ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7284 | 0.1452 | -0.6333 | -0.9159 | -0.4933 | 0.998 |
(p-val) | (0.0096 ) | (0.4211 ) | (0.0127 ) | (0 ) | (0.0077 ) | (0.377 ) |
Estimates ( 2 ) | 0.917 | 0 | -0.7437 | -0.9104 | -0.5238 | 1.0009 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0.0025 ) | (0.4416 ) |
Estimates ( 3 ) | 0.8935 | 0 | -0.7264 | -0.2682 | -0.3584 | 0 |
(p-val) | (0 ) | (NA ) | (4e-04 ) | (0.0882 ) | (0.0498 ) | (NA ) |
Estimates ( 4 ) | 0.8973 | 0 | -0.7637 | 0 | -0.2508 | 0 |
(p-val) | (0 ) | (NA ) | (1e-04 ) | (NA ) | (0.1819 ) | (NA ) |
Estimates ( 5 ) | 0.919 | 0 | -0.7709 | 0 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (0 ) | (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 |
-1948.58625702319 |
-8611.5682892576 |
-518.630221938109 |
-12588.1360039165 |
3761.8991294813 |
2878.48340123019 |
2606.48010693383 |
-566.539128934747 |
-3999.74437033195 |
7093.89967007431 |
4491.2109485897 |
-1619.65231478725 |
-4972.05329356712 |
-1269.38002682404 |
-4431.59943181306 |
-14546.7807531163 |
-2126.13322257328 |
-7079.59212874705 |
10196.8120847927 |
-6519.44474166672 |
-4476.74540729489 |
2324.74914415055 |
-11226.2690087601 |
-9178.5026473801 |
13495.8235914135 |
2807.43050614778 |
-16057.5552267939 |
17538.321381558 |
5601.85017727008 |
12985.2044609466 |
-2166.72683385027 |
622.366280121946 |
-319.483372089112 |
3754.58202937877 |
-6399.24763518443 |
19799.2339172677 |
-10221.0940879578 |
-5863.96109279267 |
5530.61356615257 |
-2377.48816068665 |
10916.7544217327 |
5215.43788308537 |
8610.6802274175 |
8217.75065594464 |
12691.9921228995 |
-2910.48555961217 |
62.4206117250589 |
-2808.64926983607 |
-1181.93818451985 |
2789.93241979619 |
-7559.21347901982 |