ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 1.6344 | -1.4649 | 0.6017 | -1.2572 | 0.951 | -0.5914 |
(p-val) | (0.002 ) | (0.0097 ) | (0.1998 ) | (0.01 ) | (0.0096 ) | (0.027 ) |
Estimates ( 2 ) | 0.9736 | -0.7665 | 0 | -0.5917 | 0.5267 | -0.226 |
(p-val) | (0 ) | (0 ) | (NA ) | (5e-04 ) | (0.0057 ) | (0.2032 ) |
Estimates ( 3 ) | 0.9356 | -0.8481 | 0 | -0.4489 | 0.5864 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.0063 ) | (0.0043 ) | (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 |
0.0075999928536596 |
-0.0729249386113175 |
0.114744459097540 |
0.177817057121928 |
-0.157686338261352 |
0.262957547047302 |
0.179031327323785 |
-0.207881008622374 |
-0.38689088386807 |
-0.446168860027961 |
-0.108826812360183 |
-0.0614323569567209 |
0.59286414449941 |
-0.138358166624796 |
0.0690470955722337 |
0.0569350327031589 |
0.232160837842536 |
0.111105903285675 |
-0.0943440764767854 |
-0.179962039272271 |
0.121616770454035 |
-0.154563780141648 |
0.0959059670904436 |
-0.464311823435607 |
0.42926639388606 |
-0.175815677149454 |
-0.0284521340212911 |
0.175408341936258 |
0.0583400507434827 |
0.212350893864849 |
0.139833177212463 |
0.042651315539836 |
0.0555083535022612 |
0.118629290345344 |
-0.249404767723827 |
-0.505431561008931 |
-0.186676901389338 |
-0.271051318621686 |
-0.0907876420605964 |
-0.0804517230099892 |
-0.0791067777408276 |
0.130993380734560 |
0.180289154203276 |
-0.10090381664691 |
-0.151055602554810 |
0.222579661318829 |
-0.262197287784841 |
-0.435142464945698 |
0.467068021313388 |
-0.252368143752641 |
-0.366358830994033 |
0.039763405885024 |
0.00353367801962978 |
0.219072722583847 |
0.0680125742292805 |
-0.136482427345368 |
-0.237124704801912 |
0.0363986074805034 |
-0.198920690052472 |
0.171673094288894 |
0.79253973754503 |
-0.407449925701440 |
-0.273950009279935 |
-0.102294230384873 |
0.163994748471552 |
0.167890058921624 |
0.270439563192468 |
0.138989777826953 |
0.283421851561505 |
0.220792798350129 |
0.060797912473908 |
0.222505812748325 |