ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.0587 | -0.1014 | 0.1563 | -0.7518 | -0.9161 |
(p-val) | (0.7736 ) | (0.5142 ) | (0.2875 ) | (0 ) | (0.0077 ) |
Estimates ( 2 ) | 0 | -0.1317 | 0.1282 | -1.4152 | -1.1026 |
(p-val) | (NA ) | (0.2658 ) | (0.2421 ) | (0 ) | (0.0033 ) |
Estimates ( 3 ) | 0 | 0 | 0.1527 | -1.3143 | -1.0526 |
(p-val) | (NA ) | (NA ) | (0.1674 ) | (0 ) | (0.0943 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.729 | -0.9916 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.2374 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1.3177 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.365241700883491 |
-2.55781256731016 |
6.53018718238126 |
9.96073321891981 |
-2.85167993581617 |
-3.00690803525539 |
3.74995276148235 |
-7.90663401577889 |
-2.70532534545717 |
6.33356774781542 |
4.80813093286882 |
-3.5573164908859 |
-9.75064536544949 |
4.72942513200285 |
-11.5465879962313 |
5.96042154592227 |
-3.68538471314214 |
14.8652727332249 |
14.9762538608515 |
0.488828577156234 |
4.96850369262909 |
-5.78538212322108 |
0.230483196218526 |
13.0191993746804 |
-3.17915569746818 |
-12.2359893024489 |
4.37323690981063 |
9.9423969820642 |
-4.45095667737148 |
16.9630288137727 |
7.17036552441887 |
-0.261905481639858 |
6.10122776533149 |
-2.8325232406865 |
2.38686344664555 |
26.3436406165974 |
15.9708121627086 |
-6.3508578714165 |
12.1192209640623 |
-18.3384591840023 |
-7.92533527550358 |
25.9797655562251 |
-14.7863995967881 |
-7.03478105032627 |
-2.15657271342692 |
10.2614310350269 |
1.04076414027790 |
0.755508149246256 |
-3.54462725679137 |
-0.133958161641347 |
6.33831152772475 |
5.19309072799467 |
32.9699869499103 |
6.82230488747308 |
-18.7000774339667 |
9.38590556922934 |
10.6454863182601 |
-9.7196347829989 |
6.74502577453232 |
18.7223417179082 |
27.3753217265385 |
-13.1525608390406 |
-3.36697460023247 |
-18.3584756367688 |
-1.25941900044546 |
-6.4882435194857 |
-13.6905168725603 |
-3.15796287073729 |
1.17957163526632 |
5.98058005497133 |
-0.132843403734077 |
-5.68836204407274 |
-14.2834245317799 |
-16.6831010447864 |
-10.3816688157506 |
-12.1132537181568 |
-16.5817164112379 |
12.0876497170745 |
1.18174572004877 |
2.99540579566539 |
-10.5317048368324 |
44.4215024864494 |
-0.0126902777855155 |
-25.8181112146059 |
-3.46941572993936 |
8.39046673437901 |
-21.4906470675242 |
3.42670942756009 |
-13.0817930572858 |
-0.49161455627015 |
-0.791753210827466 |
-7.99474852624373 |
7.68212951983015 |
-8.8600421384049 |
2.10563370610555 |
15.3960023696429 |