ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6553 | 0.1783 | 0.1409 | -0.621 | -1.2375 | -0.5963 | 0.3589 |
(p-val) | (0.0333 ) | (0.3348 ) | (0.5341 ) | (0.0311 ) | (0.1133 ) | (0.2108 ) | (0.7077 ) |
Estimates ( 2 ) | 0.6995 | 0.1565 | 0.1269 | -0.6589 | -0.9375 | -0.4147 | 0 |
(p-val) | (0.0089 ) | (0.3846 ) | (0.552 ) | (0.0069 ) | (0 ) | (0.0176 ) | (NA ) |
Estimates ( 3 ) | 0.8036 | 0.1846 | 0 | -0.7478 | -0.9238 | -0.4012 | 0 |
(p-val) | (0 ) | (0.2983 ) | (NA ) | (0 ) | (0 ) | (0.0214 ) | (NA ) |
Estimates ( 4 ) | 0.9933 | 0 | 0 | -0.8305 | -0.908 | -0.3786 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0257 ) | (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 |
0.0904992925590449 |
12.6631761790997 |
13.8776919561731 |
5.27676509843053 |
47.9724464928507 |
-16.5869948129260 |
-14.2281739627112 |
-23.9951030726604 |
-8.47580179100833 |
9.73709557715462 |
-19.3215679850746 |
-9.76845712262419 |
8.14696572214115 |
7.92358598993484 |
-3.81807640840818 |
6.27799312471197 |
-21.1458916609934 |
6.71508724915848 |
2.54128976108563 |
-6.97894640199252 |
7.41428318645815 |
14.9583331429546 |
7.48562661863043 |
-3.36518560160511 |
14.0323950853693 |
2.42252210142292 |
-8.86200782242829 |
10.0490102129547 |
-19.3187147304192 |
14.6748499922262 |
4.72970330538783 |
-9.00405408421685 |
11.6923807665332 |
22.8907990230383 |
11.7185486625317 |
20.5447660917069 |
7.43740374280687 |
-22.6065753956102 |
15.9643193510426 |
14.5376676808000 |
-13.4786757927671 |
11.8290341092090 |
-12.7988522735639 |
-10.2468383466376 |
8.67570303934849 |
6.25102181348032 |
8.6274794957714 |
-22.993311771613 |
-13.3269595760944 |