ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 0.4275 | 0.106 | -0.2879 | -0.0541 | -0.5306 | 0.0408 |
(p-val) | (0.3563 ) | (0.763 ) | (0.1306 ) | (0.9076 ) | (0.0077 ) | (0.8456 ) |
Estimates ( 2 ) | 0.3757 | 0.1382 | -0.2976 | 0 | -0.5426 | 0.0203 |
(p-val) | (0.0017 ) | (0.4976 ) | (0.0768 ) | (NA ) | (0.001 ) | (0.8665 ) |
Estimates ( 3 ) | 0.3771 | 0.1337 | -0.278 | 0 | -0.5419 | 0 |
(p-val) | (0.0015 ) | (0.4995 ) | (0.0215 ) | (NA ) | (8e-04 ) | (NA ) |
Estimates ( 4 ) | 0.4023 | 0 | -0.24 | 0 | -0.4475 | 0 |
(p-val) | (4e-04 ) | (NA ) | (0.0254 ) | (NA ) | (2e-04 ) | (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 |
274.411807217272 |
-1669.65463959914 |
-3050.66875741723 |
1327.07068360396 |
-5304.9176738304 |
6244.7218949873 |
30274.4535944519 |
-7071.92692626615 |
10321.4545798100 |
-4327.61379929893 |
1549.96966462449 |
4909.74725988169 |
1212.27449317222 |
-2794.40476335470 |
-1368.83868230165 |
-5220.33925909834 |
-1468.98001828487 |
4270.10740663308 |
24109.3640036155 |
-867.903763377589 |
8093.84338943074 |
8248.07021175058 |
-4809.00239341641 |
8465.11349520696 |
-4354.79056550226 |
1549.82658363222 |
-4169.32315421169 |
-5374.64337981819 |
-2485.02801228337 |
1858.85251228485 |
25253.7086474555 |
-7101.94618252334 |
7424.96509778896 |
-7564.90540052984 |
-44.9560046851173 |
1344.50938422343 |
-3499.93362315608 |
-5202.94730476783 |
-6933.0586639174 |
-4143.76708171327 |
-2916.60788225763 |
-155.492919438674 |
24314.7239492490 |
-5961.58776260509 |
834.527974587147 |
-11802.9633270246 |
-3299.04754403946 |
-5523.01282972186 |
-3336.90545320087 |
-12973.6246331956 |
-8691.98311863541 |
-6892.98762517867 |
-11632.5707353007 |
-4323.80961861961 |
27777.1685006104 |
-10072.0184802108 |
-9063.26467099541 |
-1356.20158744411 |
-6821.9037099824 |
563.704590487003 |
-4343.65182018408 |
-8894.52245950908 |
-7086.20104082886 |
-3447.43913148608 |
-12991.5741258419 |
6975.9544883749 |
20635.3364949956 |
-6136.58115374192 |
-6955.80200785532 |
-227.248915481498 |
-2262.29253951559 |
4067.83659467992 |
-1518.89276995588 |
-896.989215002861 |
-1129.35330077918 |
121.127851435507 |
-6508.00013386065 |
10346.9040516086 |
23735.7345256346 |