ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 0.6622 | 0.1574 | -0.4863 | -0.2532 | -0.2487 | 0.4471 |
(p-val) | (0.1003 ) | (0.7621 ) | (0.0543 ) | (0.5159 ) | (0.6298 ) | (0.0664 ) |
Estimates ( 2 ) | 0.7049 | 0 | -0.4193 | -0.2923 | -0.1148 | 0.4551 |
(p-val) | (0.1369 ) | (NA ) | (0.0063 ) | (0.5237 ) | (0.6752 ) | (0.0762 ) |
Estimates ( 3 ) | 0.5269 | 0 | -0.4121 | -0.1419 | 0 | 0.5128 |
(p-val) | (0.0161 ) | (NA ) | (0.0196 ) | (0.5294 ) | (NA ) | (0.0332 ) |
Estimates ( 4 ) | 0.4201 | 0 | -0.3587 | 0 | 0 | 0.485 |
(p-val) | (7e-04 ) | (NA ) | (0.0553 ) | (NA ) | (NA ) | (0.0366 ) |
Estimates ( 5 ) | 0.4252 | 0 | 0 | 0 | 0 | 0.0504 |
(p-val) | (6e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.7591 ) |
Estimates ( 6 ) | 0.4252 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (6e-04 ) | (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 |
0.133909917430264 |
-0.693444839991829 |
2.49996902444573 |
-3.12542314578416 |
3.27275796841100 |
-4.64383499817809 |
0.0623979539890243 |
-2.08479242764999 |
-8.01034344308075 |
5.40209092720482 |
2.27718297747296 |
-0.00788650459964952 |
9.64013636405396 |
15.2115049870816 |
2.06326543875836 |
-0.100675726386607 |
-5.00656255784646 |
-3.12297620876458 |
0.934456965224882 |
-4.39859070109665 |
3.6505695284732 |
0.0761446797919803 |
4.79000973536139 |
-2.91466635789979 |
2.33676417585806 |
-6.24744449553668 |
1.55808747531768 |
7.919502013679 |
-5.17284494524907 |
-0.468990949977751 |
-2.37401208532575 |
-4.09916821590647 |
4.69652259665588 |
-1.92362623546126 |
-1.09106512859063 |
-3.20712401024275 |
0.214371633358354 |
0.0157676478795281 |
-0.0176219085583966 |
-1.64524007070071 |
-0.812754075956235 |
-1.73310804695100 |
1.99762242507373 |
-2.96739489504526 |
1.01558965850194 |
-0.979983388678676 |
1.32783347780381 |
-1.36860070688530 |
-1.06966032039142 |
-1.40223316925088 |
0.835101393887612 |
-1.14203169667351 |
-1.93632309038867 |
4.18352868744 |
2.18835474083539 |
-1.38763072061064 |
-2.48677304029084 |
-0.0610216109031683 |
3.97114099491264 |
-4.4168714121715 |