ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.2454 | -0.281 | -0.297 | -0.9997 | -0.9903 | -0.4096 | -0.5142 |
(p-val) | (0 ) | (0.2596 ) | (0.2206 ) | (0 ) | (0.0306 ) | (0.2519 ) | (0.391 ) |
Estimates ( 2 ) | 1.1939 | -0.2977 | -0.2278 | -0.9999 | -1.2506 | -0.5863 | 0 |
(p-val) | (0 ) | (0.2233 ) | (0.2218 ) | (0 ) | (0 ) | (0.0049 ) | (NA ) |
Estimates ( 3 ) | 1.0271 | 0 | -0.3898 | -1.0003 | -1.2605 | -0.5617 | 0 |
(p-val) | (0 ) | (NA ) | (0.0066 ) | (0.0066 ) | (0 ) | (0.0123 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-0.513711562635126 |
-0.346341350095739 |
-0.243836041190868 |
1.07873676892473 |
0.479587620223694 |
0.452269841296877 |
-0.582255173665307 |
0.0096644709421092 |
0.108774323429540 |
-0.134011644175256 |
-0.419862648801716 |
-0.637299520951949 |
0.909442822273264 |
-0.682010929865219 |
-0.442039968837241 |
-0.346425212036310 |
-0.413566250979363 |
-0.356089917910316 |
-0.372485790082223 |
-0.401113204373247 |
-0.435821869785633 |
-0.161576603062746 |
-0.247076408542111 |
-0.30627759109562 |
2.02824296266544 |
-1.31696921873023 |
-0.212998494948727 |
0.595471418280631 |
0.149470160930250 |
0.0436760144093839 |
-0.249150271001127 |
-0.206316638996779 |
0.28093946442459 |
0.291350595767758 |
0.580791618431554 |
0.409441359752102 |
0.136898558739406 |
0.751483200990111 |
0.7286382153662 |
-1.27215487656600 |
-0.874290609572271 |
0.231372374023195 |
-0.091425331601681 |
-0.377841415353944 |
0.470159448374087 |
-0.548690381403278 |
0.0626564457008613 |
1.59138534133922 |