ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1312 | 0.2604 | 0.2293 | -0.0937 | 0.2836 | -0.1588 | -0.9993 |
(p-val) | (0.743 ) | (0.056 ) | (0.1969 ) | (0.8153 ) | (0.1485 ) | (0.4056 ) | (0.1874 ) |
Estimates ( 2 ) | 0.0434 | 0.2714 | 0.2541 | 0 | 0.2738 | -0.1657 | -0.9992 |
(p-val) | (0.736 ) | (0.0309 ) | (0.0531 ) | (NA ) | (0.1508 ) | (0.3778 ) | (0.1893 ) |
Estimates ( 3 ) | 0 | 0.2786 | 0.2646 | 0 | 0.2771 | -0.1784 | -0.9988 |
(p-val) | (NA ) | (0.0245 ) | (0.0379 ) | (NA ) | (0.1473 ) | (0.33 ) | (0.2093 ) |
Estimates ( 4 ) | 0 | 0.2651 | 0.2908 | 0 | 0.3481 | 0 | -0.9999 |
(p-val) | (NA ) | (0.0305 ) | (0.0198 ) | (NA ) | (0.0652 ) | (NA ) | (0.0081 ) |
Estimates ( 5 ) | 0 | 0.2566 | 0.322 | 0 | 0 | 0 | -0.5355 |
(p-val) | (NA ) | (0.0351 ) | (0.0102 ) | (NA ) | (NA ) | (NA ) | (0.0249 ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-871.816426995542 |
-714.264404771364 |
2020.73740078416 |
-2674.40865147688 |
-4762.09652926476 |
153.500631589065 |
2434.44411067652 |
2099.60706630736 |
722.906707942123 |
-2117.52307629520 |
-671.167804909363 |
-3085.22011834704 |
342.193899088129 |
146.401808661614 |
1380.01174100011 |
-770.16049114385 |
-2883.3946590651 |
359.881884360215 |
-70.2144774696498 |
3914.32061592719 |
2399.99971459741 |
-1873.27164184833 |
-4884.85624890904 |
-3985.78756462863 |
1571.980601588 |
-7127.72779556322 |
-318.068179237627 |
-3057.95756436679 |
6222.40571915853 |
-2674.00388926754 |
-4599.18909915706 |
1381.83894370054 |
-2129.84948467905 |
-6482.6113266149 |
3515.87795724437 |
2717.80797458304 |
-5570.93864121143 |
4008.31628146777 |
2904.26869711285 |
5007.66516885515 |
-2290.3793941841 |
-2180.59786472421 |
-2714.87718651849 |
3139.45942105278 |
-5077.05013403046 |
6849.81037094782 |
-500.621313324212 |
-3095.92322706034 |
-446.436290250982 |
3814.37690051270 |
8504.37529958518 |
5381.33430671774 |
3628.8719510744 |
1808.13253531804 |
6372.56469173152 |
-886.102061659321 |
-3197.63100744742 |
1634.65474029846 |
-1728.85511843406 |
-861.82581485875 |