ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.3267 | 0.1697 | 0.2118 | -0.2506 | 0.6044 | -0.999 |
(p-val) | (0.4515 ) | (0.2839 ) | (0.2724 ) | (0.5674 ) | (0.0125 ) | (0.182 ) |
Estimates ( 2 ) | 0.0981 | 0.2042 | 0.2629 | 0 | 0.5965 | -0.9986 |
(p-val) | (0.4921 ) | (0.1411 ) | (0.072 ) | (NA ) | (0.0124 ) | (0.1188 ) |
Estimates ( 3 ) | 0 | 0.2209 | 0.2869 | 0 | 0.6337 | -1.0043 |
(p-val) | (NA ) | (0.1072 ) | (0.044 ) | (NA ) | (0.0077 ) | (0.1181 ) |
Estimates ( 4 ) | 0 | 0.2208 | 0.3311 | 0 | -0.1286 | 0 |
(p-val) | (NA ) | (0.0989 ) | (0.0195 ) | (NA ) | (0.3931 ) | (NA ) |
Estimates ( 5 ) | 0 | 0.2163 | 0.3137 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.1044 ) | (0.0232 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.3436 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0149 ) | (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 |
-1948.52397060844 |
-8324.74536862686 |
-1470.35385722180 |
-11825.5491316230 |
3834.85791394026 |
4441.49156810863 |
5411.00112023155 |
-2086.61305345596 |
-5648.30573757349 |
5865.58766300165 |
5945.41131422281 |
-975.60786356647 |
-7792.21169232123 |
-2925.08820281476 |
-3701.09625609318 |
-14169.2879848902 |
-3438.22617772935 |
-5062.28254175407 |
13227.7128931615 |
-4556.97479900206 |
-5228.15589894203 |
-553.193913119612 |
-9326.17216183152 |
-10341.3021527607 |
13034.4005860246 |
9919.5056120368 |
-15285.2041778606 |
13897.3610563827 |
7407.61436593125 |
14396.8386871946 |
-7199.53821673932 |
-1886.27455611783 |
-1660.56726717530 |
3064.50402734673 |
-7230.56780460989 |
19165.7160588460 |
-5660.99087230477 |
-6589.3754186884 |
2103.21449530870 |
5536.20963153884 |
12599.9990058368 |
6967.33489016437 |
5740.10257649877 |
7591.9634001496 |
13492.1747008316 |
-3341.90059552156 |
-401.768054406217 |
-2008.78097411943 |
-2975.13859886443 |