ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1942 | 0.2994 | 0.2483 | -0.9846 | 0.9385 | 0.0586 | -0.9527 |
(p-val) | (0.1965 ) | (0.0554 ) | (0.0813 ) | (0 ) | (0 ) | (0.7128 ) | (2e-04 ) |
Estimates ( 2 ) | 0.1728 | 0.2667 | 0.2411 | -1.035 | 1.2886 | 0 | -0.9998 |
(p-val) | (0.2255 ) | (0.0604 ) | (0.0821 ) | (0 ) | (0 ) | (NA ) | (0.0744 ) |
Estimates ( 3 ) | 0 | 0.1725 | 0.1766 | -0.8443 | 0.9935 | 0 | -0.9366 |
(p-val) | (NA ) | (0.3116 ) | (0.2572 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0.1185 | -0.7484 | 0.9975 | 0 | -0.9603 |
(p-val) | (NA ) | (NA ) | (0.389 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.7163 | 0.994 | 0 | -0.9356 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
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 |
2.35999762703014 |
-102.953413107638 |
434.762735637688 |
-105.69450052968 |
-80.3127263736128 |
478.685306168552 |
-356.865320772084 |
-247.749489379575 |
-277.865213928461 |
225.148550312184 |
-251.163905163229 |
-110.442922984887 |
-11.6917995190954 |
287.270530130985 |
249.083039965015 |
372.631954941768 |
388.989435488883 |
118.930905487092 |
-303.674092123892 |
-44.1376475572617 |
17.6081990422433 |
63.5161143827358 |
-67.1111577429642 |
270.160474009718 |
738.644296450201 |
-167.755638899967 |
-26.4199711392063 |
-688.591821835653 |
92.5874489092449 |
-345.027998130228 |
-3.09052192232945 |
-257.413681889713 |
-69.6969862374071 |
-65.1589181691357 |
-292.676410931825 |
-118.952438837744 |
-127.51379379645 |
-30.8958435298273 |
50.5730603440914 |
-14.3464571562641 |
-227.869052336806 |
258.187034193416 |
140.168511812747 |
-135.567452484576 |
-396.162817484801 |
227.130989715825 |
-68.4422041237749 |
-145.825018361764 |
167.102398472714 |
172.216341473257 |
-276.902834612537 |
505.457877256947 |
-389.237780401336 |
162.335304493584 |
-45.8402943802613 |
-45.3031147837439 |
207.336642898410 |
-271.075552868674 |
-275.560262147078 |
-109.609820565844 |
-437.132079223325 |
-257.875903183819 |
128.412464134691 |
-21.6896411409332 |
-121.797754537884 |
319.595244343519 |
142.114284326532 |