ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | -0.8169 | -0.7196 | -0.0229 | 0.0468 | 0.4488 | -0.7194 |
(p-val) | (0 ) | (6e-04 ) | (0.8994 ) | (0.7358 ) | (6e-04 ) | (0 ) |
Estimates ( 2 ) | -0.7997 | -0.6992 | 0 | 0.0385 | 0.44 | -0.7293 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.741 ) | (0 ) | (0 ) |
Estimates ( 3 ) | -0.7772 | -0.6832 | 0 | 0 | 0.42 | -0.7449 |
(p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
10.2844889597444 |
1711.31587509164 |
1386.05654303828 |
1385.83675901616 |
2206.38820507879 |
-1808.98211547528 |
173.766326331701 |
-123.982127960464 |
2267.95335106230 |
-906.954803900294 |
-1365.19968902818 |
1076.91856102056 |
-1641.51245379869 |
409.756021028484 |
-883.672558962639 |
-939.830654218338 |
-1352.63891367936 |
4786.4361492334 |
-1659.94144614666 |
1910.97116150596 |
-1825.62208590810 |
-1620.96504091098 |
-1599.49249178064 |
-2323.69659553191 |
-2021.82293936701 |
-899.410625575657 |
2247.96911876414 |
1837.19312222895 |
-1203.97118057032 |
568.116519960009 |
-66.9976115280197 |
-1806.00952028666 |
-1711.66215469859 |
741.719452673496 |
979.143893441576 |
-551.678859853803 |
-998.124761493814 |
1099.45241995799 |
302.138856663231 |
-978.58145205757 |
-2180.18920374014 |
-758.675286245947 |
-1026.10926194776 |
-906.914270722621 |
1825.60707215751 |
-629.525104906537 |
-1438.77187885533 |
-345.475958012361 |
-1310.78790482892 |
-1246.36626854767 |
-96.8935755448378 |
-833.443934069234 |
-1742.70428957650 |
889.54108698255 |
-116.989680197111 |
-532.002663876633 |
-676.560673962094 |
311.629200199184 |
682.05186842828 |
1629.84793887878 |