ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.274 | 0.1607 | 0.461 | -0.2989 | 0.4909 | -0.222 | -0.7423 |
(p-val) | (0.2526 ) | (0.3597 ) | (8e-04 ) | (0.2557 ) | (0.6483 ) | (0.5077 ) | (0.6592 ) |
Estimates ( 2 ) | -0.2798 | 0.1593 | 0.4644 | -0.3075 | -0.1263 | -0.2602 | 0 |
(p-val) | (0.2384 ) | (0.364 ) | (6e-04 ) | (0.2395 ) | (0.5 ) | (0.2544 ) | (NA ) |
Estimates ( 3 ) | -0.2781 | 0.1698 | 0.4684 | -0.3157 | 0 | -0.2654 | 0 |
(p-val) | (0.2425 ) | (0.3275 ) | (6e-04 ) | (0.2323 ) | (NA ) | (0.2469 ) | (NA ) |
Estimates ( 4 ) | -0.4605 | 0 | 0.4012 | -0.1082 | 0 | -0.2956 | 0 |
(p-val) | (0.0141 ) | (NA ) | (7e-04 ) | (0.6148 ) | (NA ) | (0.1912 ) | (NA ) |
Estimates ( 5 ) | -0.5184 | 0 | 0.3957 | 0 | 0 | -0.326 | 0 |
(p-val) | (1e-04 ) | (NA ) | (5e-04 ) | (NA ) | (NA ) | (0.1264 ) | (NA ) |
Estimates ( 6 ) | -0.59 | 0 | 0.4163 | 0 | 0 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (1e-04 ) | (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 |
-59.1433865589441 |
681.68750949207 |
474.161569921804 |
-1055.97981245126 |
615.033589537522 |
521.894684611647 |
578.638216086207 |
-912.883184774072 |
681.367861336272 |
-2155.19911815391 |
1589.25493477463 |
155.005835713477 |
596.726200916196 |
-1323.31873224774 |
-480.716708999609 |
1426.59931262549 |
-228.453106978404 |
-1813.49420168258 |
512.831395924056 |
913.75016668727 |
-138.554344125264 |
-17.0742883176414 |
-240.743733678917 |
459.599291625499 |
697.15584045454 |
499.00988464324 |
-1578.59103615075 |
514.864873876547 |
-143.737151824765 |
-295.240275749885 |
816.253042312365 |
1646.01316940914 |
-1946.8676497758 |
1684.79476995203 |
-282.486109641853 |
1135.33441263909 |
-1021.32992432674 |
-1699.19872059425 |
513.510287213627 |
-945.670566772853 |
-3630.81243882240 |
-1826.87797093381 |
-1439.56288911933 |
-57.6014592557804 |
577.722101602711 |
-748.884702981257 |
-365.487695347081 |
-210.993720096267 |
1648.85512327106 |