ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | -1.2388 | -0.913 | -0.2516 |
(p-val) | (0 ) | (0 ) | (0.0713 ) |
Estimates ( 2 ) | -1.0676 | -0.6357 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.285296726749394 |
-0.561050795315055 |
-5.45902056066746 |
1.58747262461636 |
-0.400374728458368 |
7.90308441364198 |
3.42873771379166 |
13.452733684443 |
-11.7510155205718 |
-0.848449090951465 |
-5.95138478498002 |
1.95213361840796 |
-0.932479612171032 |
-0.569995831711201 |
8.43081200570866 |
10.5641047682933 |
0.719118579592535 |
0.472851934722713 |
0.963826929331062 |
-0.858743708501109 |
-3.6380288346177 |
-8.5781363657718 |
-4.48183420900185 |
3.76664785574442 |
5.78081547422415 |
-6.23667705921091 |
2.32155096869987 |
-3.88806119867420 |
-6.95130084651041 |
1.81741066521681 |
11.1496639168275 |
-16.7594242782842 |
6.05449340168179 |
3.72620073370155 |
3.77344408085907 |
-0.843323475691565 |
-14.1089671223955 |
3.06517339699347 |
-8.77670057600316 |
-11.4432681308038 |
-2.27419139131223 |
-6.833522502315 |
-4.25420698204955 |
22.8186313195797 |
-1.82386591191107 |
-7.77372883968286 |
-6.98605251879032 |
5.73450976517749 |
10.7063768983647 |