ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | -0.4083 | 0.1382 | 0.4194 | 0.4473 | -0.3779 | -0.9712 |
(p-val) | (0.0358 ) | (0.5349 ) | (0.0199 ) | (0.0493 ) | (0.1189 ) | (4e-04 ) |
Estimates ( 2 ) | -0.47 | 0 | 0.3585 | 0.4972 | -0.2786 | -0.9091 |
(p-val) | (0.0122 ) | (NA ) | (0.0326 ) | (0.0146 ) | (0.0893 ) | (0 ) |
Estimates ( 3 ) | -0.5099 | 0 | 0.0992 | 0.8705 | 0 | -0.9584 |
(p-val) | (0.0326 ) | (NA ) | (0.6673 ) | (9e-04 ) | (NA ) | (4e-04 ) |
Estimates ( 4 ) | -0.6391 | 0 | 0 | 0.7607 | 0 | -0.4451 |
(p-val) | (0.0046 ) | (NA ) | (NA ) | (0 ) | (NA ) | (1e-04 ) |
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 |
-5.9238303940416 |
343.027504006791 |
-134.235133890729 |
26.9601423165684 |
-288.904703461906 |
-65.0050211188737 |
109.085003080654 |
-191.424185584591 |
7.7916808734046 |
-163.219152006456 |
48.9625385242735 |
157.907184350445 |
49.0121348973736 |
-24.9751677604875 |
237.143065418442 |
-119.220323208940 |
-87.4111895478542 |
77.9731059131876 |
157.986604602982 |
-59.5637130930128 |
-7.3868327658605 |
40.4268648259775 |
-37.4847212459544 |
65.3393955051393 |
77.1252244411197 |
-35.509462952456 |
171.454468763475 |
-77.6274666301032 |
432.260343543104 |
-134.563844709542 |
-308.914157357099 |
41.3067017099923 |
-13.3921157820588 |
-227.63458548951 |
118.565207659385 |
-169.025312605240 |
-548.85770634572 |
-224.054285882979 |
-99.6158763420989 |
122.560939128624 |
-17.8603206930291 |
33.9478592602541 |
368.82416412095 |
57.3405963421402 |
-40.1240754470994 |
-344.448913665202 |
131.616980844828 |
-24.3030398298190 |