ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ma1 | sar1 |
Estimates ( 1 ) | -0.457 | 0.1196 | 0.5068 | -0.4702 |
(p-val) | (0.422 ) | (0.3609 ) | (0.3675 ) | (2e-04 ) |
Estimates ( 2 ) | 0 | 0.0754 | 0.0548 | -0.4697 |
(p-val) | (NA ) | (0.5681 ) | (0.6697 ) | (2e-04 ) |
Estimates ( 3 ) | 0 | 0.0674 | 0 | -0.4669 |
(p-val) | (NA ) | (0.603 ) | (NA ) | (2e-04 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.4622 |
(p-val) | (NA ) | (NA ) | (NA ) | (3e-04 ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0589999585404485 |
-1.76455644735253 |
-22.9394998739615 |
5.42495494203653 |
-10.8314495294156 |
-2.12597389406906 |
-5.35635517668235 |
10.7304797521557 |
7.48809357670936 |
1.93441761903903 |
-16.4423718184569 |
-2.00345040789272 |
-6.72638903134623 |
7.17137067164783 |
15.3173362466537 |
4.32556914353053 |
-7.53788127652128 |
-6.2572739211402 |
7.17185926043137 |
-10.9972229140816 |
-1.71804502851514 |
-3.83154360786811 |
3.68056587139774 |
-8.62404619126926 |
-14.9775674072834 |
15.3371617275797 |
-4.40051093879181 |
-15.0587164743299 |
10.3632727991134 |
-12.3871319889278 |
3.9956405522928 |
-16.0394860459322 |
-4.64913139824641 |
-11.660630679625 |
-1.10494569584915 |
3.12691509400407 |
23.9579403208013 |
1.98361264262378 |
0.987934525543993 |
-8.14773745599022 |
-0.505590802144135 |
6.40297717074828 |
-10.9777197478831 |
5.40270773299327 |
-6.19289587366331 |
4.94024059076569 |
10.1985955629717 |
19.4424632166804 |
1.8852646048903 |
-23.7345841751167 |
-2.03498913067609 |
1.04197332370208 |
-5.2090689797937 |
-3.83239333734013 |
4.22318001060013 |
6.92949718481431 |
14.9381955857896 |
21.2199982166748 |
5.04624629186708 |
-1.52192649609378 |
1.45497481535028 |