ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0285 | -0.0883 | 0.1352 | 0.7857 | 0.2112 | -0.9697 |
(p-val) | (0.8336 ) | (0.5334 ) | (0.3332 ) | (2e-04 ) | (0.2569 ) | (0.0042 ) |
Estimates ( 2 ) | 0 | -0.0868 | 0.1328 | 0.7771 | 0.2123 | -0.9421 |
(p-val) | (NA ) | (0.5401 ) | (0.3403 ) | (1e-04 ) | (0.253 ) | (0 ) |
Estimates ( 3 ) | 0 | 0 | 0.1352 | 0.7472 | 0.2425 | -0.9431 |
(p-val) | (NA ) | (NA ) | (0.3302 ) | (1e-04 ) | (0.166 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | 0.7751 | 0.2151 | -0.9445 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.2117 ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.294 | 0 | 0.2002 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.7983 ) | (NA ) | (0.8622 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.0902 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.5627 ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
0.00419999788276476 |
0.298776325079784 |
0.0995921083551184 |
0.298776325065357 |
0 |
-0.398368433420476 |
0.0995921083551184 |
0.0995921083551193 |
0 |
-0.398368433420476 |
-0.0995921083551184 |
0.199184216710238 |
-0.398368054543681 |
-0.172931428176236 |
-0.190977142726260 |
0.0270685718212187 |
-0.300000000000000 |
0.063908570905042 |
0.00902285727373942 |
-0.0909771427262607 |
0 |
-0.136091429094958 |
-0.109022857273740 |
0.0180457145474788 |
-0.736091429094958 |
-0.0180457145474788 |
-0.0180457145474788 |
-0.3 |
-0.127068571821219 |
0.00902285727373942 |
0.1 |
-0.00902285727373942 |
-0.1 |
-0.00902285727373942 |
-0.00902285727373942 |
-0.3 |
-0.463160000916176 |
-0.0999999999999999 |
-0.0999999999999999 |
0.272931428178781 |
0.0909771427262607 |
-0.1 |
-0.290977142726260 |
0 |
-0.109022857273740 |
0.4 |
-0.0999999999999999 |
-0.127068571821219 |
0.263908570905042 |
0.0909771427262607 |
0.190977142726261 |
-0.272931428178782 |
-0.190977142726261 |
0.290977142726261 |
-0.0270685718212185 |
0.2 |
-0.00902285727373942 |
-0.163908570905042 |
0.190977142726261 |
0.190977142726261 |
-0.672931428178781 |