ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6176 | -0.2937 | -0.3514 | -0.916 | -0.5457 | -0.5304 | 0.0685 |
(p-val) | (8e-04 ) | (0.1079 ) | (0.022 ) | (0 ) | (0.3015 ) | (0.0284 ) | (0.9184 ) |
Estimates ( 2 ) | 0.6092 | -0.2859 | -0.3544 | -0.9141 | -0.4943 | -0.5125 | 0 |
(p-val) | (2e-04 ) | (0.0838 ) | (0.0182 ) | (0 ) | (0.004 ) | (0.0036 ) | (NA ) |
Estimates ( 3 ) | 0.4623 | 0 | -0.5196 | -0.9226 | -0.452 | -0.5387 | 0 |
(p-val) | (5e-04 ) | (NA ) | (0 ) | (0 ) | (0.0048 ) | (0.0016 ) | (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 |
0.0435647863254197 |
0.00103726887261212 |
-0.229441615317115 |
0.0633025991117608 |
-0.104126020495393 |
-0.0540901553570706 |
0.0359215700833214 |
-0.316949718888113 |
-0.066834718894619 |
-0.386151324159035 |
0.0370669538327400 |
-0.00338288331494179 |
-0.0520862505355881 |
-0.0740219371682848 |
-0.0870710989218307 |
0.082440011005035 |
0.0675330149136117 |
0.000477048545590907 |
0.215760832531369 |
-0.290502794840430 |
-0.107793313282254 |
0.0786571250027923 |
-0.204661083586003 |
-0.174106655128982 |
0.364158303224912 |
-0.0251890189482439 |
0.0223872314831355 |
0.069360481906868 |
-0.0782673283613023 |
-0.00676695724352662 |
-0.259043508144697 |
-0.0302405095263176 |
0.683419725818905 |
0.0624122510452188 |
-0.0404159076101922 |
0.0232611099248037 |
-0.074450291916046 |
0.0341675355969577 |
0.0298923725097677 |
0.267005061222265 |
-0.107346530636672 |
0.137093244558995 |
0.107653719978788 |
-0.0035764738737458 |
0.113977486755350 |
-0.177564796427873 |
0.0339579474195737 |
-0.0547843258753991 |