ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2444 | -0.5581 | -0.1169 | -0.0755 | -0.9956 |
(p-val) | (0.2746 ) | (0.0119 ) | (0.6367 ) | (0.765 ) | (0.4629 ) |
Estimates ( 2 ) | -0.2436 | -0.5661 | -0.0664 | 0 | -1 |
(p-val) | (0.2677 ) | (0.0081 ) | (0.7205 ) | (NA ) | (0.1526 ) |
Estimates ( 3 ) | -0.2369 | -0.5667 | 0 | 0 | -1 |
(p-val) | (0.2818 ) | (0.008 ) | (NA ) | (NA ) | (0.0413 ) |
Estimates ( 4 ) | 0 | -0.708 | 0 | 0 | -0.9995 |
(p-val) | (NA ) | (0 ) | (NA ) | (NA ) | (0.055 ) |
Estimates ( 5 ) | 0 | -0.6759 | 0 | 0 | 0 |
(p-val) | (NA ) | (0 ) | (NA ) | (NA ) | (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 |
-8.562588494131 |
221.642856091557 |
-152.48274526826 |
295.631250866022 |
317.118100889547 |
-272.065153300428 |
-14.8911319732101 |
134.225573619448 |
131.486177290809 |
-107.822113400649 |
104.741638059487 |
279.215487949002 |
496.186928352294 |
-324.111248904754 |
-298.562955901744 |
-641.712675847783 |
-24.8910851554117 |
-531.786980093806 |
152.134386114004 |
-121.429262659234 |
-20.5827941224789 |
-129.708384681747 |
-153.062792958801 |
-127.954891211699 |
-272.138798428518 |
-57.2895952084763 |
-124.205153974969 |
21.2083131083458 |
-284.818339608561 |
146.246868934219 |
280.030736090634 |
-57.3677724459189 |
-275.906476161225 |
190.158355560676 |
51.4573378554693 |
-175.800101466085 |
86.0424180765638 |
147.446641495974 |
-425.922352836852 |
535.10665827592 |
-398.986716135688 |
8.57742619624186 |
118.765828913917 |
6.89595219366377 |
291.377902834559 |
-324.472992242067 |
-153.663488486180 |
-49.5166719532124 |
-531.768563328771 |