ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.323 | -0.6904 | 0.936 | 0.0369 | -0.8743 |
(p-val) | (0.0972 ) | (0 ) | (0 ) | (0.7634 ) | (4e-04 ) |
Estimates ( 2 ) | 0.3189 | -0.6864 | 0.9837 | 0 | -0.9073 |
(p-val) | (0.1052 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0 | -0.4214 | 0.9886 | 0 | -0.921 |
(p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
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 |
0.00371356954579885 |
-0.0429191186319368 |
0.209562983493713 |
-0.136858502851315 |
0.0391367608213468 |
-0.10800129482605 |
0.0971808226729763 |
-0.186939493709182 |
0.0385386184254925 |
-0.104883406104788 |
-0.213282956818513 |
0.392066592261167 |
0.136498240571267 |
0.250762375936168 |
0.130092098683146 |
-0.507469579911581 |
0.0128228899638485 |
0.154895276405989 |
0.12579655727975 |
0.222968124439566 |
0.0307340577910049 |
-0.0210915009868655 |
0.32445016698053 |
0.252196254674195 |
-0.0560921611628953 |
-0.167987299770107 |
-0.221576310166744 |
0.458511659858445 |
0.198854020304737 |
-0.176639390871809 |
0.34254133380859 |
0.375380171331747 |
0.0254272313042437 |
-0.10481893162522 |
0.213301050472857 |
0.103806915492212 |
0.148601754420828 |
-0.151139183840785 |
0.0591605339801748 |
-0.165252920606453 |
-0.0685561975977134 |
-0.388700873254674 |
0.17078259842642 |
0.0891551553425074 |
-0.132761300328373 |
-0.150176738285451 |
-0.0704847350635516 |
-0.391012853478686 |
0.0904611865732234 |
0.098425148501281 |
0.0366631803046729 |
-0.101123975344181 |
0.000367334108104156 |
0.30857334803977 |
0.174724529536996 |
0.264484851503873 |
0.377120411029868 |
0.0378560591750272 |
-0.0631241435659765 |
-0.0634944896525714 |
-0.302108376849523 |
0.0726078819272239 |
0.00929267494975315 |
-0.0319680129901759 |
0.138947180486884 |
-0.0798757245274739 |
0.399400587692355 |
-0.115542868773114 |
-0.0404230410160643 |
0.341658846898365 |
0.0449686942684253 |
0.0455172254477246 |
-0.131707486621144 |
-0.143024702341348 |
0.0797552237300165 |
0.243125858344707 |
-0.29860089005121 |
0.120735481973593 |
0.177484378156997 |
0.00795270811962086 |
-0.057876980226728 |
-0.180472370175236 |
-0.0591653025083324 |
0.102864904687537 |
-0.0165349083879484 |
-0.0704141991822566 |
0.0511376709985838 |
-0.132677329362948 |
0.0612665852031554 |
0.0163847908294234 |
-0.101378601681356 |
0.206285056735782 |
-0.172915659991594 |
0.0828349188005224 |
0.0607539973256925 |
-0.058808659892043 |
-0.0512895238924892 |
-0.0104452248588378 |
-0.200183617685615 |
-0.142384767358414 |
-0.125450250778616 |
0.133744576916994 |
0.040170636285978 |
0.239414000385674 |
-0.0932329967010555 |
0.337599277508494 |
0.016550369261287 |
-0.177576070115746 |
0.235872166429662 |
-0.0118246606248226 |
-0.208123190295219 |
0.0187050062173671 |
-0.257543425221389 |
-0.0431362738304528 |
-0.0142184147087367 |
-0.0907071422103126 |
0.109508085788232 |
0.0476190689324643 |