ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0199 | 0.9193 | 0.9997 | -0.1798 | -0.4764 | -0.0233 |
(p-val) | (0.8136 ) | (0 ) | (3e-04 ) | (0.7662 ) | (0.0187 ) | (0.9738 ) |
Estimates ( 2 ) | 0.0195 | 0.9196 | 0.9999 | -0.1987 | -0.4808 | 0 |
(p-val) | (0.8158 ) | (0 ) | (6e-04 ) | (0.2026 ) | (0.0014 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.936 | 1 | -0.2043 | -0.4833 | 0 |
(p-val) | (NA ) | (0 ) | (0 ) | (0.1861 ) | (0.0012 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.9245 | 1 | 0 | -0.4285 | 0 |
(p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0047 ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
8056.00855189795 |
137162.66369428 |
-111757.617822028 |
-13739.7675752513 |
-202663.630188669 |
19438.1680567609 |
15093.0357821703 |
26661.6735015404 |
-16849.2154424608 |
-63827.5961782842 |
91985.96121438 |
75923.4415804766 |
-4749.51517501155 |
-57005.9766968015 |
-37152.5931708459 |
-72769.0079031834 |
-264773.611350855 |
-74943.9566847502 |
-159054.613764086 |
95767.5850848088 |
-139677.021900766 |
-119280.905351797 |
-12554.9948841420 |
-203011.910836227 |
-214670.743964414 |
83739.1086778937 |
-69297.3557070206 |
-343006.413376489 |
88310.2433597732 |
34912.6043412007 |
150639.380406317 |
-10283.9529461461 |
-25459.9324915975 |
-54483.4565595704 |
79225.924744817 |
-134232.628255570 |
263712.274878082 |
-148013.520188363 |
-82043.8679209882 |
-13821.3126437501 |
-32546.266410127 |
154773.973066783 |
113168.917579789 |
187360.659405156 |
167546.239290396 |
250264.585637900 |
63732.1937037507 |
2192.59513506376 |
58069.3222323027 |
65150.0978631335 |
108827.625992891 |
-116461.105074540 |