ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.6028 | 0.2753 | 0.316 | 0.8204 | -0.5458 | -0.2538 | -0.9997 |
(p-val) | (0.0132 ) | (0.0663 ) | (0.0379 ) | (0.0027 ) | (5e-04 ) | (0.2217 ) | (0.4701 ) |
Estimates ( 2 ) | -0.5579 | 0.259 | 0.3921 | 0.7137 | -1.0154 | -0.5346 | 0 |
(p-val) | (0.0274 ) | (0.0795 ) | (0.0048 ) | (0.0077 ) | (0 ) | (1e-04 ) | (NA ) |
Estimates ( 3 ) | -0.5947 | 0 | 0.2698 | 0.669 | -0.9954 | -0.562 | 0 |
(p-val) | (0.1005 ) | (NA ) | (0.0469 ) | (0.0431 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.2568 | 0.1591 | -0.9607 | -0.5637 | 0 |
(p-val) | (NA ) | (NA ) | (0.0614 ) | (0.2226 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0.2543 | 0 | -0.9626 | -0.5191 | 0 |
(p-val) | (NA ) | (NA ) | (0.0614 ) | (NA ) | (0 ) | (1e-04 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.9295 | -0.5455 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
1.23681260257777e-12 |
7.72096832223397e-12 |
-5.19161293902823e-11 |
-4.80801525179924e-13 |
-1.90092093395401e-12 |
5.52522269413485e-12 |
-5.67754131404674e-12 |
-1.78298167372504e-11 |
2.07121988380858e-11 |
-2.10461616791291e-12 |
-3.66904238552535e-11 |
-2.86193522851985e-11 |
1.54008583848729e-10 |
1.9883572338324e-11 |
8.52916572254774e-11 |
-6.63842766491144e-11 |
-4.09989103357053e-11 |
6.88463824752294e-11 |
-5.42172117528046e-11 |
2.17585839879982e-11 |
-3.93545814756323e-11 |
-7.08693860541561e-11 |
-6.14281097197127e-11 |
-1.2341400284042e-10 |
-1.68520963124308e-10 |
-2.00944410063371e-10 |
3.59457145888544e-11 |
5.29161188621583e-11 |
4.65425480045796e-11 |
8.73316520570799e-11 |
6.41308383152694e-12 |
2.18657560985924e-11 |
-4.14013279891876e-11 |
-6.55762205720878e-11 |
-2.2012526485132e-11 |
-6.25101742734698e-12 |
-9.06593058829902e-11 |
1.21550143926051e-10 |
-1.35452562160999e-10 |
-1.11768913896942e-11 |
7.8322678100561e-11 |
-2.75009489319772e-12 |
4.73852043813881e-11 |
-1.12070153994773e-11 |
-1.99246698740461e-11 |
-2.96936139453833e-11 |
5.23707377338071e-12 |
1.6306521729374e-11 |
-1.67411215735618e-11 |
-3.73235850767022e-11 |
3.70700075030095e-11 |
6.77186943451588e-11 |
5.44954345076424e-11 |
-2.20029360911284e-11 |
1.54075228307279e-11 |
-7.49439887370209e-12 |
-8.31377772800236e-12 |
1.77666697689224e-11 |
7.29305417191286e-12 |
5.62159180088656e-11 |
8.37966502220244e-11 |