ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2204 | 0.2335 | 0.2074 | 0.1922 | 0.1427 | -0.6496 |
(p-val) | (0.0422 ) | (0.0341 ) | (0.0611 ) | (0.6239 ) | (0.5396 ) | (0.0911 ) |
Estimates ( 2 ) | 0.2248 | 0.2301 | 0.2029 | 0 | 0.0744 | -0.4618 |
(p-val) | (0.0376 ) | (0.0371 ) | (0.0656 ) | (NA ) | (0.6216 ) | (0.0012 ) |
Estimates ( 3 ) | 0.2204 | 0.238 | 0.2094 | 0 | 0 | -0.4569 |
(p-val) | (0.0404 ) | (0.0288 ) | (0.0553 ) | (NA ) | (NA ) | (9e-04 ) |
Estimates ( 4 ) | 0.2785 | 0.2887 | 0 | 0 | 0 | -0.4192 |
(p-val) | (0.0091 ) | (0.0078 ) | (NA ) | (NA ) | (NA ) | (0.0013 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
2.87550242562274e-05 |
0.00155584252265055 |
0.00051084899547365 |
-0.00221322346788899 |
-0.00301638452220537 |
-0.00279467898531214 |
0.000863543706410622 |
-0.00275492095243501 |
0.00601496766238096 |
-0.00254507881271959 |
0.0002636738526231 |
-0.00175221251108731 |
-0.000489206933664634 |
-0.00182941515474625 |
-0.00144707307408091 |
-0.00336978360706447 |
2.2916761839861e-05 |
0.000201343409562587 |
-0.00148130741038659 |
-0.00123429780068959 |
0.0058106916013125 |
-0.00036735417945173 |
-0.00231420048212976 |
-0.0020770069806127 |
-0.000650911283696455 |
-0.00765543853471955 |
0.00118823572978931 |
0.00192412372081625 |
-0.00211082595912956 |
-0.00128381940835733 |
-0.00147715975812426 |
-0.000728384433789636 |
0.0029182596271064 |
-0.00339750290442145 |
-6.64979460367175e-05 |
-0.000600807552089475 |
-0.000488129760290973 |
0.002629847201282 |
-0.00508335129253669 |
-0.000654535289365911 |
0.000713089032905264 |
0.00017631348211703 |
-0.00118307742885969 |
-0.00154064947780773 |
0.0008401686446974 |
-0.0017658295084943 |
-0.00233721730457364 |
-0.000995832759749649 |
0.000453380835593304 |
0.000898649420257573 |
-0.000314597322698498 |
-0.00123252185077362 |
8.78562321872131e-05 |
-0.000672428279560397 |
0.000243717301244565 |
0.0013329172766259 |
-0.000978793826053218 |
-0.00147067162551774 |
-0.000990350158922138 |
-0.00104258504900996 |
-0.00140492347512407 |
0.00764116779420568 |
0.00385985381254906 |
0.00146333384357409 |
-0.00149276262011495 |
0.00506966892220885 |
-0.000722888415589872 |
-0.00480315125612542 |
-0.00110386007586379 |
-0.000716121652885972 |
0.000678184615710899 |
7.6115095094999e-05 |
-0.00048114450074346 |
-0.00333629678437956 |
0.00142253261344236 |
-0.00119261098524634 |
-0.00142145262741885 |
-0.00378399855705837 |
0.000117716603661615 |
-0.000329405503845429 |
0.00306564616660776 |
-0.00129855984802292 |
-0.000256614349261368 |
0.00043822781733966 |
0.000650110383485539 |