ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1172 | 0.058 | -0.0582 | -1 | 1.011 | -0.0114 | -0.9638 |
(p-val) | (0.3331 ) | (0.6495 ) | (0.6331 ) | (0 ) | (0 ) | (0.9403 ) | (0 ) |
Estimates ( 2 ) | 0.1168 | 0.0548 | -0.0583 | -1 | 0.9951 | 0 | -0.884 |
(p-val) | (0.3332 ) | (0.667 ) | (0.6387 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.1175 | 0 | -0.0558 | -1 | 0.9956 | 0 | -0.8934 |
(p-val) | (0.3292 ) | (NA ) | (0.65 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0.1208 | 0 | 0 | -1 | 0.9954 | 0 | -0.8944 |
(p-val) | (0.317 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1 | 0.9945 | 0 | -0.8846 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (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 |
0.0459999128668554 |
8.22041661121988 |
6.31154132834228 |
0.10897985674582 |
-0.00967284319322342 |
1.9557974214979 |
-11.3137114981803 |
-17.30692470327 |
5.86513146149396 |
10.6523692379567 |
-5.00768966154267 |
4.0124656055512 |
-5.04006777786846 |
-18.2905297167277 |
11.7722892848891 |
-10.9134174785553 |
1.21516602554633 |
-3.05833624426531 |
6.07578228388479 |
-3.36284813616973 |
4.51071867997217 |
-9.5910844400472 |
-1.955179931877 |
-4.02826047831199 |
4.91466735590813 |
11.161870453175 |
6.91784071833429 |
-7.57247817120838 |
-3.64018728198219 |
7.46325326637786 |
-12.2412212011555 |
-4.87355870603965 |
-1.62119441859778 |
5.06861444782093 |
-9.7795512444026 |
-11.6016563821556 |
15.101739248419 |
-9.49049002200983 |
-6.4819728958656 |
5.48181385030572 |
-13.9116232168617 |
7.07877067416942 |
-17.4015964881357 |
-4.37314436123641 |
-10.0527086725406 |
-1.29286840876335 |
-0.751660956691809 |
17.839762907708 |
5.99009469615001 |
3.33404006063394 |
-7.25122099094357 |
-0.221558905853446 |
0.0184512140637023 |
-6.0074981414376 |
-3.07559056765406 |
-10.3777451693433 |
2.23253983015863 |
10.1891233339388 |
13.9846779261512 |
1.76820018288527 |
-14.0095898615814 |
-1.53282375331227 |
-5.07659553784073 |
-3.05926128211667 |
-8.2754639599869 |
4.83437045036958 |
-1.68744502877068 |
8.48232041516736 |
16.108298931006 |
6.40330245342871 |
3.75315848494867 |
9.08986815078307 |