ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2266 | -0.0605 | -0.0435 | -0.5733 | -0.6259 | -0.5673 | -0.3659 |
(p-val) | (0.7811 ) | (0.9119 ) | (0.8936 ) | (0.4588 ) | (0.1658 ) | (0.0837 ) | (0.5846 ) |
Estimates ( 2 ) | -0.1509 | 0 | -0.0127 | -0.6463 | -0.6109 | -0.5556 | -0.3753 |
(p-val) | (0.5888 ) | (NA ) | (0.9376 ) | (0.0051 ) | (0.125 ) | (0.0556 ) | (0.5571 ) |
Estimates ( 3 ) | -0.1444 | 0 | 0 | -0.6521 | -0.604 | -0.549 | -0.387 |
(p-val) | (0.5972 ) | (NA ) | (NA ) | (0.0033 ) | (0.1229 ) | (0.0522 ) | (0.5386 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -1.4001 | -0.7346 | -0.6102 | -18.9956 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0 ) | (0.3917 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1.3782 | -0.7527 | -0.612 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-9.90791706070062e-07 |
1.06201600965046e-06 |
8.18126730816417e-07 |
1.25222636671652e-07 |
1.20540641828005e-06 |
-2.68773173944140e-07 |
-1.96253993241235e-07 |
-4.23829309394858e-07 |
1.13142215751761e-06 |
-8.02035475326835e-07 |
-2.51106617816597e-07 |
8.48519715700034e-07 |
-2.60058819959335e-07 |
5.52286159776879e-07 |
1.11052996498782e-07 |
-1.09618348883280e-06 |
-1.39393380037078e-07 |
1.05040664994476e-06 |
5.94183707921546e-07 |
5.17362338193894e-07 |
6.76736545004936e-07 |
2.81102560676869e-07 |
2.18921466196333e-07 |
-7.1735276048351e-07 |
9.58403238137885e-08 |
-7.14768299375762e-07 |
5.25234486738436e-08 |
7.56302707131381e-07 |
7.66359675961004e-07 |
2.92840099140556e-08 |
1.17561483358086e-07 |
1.07665323804618e-07 |
8.39097412936556e-07 |
-6.13580137468572e-07 |
6.47980661679943e-07 |
2.46271556370306e-07 |
7.49021704164637e-07 |
-3.54204940302158e-07 |
5.57952307475859e-07 |
1.41314013099042e-06 |
-3.02062527523638e-07 |
5.13635927727118e-07 |
-8.89714288997018e-07 |
7.84071962775733e-07 |
-5.57094179496704e-07 |
-2.61198713255789e-07 |
-3.20611823670396e-07 |