ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2588 | 0.2168 | 0.0755 | -0.8116 | 1.3347 | -0.3366 | -0.9544 |
(p-val) | (0.4619 ) | (0.3648 ) | (0.6429 ) | (0.015 ) | (0 ) | (0.0586 ) | (0 ) |
Estimates ( 2 ) | 0.0194 | 0.0785 | 0 | -0.5731 | 1.312 | -0.3199 | -0.9057 |
(p-val) | (0.9728 ) | (0.8125 ) | (NA ) | (0.298 ) | (0 ) | (0.0649 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.0694 | 0 | -0.5549 | 1.3065 | -0.3138 | -0.9096 |
(p-val) | (NA ) | (0.6138 ) | (NA ) | (0 ) | (0 ) | (0.067 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.5299 | 1.2991 | -0.3063 | -0.9085 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0704 ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.544 | 0.8501 | 0 | -0.4108 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.1625 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.5339 | 0.6093 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
7.29099198631763 |
-317.67052349969 |
752.986195027177 |
264.20087838963 |
-244.685583319412 |
-243.106524124434 |
-234.963326700127 |
-179.209892865738 |
138.234872076837 |
711.691640099717 |
-34.3922019289575 |
-549.252085963119 |
484.314107350969 |
41.3999623464213 |
-200.683055505775 |
-575.220251657367 |
-154.013983644894 |
-406.042574175369 |
28.1860323861742 |
-175.433516450572 |
683.395455145731 |
472.281876611438 |
0.424045542037301 |
609.608505458106 |
-511.364983167424 |
171.415157691497 |
870.284555681864 |
2.63290261180218 |
-303.808544055535 |
390.535054825936 |
-39.9162316529414 |
464.192631530420 |
-170.163626530834 |
-31.8384841931521 |
571.825321499558 |
133.549527700790 |
-689.343936121031 |
-458.760922532416 |
-112.174690998967 |
138.023457732829 |
128.572948697069 |
771.649696244093 |
682.990498208403 |
842.843007884446 |
449.143641728952 |
-18.0145052958116 |
438.198582583624 |
-34.169226380859 |
595.230452330406 |
-770.182780933633 |
505.83785022502 |
-703.528310091271 |
421.180787579281 |
66.2436851387633 |
-512.776614601814 |
85.505899470764 |
-129.925306556974 |
602.043538394613 |
-20.9119754507666 |
-754.945023629717 |
125.024722010281 |
-232.224488581438 |
-255.51192246168 |
32.856514835018 |
617.616383495134 |
-361.286898554631 |
253.341070639742 |
-355.85400898633 |
-257.285649962161 |
349.933198016063 |
490.988294579724 |
-363.696154319455 |