ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.304 | 0.0448 | -0.0621 | -0.7181 | 0.1106 | -0.9994 |
(p-val) | (0.3544 ) | (0.7839 ) | (0.6663 ) | (0.0269 ) | (0.3128 ) | (0 ) |
Estimates ( 2 ) | 0.2413 | 0 | -0.0791 | -0.6492 | 0.1146 | -0.9992 |
(p-val) | (0.2888 ) | (NA ) | (0.5069 ) | (0.0011 ) | (0.2925 ) | (0 ) |
Estimates ( 3 ) | 0.3391 | 0 | 0 | -0.741 | 0.1264 | -0.9993 |
(p-val) | (0.0748 ) | (NA ) | (NA ) | (0 ) | (0.2412 ) | (0 ) |
Estimates ( 4 ) | 0.33 | 0 | 0 | -0.7469 | 0 | -0.9988 |
(p-val) | (0.0646 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.4704 | 0 | -0.9991 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
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 |
-1.71778801856507e-05 |
-5.53432929230776e-06 |
-7.59194336887345e-07 |
1.82872699295959e-06 |
-5.80018169780804e-06 |
4.63453543550572e-06 |
-6.21461616032434e-07 |
3.45263678011312e-06 |
2.75295813385942e-06 |
4.90380132536884e-08 |
1.31641263367341e-06 |
8.06741603377252e-08 |
-2.40062066812312e-06 |
-1.58183018178901e-06 |
1.27023479091508e-06 |
6.3762570554917e-07 |
-5.13885448438686e-06 |
-2.82526561738222e-06 |
-3.9077989258271e-06 |
1.57810884022888e-06 |
-3.56085484380378e-06 |
2.2543123442744e-06 |
-3.10484153014539e-06 |
-1.78053352623553e-06 |
-1.82432934995533e-06 |
-1.63571897088902e-06 |
-2.73938798076254e-07 |
-1.7875531518551e-06 |
-6.05020002552326e-06 |
-1.52848944046351e-06 |
-2.94281330223566e-06 |
2.9674170658033e-06 |
-8.22467427698017e-07 |
4.86189636495639e-07 |
-9.03367508365974e-07 |
1.64905141998823e-06 |
1.84731561845526e-06 |
-7.52410357916583e-07 |
-6.39462231662577e-07 |
-4.17491310030586e-06 |
2.1436044159943e-07 |
6.80499911575772e-06 |
7.81023539521613e-06 |
-2.23778413004434e-06 |
7.58492208891045e-06 |
-2.79423885058902e-07 |
-8.70007083074668e-07 |
9.76308109210756e-07 |
2.89668921538469e-06 |
-4.43661921046238e-06 |
-3.87586795266259e-06 |
-2.55777537856432e-06 |
-5.75812543649931e-07 |
-1.57112460427469e-06 |
-3.5897517904184e-06 |
-1.11477379221097e-06 |
3.57564649219384e-06 |
-5.77699245987232e-07 |
2.70971914080299e-06 |
-2.14093173752523e-06 |
-2.04699395072421e-06 |
-1.14041381242218e-06 |
4.97315375265994e-06 |
-5.76106291223524e-06 |
-1.19024526571626e-06 |
4.57668493245561e-06 |
2.45348930341831e-06 |
7.09638167793174e-08 |
4.89544848490093e-07 |
-9.38561336256806e-07 |
4.14043769196763e-06 |
4.1539512293269e-08 |
2.04766852540952e-06 |
3.56498485631648e-07 |
3.5671663066794e-06 |
-4.11059550055567e-06 |
6.13983048960156e-07 |
4.94866951872403e-07 |
-2.34458746705866e-06 |
4.59184448004945e-06 |
-2.45801574484602e-06 |
-1.92486218515313e-06 |
1.19352312798762e-06 |
1.16544853055819e-06 |
-3.73086670398292e-06 |
4.24861201129078e-06 |
8.32745585676898e-06 |
6.35868566531502e-06 |
-6.25998865575395e-06 |
2.13488681225769e-07 |
-3.32251140225167e-06 |
4.03667449002741e-07 |
-4.77964782239861e-06 |
5.47834730377028e-07 |
3.12497353751813e-06 |
2.55078883830796e-06 |
-1.73072592501466e-07 |
3.48573467305549e-06 |
-3.64234328764901e-06 |
6.79112920639062e-06 |
-3.62575478534285e-07 |
3.31360000850799e-06 |
7.79915527495471e-07 |
-1.76662713144318e-06 |
-3.90871396360227e-06 |
3.72370903057814e-06 |
-7.42471884825758e-07 |
3.04932448858173e-06 |
1.89099664500524e-06 |
-3.77945206635811e-06 |
-5.94803554865365e-06 |
-2.74214366096009e-06 |
-2.34917698535612e-06 |
2.4425894242672e-06 |
1.65334508508408e-06 |
-1.97652934202806e-07 |
-8.73468710315286e-07 |
-3.37976427230486e-06 |
-7.54949867877697e-07 |