ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1297 | 0.1458 | -0.1309 | 0.2399 | -0.4535 | 0.5448 | 0.9457 |
(p-val) | (0.7535 ) | (0.2514 ) | (0.3475 ) | (0.5594 ) | (3e-04 ) | (0 ) | (8e-04 ) |
Estimates ( 2 ) | 0 | 0.1359 | -0.1457 | 0.1159 | -0.4448 | 0.5477 | 0.8871 |
(p-val) | (NA ) | (0.2606 ) | (0.2325 ) | (0.3542 ) | (3e-04 ) | (0 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.1238 | -0.1446 | 0 | -0.4078 | 0.5828 | 0.8748 |
(p-val) | (NA ) | (0.3013 ) | (0.2445 ) | (NA ) | (4e-04 ) | (0 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | -0.1451 | 0 | -0.3884 | 0.6032 | 0.8823 |
(p-val) | (NA ) | (NA ) | (0.2545 ) | (NA ) | (5e-04 ) | (0 ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.4274 | 0.5621 | 0.8735 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (0 ) | (0 ) |
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 |
0.103099898841872 |
0 |
0.142772189290062 |
0.142793219278118 |
-0.144309822720111 |
0.165319984519009 |
0.237474369049175 |
0.0512225415343533 |
0.0204009266723981 |
0.247337193365122 |
0.299177888656333 |
0.220204453379302 |
0.251568562755970 |
0.0412041294192876 |
0.298455203873024 |
0.00519594227949456 |
0.466228222664517 |
0.0860165831037163 |
0.0304383436762856 |
0.421217229774864 |
0.225848566652076 |
0.0373953986565704 |
-0.00142745306024007 |
0.0728905035202048 |
0.086553771227194 |
0.267101964587503 |
0.314572637031027 |
-0.069923321316053 |
-0.309916479913492 |
0.0431422022034689 |
-0.0582296960260586 |
0.00411517536787594 |
0.268594445991852 |
-0.129174794054896 |
0.163126482048618 |
-0.106618053314379 |
-0.170456021030302 |
0.409266350975700 |
-0.0852475532799956 |
0.110690533518499 |
-0.358762008419421 |
0.130568339940035 |
0.153592672976065 |
-0.161909936059272 |
-0.182012533251996 |
0.101299509301896 |
-0.173795352124416 |
0.148303787920835 |
0.0361610982524713 |
0.318386857894537 |
0.0179849408545552 |
-0.0536444444754451 |
-0.625945549612253 |
-0.0318727844097921 |
0.072598144387685 |
0.100138370301541 |
-0.00529221208586807 |
-0.00545474134715992 |
-0.0376146147078587 |
0.0671940137164906 |
0.100958798374419 |
-0.0285871213671151 |
0.173472671034320 |
0.0308443057806637 |
0.647196425594855 |
-0.0105565611145631 |
0.0656265096899348 |
-0.158995937474091 |
-0.0488931539052681 |
0.276839582195656 |
0.0343845918447232 |
0.0824381220072721 |