ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.3336 | 0.1199 | 0.1931 |
(p-val) | (0.0132 ) | (0.3849 ) | (0.1413 ) |
Estimates ( 2 ) | 0.3764 | 0 | 0.2341 |
(p-val) | (0.0031 ) | (NA ) | (0.0586 ) |
Estimates ( 3 ) | 0.4679 | 0 | 0 |
(p-val) | (2e-04 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-892.545814632062 |
875.376506388964 |
-210.019639516243 |
-1206.61835515086 |
-639.345858292826 |
1626.52138762498 |
-426.961818541304 |
171.938892418660 |
-441.299828308186 |
-251.298027515305 |
-36.715055706624 |
-1648.08767365664 |
108.042353800629 |
23.9814564699490 |
79.9127458136486 |
386.696815255292 |
1126.80603845420 |
-563.600866181369 |
551.2231246343 |
82.6049997886294 |
-126.228185903747 |
-790.9690848217 |
459.195454687695 |
1103.94242049172 |
-967.37144184718 |
121.251996413572 |
871.846670318277 |
1039.08739622752 |
-560.079585341503 |
1026.47013349202 |
-391.201890886238 |
-729.299861164007 |
805.93668812915 |
-399.526547504065 |
-191.812284285203 |
-1435.12145601946 |
1350.78384442412 |
243.016513927781 |
766.578566210576 |
-1727.57634476537 |
-735.807940403231 |
-1122.10972078791 |
12.8580597861437 |
1347.43797942723 |
5021.28556007561 |
5488.94628552138 |
-2033.72171311709 |
7982.42197744572 |
-650.421341289069 |
-1370.93145945732 |
-2054.35456261679 |
1306.83143021061 |
-1056.37114507513 |
503.640647298016 |
91.4685929073022 |
-43.4178937146790 |