ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 0.7055 | 0.3758 | -0.3998 | -0.4452 | -0.5973 | 0.6416 |
(p-val) | (0.1339 ) | (0.1582 ) | (0.2853 ) | (0.2993 ) | (0.0092 ) | (0.0449 ) |
Estimates ( 2 ) | 0.4681 | 0.3752 | -0.1902 | 0 | -0.7527 | 0.5243 |
(p-val) | (0.1918 ) | (0.3917 ) | (0.1627 ) | (NA ) | (0.0071 ) | (0.2318 ) |
Estimates ( 3 ) | 0.2769 | 0 | -0.1518 | 0 | -0.1812 | 0.4696 |
(p-val) | (0.0464 ) | (NA ) | (0.7287 ) | (NA ) | (0.1659 ) | (0.3074 ) |
Estimates ( 4 ) | 0.2893 | 0 | 0 | 0 | -0.1563 | 0.2998 |
(p-val) | (0.0309 ) | (NA ) | (NA ) | (NA ) | (0.2383 ) | (0.059 ) |
Estimates ( 5 ) | 0.2555 | 0 | 0 | 0 | 0 | 0.2263 |
(p-val) | (0.048 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1256 ) |
Estimates ( 6 ) | 0.288 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (0.0244 ) | (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 |
2.92143834542903 |
56.7600889706114 |
80.4791680066552 |
-2.55076514368879 |
-5.3116709456886 |
-79.057510418726 |
51.3960273000454 |
56.3764931576256 |
96.8804010972005 |
-16.1666975840386 |
0.482314447820449 |
42.0689009517554 |
116.292122187911 |
139.488797202966 |
92.3425090649953 |
41.271170311709 |
-80.8191419076624 |
-109.610877502744 |
-216.14679651967 |
208.786625369910 |
151.867981606833 |
115.693803280127 |
93.620133355834 |
-16.1705085618910 |
49.3137214319796 |
108.546701683275 |
23.2913598110214 |
-171.825726093121 |
246.943405944159 |
40.5559257271319 |
-63.6806913862184 |
-95.1368944476592 |
-354.535166879241 |
200.445984738965 |
136.259232051922 |
-285.268215058481 |
50.4699858631993 |
-305.963752206143 |
10.5931049723613 |
-26.4433910246835 |
264.361063462206 |
-105.771610533724 |
-276.254273261517 |
-455.787751638237 |
158.907639447440 |
-25.8607932992859 |
-639.736384338345 |
-23.9888239009856 |
-98.9149928188958 |
226.092330606913 |
-99.870922953532 |
-94.4104074362372 |
179.211775020422 |
160.517416376205 |
-48.9833880791048 |
6.40298086703478 |
175.720344157109 |
104.073677956493 |
30.1603994733787 |