ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | -0.168 | -0.5477 | 0.1167 | -0.4472 | 0.4472 | -1 |
(p-val) | (0.3777 ) | (0.0012 ) | (0.4133 ) | (0.0019 ) | (0.0021 ) | (0 ) |
Estimates ( 2 ) | 1.589 | -0.7992 | 0 | -3.092 | 3.0741 | -0.9821 |
(p-val) | (0 ) | (0 ) | (NA ) | (1e-04 ) | (0.0387 ) | (0.1679 ) |
Estimates ( 3 ) | 0.1143 | 0.1324 | 0 | -0.7939 | -0.2061 | 0 |
(p-val) | (0.8823 ) | (0.6413 ) | (NA ) | (0.3027 ) | (0.7878 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1659 | 0 | -0.6814 | -0.3186 | 0 |
(p-val) | (NA ) | (0.2264 ) | (NA ) | (0 ) | (0.0186 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.7201 | -0.2799 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0168 ) | (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 |
20.3659847106846 |
1971.70810145748 |
-2387.68735290775 |
-5821.11392936737 |
11634.8911307154 |
1574.83079968335 |
4859.91276454105 |
1366.43795801342 |
-2258.36263442572 |
3909.63178432313 |
-6376.80014581404 |
-2704.74217952254 |
-1149.80564683407 |
-1529.97184877498 |
-2705.26652682762 |
-9706.53841814001 |
14004.4922947636 |
4739.05793668231 |
8653.07871229485 |
141.918399780594 |
1486.8869121511 |
-796.739415799554 |
-5405.01707475698 |
-4024.13091975937 |
-2477.96040167454 |
44.8562657390313 |
-4422.9345864935 |
-11177.3957944622 |
13384.2482827886 |
2049.20143041814 |
5941.42575337354 |
526.82464338065 |
761.03700860487 |
2111.57209526295 |
-3546.27176750255 |
-3483.16086842564 |
-789.53823321307 |
2981.41662471538 |
-3473.1989489744 |
-9058.06131237842 |
12383.0843416023 |
5052.58048618018 |
4001.45982669082 |
6342.70739956457 |
-596.916455800668 |
2266.87337395827 |
-4247.14386651276 |
-4656.64338970656 |
-612.132472366998 |
516.372061232787 |
-7177.3403662419 |
-8946.15985481949 |
6777.91855160442 |
1020.46240022700 |
4168.30893894317 |
1732.22126153132 |
-3782.98037529028 |
514.792120471048 |
-3608.17928884841 |
-4647.17137107507 |