ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.643 | -0.272 | 0.1326 | -0.6549 |
(p-val) | (0.075 ) | (0.5076 ) | (0.6413 ) | (0.0373 ) |
Estimates ( 2 ) | -0.8024 | -0.4593 | 0 | -0.5089 |
(p-val) | (0 ) | (0.0061 ) | (NA ) | (0.013 ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.285296993290146 |
-0.551236020984375 |
-5.35467131108945 |
1.57054825749352 |
-0.396549104791096 |
7.52339669301512 |
3.54228369608861 |
14.9810515772999 |
-9.8984397123227 |
1.47149418816715 |
-5.56769035696134 |
1.59696553132308 |
-2.66868458525545 |
-0.138890310708156 |
7.5403360045589 |
10.903741005175 |
2.25818181992298 |
2.85046279216148 |
3.18671166996658 |
0.221949815513431 |
-3.08541852354687 |
-7.92641323961187 |
-5.32877646063035 |
1.92057058792853 |
4.28885182149496 |
-6.75207738866693 |
2.67742109786994 |
-3.93268495267328 |
-7.60064413584684 |
0.63557520650713 |
10.4248586920594 |
-17.6062493848031 |
6.25715564676813 |
3.43556231868971 |
3.01601575254889 |
-1.05113947196718 |
-11.5915462335657 |
1.74946158143908 |
-10.2402324439148 |
-12.7679935012496 |
-5.23205467212966 |
-9.14781768904595 |
-7.98401520785145 |
20.2035573513505 |
-2.4172468417472 |
-7.09309469371335 |
-5.43757136373465 |
5.7587416247628 |
7.86058043216586 |