ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.7712 | 0.2284 | -0.7684 | 0.2366 | -0.9791 |
(p-val) | (0 ) | (0.0398 ) | (0 ) | (0.0412 ) | (0 ) |
Estimates ( 2 ) | 0.7183 | 0.2765 | -0.7474 | 0 | -0.8494 |
(p-val) | (0 ) | (0.0088 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
4.13400599287621e-06 |
-2.91624132717544e-05 |
0.000137658572771408 |
1.73833920686318e-05 |
-9.18158263554851e-05 |
-4.93391267004776e-06 |
-1.46038449194793e-05 |
-3.03414252620976e-05 |
3.50073581367143e-05 |
5.5424094484559e-05 |
5.16650014650929e-07 |
1.419136036086e-05 |
2.67993593002704e-05 |
2.44275583776009e-05 |
-1.99341461243601e-05 |
-9.39139885715091e-07 |
8.02299850837468e-05 |
0.000127761194888815 |
8.7862713206283e-05 |
-5.30841548403228e-05 |
-8.96382408250814e-06 |
-6.24065168358555e-05 |
-2.73351283056007e-05 |
6.16768998441581e-05 |
-5.18376522637056e-05 |
-3.9229812307148e-05 |
4.68401635466774e-05 |
6.4583370584193e-05 |
-0.000124219954326776 |
5.63608176143502e-05 |
-7.72242014553803e-05 |
-9.48120192341472e-05 |
7.17647700249485e-05 |
-7.94208385954857e-05 |
2.98128448027547e-05 |
2.91015478871713e-05 |
-9.27964252612289e-05 |
-4.19951098422088e-05 |
-7.44696356500988e-05 |
-2.51919456304621e-05 |
2.76320123782022e-05 |
0.000138338713522675 |
-0.000105426635722088 |
-6.73249530943579e-05 |
-6.99531487845856e-05 |
-5.799142867729e-05 |
1.578523477685e-05 |
-4.97932015803253e-05 |
-9.0453716441377e-05 |
3.65679228123105e-05 |
2.31912450600247e-05 |
-6.70466317295915e-05 |
-4.25571994650696e-05 |
-3.62706732403e-05 |
-3.48554920467034e-05 |
0.000116276678544839 |
-2.30911782868495e-05 |
-5.32502863954422e-05 |
-2.62504359416202e-05 |
2.10866097186636e-05 |
2.55310592894558e-05 |
-9.56930091593454e-06 |
1.69631849257419e-05 |
-4.20349748663311e-05 |
1.83607399882549e-05 |
-8.60612185019245e-05 |
-7.00764398491052e-05 |
2.16496907386839e-05 |
4.3736222166211e-07 |
-9.60878567575459e-05 |
-8.57116299145127e-05 |
-3.13092705784233e-05 |
0.00011774488354043 |
1.72101752267683e-05 |
-1.40591161905495e-05 |
2.58719359479331e-05 |
7.17387441770354e-05 |
-2.81041525881817e-05 |
9.04614666642976e-06 |
-4.6526452473442e-05 |
-0.000104329828771034 |
2.11595425722423e-05 |
-2.12904761590841e-05 |
-1.0084063172678e-05 |
-1.4219136499563e-05 |
-8.27588870823e-05 |
-5.51169504311306e-05 |
0.000104476765303033 |
-0.000141578640488021 |
-2.54304941055008e-06 |
-3.82565647706184e-05 |
-6.98178530238974e-05 |
0.000112334639322692 |
-1.89625954918097e-05 |
1.30870559549623e-05 |
2.95723623278044e-05 |
2.50942036676671e-05 |
2.88707819531943e-05 |
9.35899017932029e-05 |
4.86777561654535e-06 |
-5.11843965764401e-05 |
4.97971115763673e-05 |
-5.11297479222094e-05 |
-8.56044141576403e-06 |
-1.83774813979724e-05 |
-5.88220010679232e-05 |
2.06291704319079e-05 |
4.74583285291464e-06 |
-4.71137035113753e-05 |