ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4772 | 0.2021 | 0.2176 | -0.7904 | 0.3228 | -0.1958 | -1 |
(p-val) | (0.0022 ) | (0.0472 ) | (0.0306 ) | (0 ) | (0.0027 ) | (0.0612 ) | (0 ) |
Estimates ( 2 ) | 0.4127 | 0.2235 | 0.2447 | -0.7594 | 0.3079 | 0 | -1 |
(p-val) | (0.009 ) | (0.0238 ) | (0.013 ) | (0 ) | (0.0047 ) | (NA ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.00126199707764269 |
0.141213210979725 |
0.0694401163466084 |
-0.00477027237224861 |
0.244961156786119 |
0.472852663091951 |
-0.64478819932455 |
-0.246696445737186 |
-0.008952014717762 |
0.0593943940034053 |
0.20264027404279 |
0.449021153171283 |
0.27987372611902 |
0.174867688841003 |
0.163033971396605 |
-0.0349756255965761 |
-0.576630708836568 |
1.39058867844013 |
0.211779695308416 |
0.260121959452067 |
-0.111902352916982 |
-0.0561577624937812 |
0.329777752943288 |
0.0930353729193535 |
-0.0959172889314718 |
0.103796328288458 |
-0.00929657920795825 |
-0.411784699034782 |
0.527241088367493 |
-1.20807203153896 |
0.605358215224644 |
1.03017749355822 |
-0.0675783445587257 |
-0.504012166308328 |
-0.113359049465429 |
0.027961682666073 |
0.152658738308688 |
0.274189641437885 |
0.0732263951460789 |
-0.324498749952984 |
0.206596645690848 |
0.144757019136834 |
-0.342579846339581 |
-0.268965518278182 |
-0.182885820215129 |
0.369119556873245 |
0.215610192668976 |
0.0533739552018501 |
0.00908591042145681 |
-0.0224748799836896 |
0.0734118418208691 |
-0.19947040103258 |
-0.457188542946628 |
-0.711548686911118 |
0.194953504978153 |
-0.195841980868808 |
-0.142179940519357 |
0.15879206687583 |
0.0158254101735787 |
0.18856591610564 |
0.219989910859166 |
0.207743922646335 |
0.120549415557788 |
-0.0393426070510408 |
-0.339666897379727 |
-0.589971968966652 |
-0.0870351303213183 |
-0.0599032636267979 |
-0.0306642998945632 |
0.273310765393585 |
0.118997487143069 |
0.458397012156951 |
0.248263206620795 |
0.0657287789863812 |
-0.0584847212156967 |
-0.212425865889846 |
-0.591656434142192 |
0.117434326046473 |
-0.887481398634812 |
-0.438283584141653 |
-0.120112812567834 |
-0.149765193091164 |
0.219839071618817 |
0.178406505629237 |
0.0550147587377598 |
-0.0681886493464795 |
0.0289772309392172 |
-0.125133751081038 |
-0.611053958377496 |
0.0294227566244845 |
-0.52156311367729 |
0.183500218233992 |
-0.288235861174662 |
-0.342021181042989 |
-0.171695462114368 |
0.197855307053032 |
0.03114292976941 |
0.390024431806665 |
0.0773953447687374 |
-0.207144879756162 |
0.397218642758057 |
-0.170740389576543 |
-0.676896411179639 |
0.142413114128287 |
-0.0397788077704914 |
-0.0683444923594121 |
0.348738136881415 |
0.154877914968129 |
0.267081215175398 |
0.0955706018632327 |
-0.0621975695861922 |
-0.231643907594091 |
0.554888499118337 |
0.103632377158902 |
1.03590180009996 |
-0.0293143176143904 |
0.0544727646678397 |
0.295186822053713 |
0.0188182707170313 |
-0.0434911573311306 |
-0.105759338763693 |