ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2846 | 0.1843 | 0.5025 | 0.2896 | 0.0691 | -0.4791 | -0.999 |
(p-val) | (0.2703 ) | (0.1645 ) | (2e-04 ) | (0.3674 ) | (0.7084 ) | (0.0195 ) | (0.1451 ) |
Estimates ( 2 ) | -0.259 | 0.1811 | 0.5127 | 0.2506 | 0 | -0.4887 | -0.99 |
(p-val) | (0.3124 ) | (0.1683 ) | (1e-04 ) | (0.4359 ) | (NA ) | (0.0142 ) | (0.533 ) |
Estimates ( 3 ) | -0.3813 | 0.219 | 0.5133 | 0.4374 | 0 | -0.5159 | 0 |
(p-val) | (0.0523 ) | (0.096 ) | (1e-04 ) | (0.0453 ) | (NA ) | (0.0042 ) | (NA ) |
Estimates ( 4 ) | -0.4735 | 0 | 0.4299 | 0.4669 | 0 | -0.5333 | 0 |
(p-val) | (0.0325 ) | (NA ) | (5e-04 ) | (0.0301 ) | (NA ) | (0.002 ) | (NA ) |
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 |
0.962731884432673 |
-12.6229042845687 |
-12.807407054031 |
-44.5756517809941 |
11.4086452969893 |
-160.303335575101 |
59.9730763527649 |
115.020770711636 |
224.290066750386 |
-104.872804142528 |
65.9773085529351 |
-6.00240977340677 |
66.4229175840992 |
-10.5112513820128 |
0.402535477973239 |
139.222323833981 |
52.1176511285665 |
10.5109887854139 |
-32.2815302483359 |
-4.34430645804017 |
-43.1968456181945 |
12.4418030920839 |
-34.4910801271772 |
47.5772947428584 |
109.848265908168 |
18.7779315997154 |
-168.453088533592 |
-27.4972633420093 |
21.6321836630647 |
-41.8332911166137 |
35.8610639782723 |
148.187637967619 |
-42.610800908386 |
180.398079898019 |
-40.9330165975321 |
-14.7119326981197 |
-36.4403194267713 |
-56.4255293952952 |
141.88526662359 |
50.5357220177411 |
-116.269168630752 |
10.7174470868449 |
-86.824366354279 |
-120.290832475689 |
-30.5809853771756 |
-137.699165686378 |
-67.8021183013484 |
-32.6783266786708 |
57.9445668488474 |