) | (0.5934 ) | (0.0225 ) | (0.2877 ) | (0.2553 ) | (0.598 ) |
Estimates ( 2 ) | 0.6027 | -0.1035 | -0.4247 | -0.787 | -0.2257 | 0 |
(p-val) | (0.1827 ) | (0.8165 ) | (0.1272 ) | (0.1515 ) | (0.6571 ) | (NA ) |
Estimates ( 3 ) | 0.5008 | 0 | -0.4824 | -0.6681 | -0.342 | 0 |
(p-val) | (5e-04 ) | (NA ) | (0 ) | (0.0052 ) | (0.0845 ) | (NA ) |
Estimates ( 4 ) | 0.5613 | 0 | -0.5348 | -0.8086 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (0 ) | (8e-04 ) | (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 |
0.0463671569410723 |
-0.203730688800111 |
-0.150242365201165 |
0.098435308189926 |
-0.167251371095591 |
0.0918314397946345 |
-0.094507799098231 |
-0.296088572461328 |
-0.0912911378681508 |
0.239036469231098 |
-0.268768027676355 |
0.0678789075926952 |
-0.00147921137861715 |
-0.217077062819007 |
0.157450554801136 |
-0.0237213173850591 |
0.135424149935039 |
0.119800901222389 |
-0.610411787680452 |
0.00565639941689948 |
-0.291164259603408 |
-0.212257432511396 |
-0.0764888234272553 |
0.520456302694101 |
-0.439063239339027 |
0.0390956870308291 |
0.110150427258961 |
-0.0582697014709239 |
-0.241270859986817 |
-0.115431982335157 |
0.242067104178940 |
0.557710923966241 |
0.378153550686949 |
0.117916618318867 |
-0.0111109675920908 |
-0.0218377490053461 |
0.284458762211628 |
0.284476078532553 |
0.0872564917646428 |
-0.149430562850983 |
0.218821556470425 |
-0.163215366052292 |
0.120092316962186 |
-0.123538088821612 |
-0.423882793712472 |
0.181507314306942 |