ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2298 | 0.1442 | 0.439 | -0.379 | 0.6766 | -0.0888 | -0.9994 |
(p-val) | (0.4062 ) | (0.4718 ) | (0.0018 ) | (0.2205 ) | (0.0132 ) | (0.7374 ) | (0.1457 ) |
Estimates ( 2 ) | -0.2403 | 0.158 | 0.4664 | -0.3078 | 1.9832 | 0 | -2.0759 |
(p-val) | (0.3134 ) | (0.3745 ) | (5e-04 ) | (0.323 ) | (0.0395 ) | (NA ) | (0.0217 ) |
Estimates ( 3 ) | -0.4057 | 0 | 0.3834 | -0.2001 | 0.6861 | 0 | -1 |
(p-val) | (0.038 ) | (NA ) | (0.002 ) | (0.3581 ) | (0.0084 ) | (NA ) | (0.0574 ) |
Estimates ( 4 ) | -0.5231 | 0 | 0.3761 | 0 | 0.6711 | 0 | -0.9999 |
(p-val) | (0 ) | (NA ) | (9e-04 ) | (NA ) | (0.0066 ) | (NA ) | (0.0338 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-49.322828262324 |
-841.66209156776 |
-727.138222004516 |
318.026077493937 |
253.450373319417 |
914.6690802553 |
-635.276292032055 |
18.0104106800424 |
-1684.42027804526 |
1829.79157926934 |
1122.02445633161 |
-138.587741605063 |
-1041.88960144429 |
-174.907981333737 |
956.760753251256 |
-918.740049654111 |
-1804.14307157093 |
1140.97980241613 |
840.002279017665 |
-115.034398254958 |
-650.674450093417 |
120.238789014336 |
88.3004548450432 |
979.982585943062 |
83.8113224085503 |
-1336.40521059876 |
575.216211739258 |
428.974795971089 |
-1102.49592665084 |
-10.8328456558884 |
1285.10948100341 |
-1442.00329332823 |
1466.60139244046 |
-992.17610284964 |
1164.86436419996 |
-491.534729461495 |
-952.888440766142 |
30.7346494726848 |
-1006.00288970113 |
-3135.28886696298 |
-1183.14704042821 |
-1987.38722599841 |
-263.359999344463 |
183.030727592036 |
-73.5610082898233 |
108.178427374789 |
-626.86957318685 |
965.255827019708 |