ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.4094 | 0.1222 | 0.0837 | -1 | -0.0963 | 0.1805 |
(p-val) | (0.0012 ) | (0.3604 ) | (0.5027 ) | (0 ) | (0.8789 ) | (0.771 ) |
Estimates ( 2 ) | 0.4091 | 0.1215 | 0.0847 | -1 | 0 | 0.0853 |
(p-val) | (0.0012 ) | (0.3637 ) | (0.4977 ) | (0 ) | (NA ) | (0.5353 ) |
Estimates ( 3 ) | 0.4057 | 0.136 | 0.0698 | -0.9863 | 0 | 0 |
(p-val) | (0.0022 ) | (0.3117 ) | (0.5802 ) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0.4079 | 0.1592 | 0 | -1.0257 | 0 | 0 |
(p-val) | (0.0022 ) | (0.2154 ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.4483 | 0 | 0 | -0.9453 | 0 | 0 |
(p-val) | (0.0011 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(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 |
-0.00329595419221907 |
-0.134361931788833 |
0.144926886399372 |
0.0553873447888675 |
-0.0266898107850539 |
-0.217546395729404 |
-0.137109160197476 |
0.274144331658432 |
-0.217183667796287 |
-0.0822537194912396 |
-0.048138895663063 |
0.0674428508541689 |
-0.00135671625583204 |
0.0456658478737366 |
-0.178697594837662 |
-0.0763244256654423 |
-0.076727349564969 |
0.176442073973510 |
0.0451301821395226 |
-0.0703368317597445 |
0.214077663726516 |
0.148764746171388 |
-0.110832836298782 |
-0.00861288212233489 |
0.122549597588482 |
0.158186700923519 |
0.00267306214163923 |
-0.0299034250468220 |
0.0103569083152644 |
0.0386151650305852 |
-0.096730120265162 |
-0.0255535298588305 |
0.0457076788654534 |
-0.0312238640864103 |
0.0385998594402198 |
0.108661774751241 |
-0.0466614216150859 |
-0.0931881832416275 |
0.172254180642488 |
0.0433906078812827 |
0.0958578415347138 |
-0.111821509608529 |
-0.20916245967089 |
0.0204230669355445 |
0.00427891016259069 |
-0.136662782089477 |
0.234452705344630 |
-0.380962083953372 |
-0.150480847169581 |
0.284575535664979 |
0.334594786060292 |
0.0273496908771899 |
0.342512792168283 |
-0.337331527249125 |
-0.334797254428663 |
0.108246806534783 |
-0.399403734877978 |
-0.489187685986669 |
-0.0882769337256428 |
-0.159514263570633 |
0.00214804489700802 |
0.0465765132109734 |
0.0266236662709651 |
-0.201608744528986 |
0.181693764871007 |
-0.0572329001576047 |
0.232813981579291 |
-0.305296378293285 |
0.109436711106370 |
-0.0616010665716072 |