ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0574 | 0.2979 | 0.3596 | 0.1503 | 0.1591 | 0.2605 | -0.9197 |
(p-val) | (0.8624 ) | (0.0714 ) | (0.0351 ) | (0.6669 ) | (0.8693 ) | (0.668 ) | (0.7012 ) |
Estimates ( 2 ) | 0.0561 | 0.3006 | 0.3586 | 0.1513 | 0 | 0.1747 | -0.6948 |
(p-val) | (0.8658 ) | (0.0691 ) | (0.0356 ) | (0.6654 ) | (NA ) | (0.4979 ) | (0.0086 ) |
Estimates ( 3 ) | 0 | 0.316 | 0.3745 | 0.2043 | 0 | 0.1722 | -0.6883 |
(p-val) | (NA ) | (0.0212 ) | (0.0053 ) | (0.18 ) | (NA ) | (0.5035 ) | (0.0074 ) |
Estimates ( 4 ) | 0 | 0.3071 | 0.382 | 0.2354 | 0 | 0 | -0.6834 |
(p-val) | (NA ) | (0.0247 ) | (0.0045 ) | (0.102 ) | (NA ) | (NA ) | (0.0205 ) |
Estimates ( 5 ) | 0 | 0.3142 | 0.3747 | 0 | 0 | 0 | -0.6407 |
(p-val) | (NA ) | (0.0266 ) | (0.0077 ) | (NA ) | (NA ) | (NA ) | (0.0153 ) |
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 |
1.49694336279445e-09 |
-4.10087294326965e-07 |
-4.17967701702568e-07 |
-4.77538310852135e-07 |
2.97410132871238e-07 |
1.97938205309256e-07 |
7.62892078704538e-07 |
-5.98369782008458e-08 |
1.52196976647489e-07 |
-4.84415169692578e-07 |
1.59795371255995e-07 |
-2.05823027784164e-08 |
-9.57403641498702e-09 |
2.4843873123891e-07 |
1.59953181384595e-07 |
2.57456091172487e-07 |
1.02037916130074e-07 |
8.49689473799077e-09 |
-8.78103644371803e-08 |
5.00358616103801e-07 |
-3.14142371067498e-07 |
-2.80633099577729e-07 |
1.24939060408484e-07 |
8.39668475934247e-07 |
-3.33402523163535e-07 |
-1.23789787505460e-07 |
2.28299318046240e-07 |
-5.51710893220795e-08 |
-1.97487697317161e-07 |
4.57576158438124e-07 |
-5.2863227575552e-07 |
5.77384492306207e-07 |
-1.83307592130612e-07 |
1.16994307690355e-07 |
-1.09679594030342e-07 |
-4.05815897718762e-07 |
4.85371044698807e-07 |
5.69246292536258e-07 |
1.35652680808494e-07 |
8.95400594072845e-07 |
7.87596556152182e-07 |
-3.82010905250861e-07 |
4.03643202321993e-08 |
3.52644135442465e-07 |
-3.20016558887778e-07 |
-1.94432527768308e-07 |
-6.42720485070342e-07 |