ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5339 | 0.1291 | 0.1345 | -0.4404 | -0.8939 | -0.4944 | 0.9947 |
(p-val) | (0.4122 ) | (0.4943 ) | (0.6351 ) | (0.4927 ) | (0 ) | (0.0229 ) | (0.4162 ) |
Estimates ( 2 ) | 0.793 | 0.1111 | 0 | -0.692 | -0.8518 | -0.5404 | 1.0046 |
(p-val) | (0.0045 ) | (0.5286 ) | (NA ) | (0.0068 ) | (0 ) | (0.0022 ) | (0.4542 ) |
Estimates ( 3 ) | 0.9341 | 0 | 0 | -0.7691 | -0.8446 | -0.5673 | 1.0007 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (8e-04 ) | (0.4113 ) |
Estimates ( 4 ) | 0.914 | 0 | 0 | -0.7526 | -0.2611 | -0.4133 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (1e-04 ) | (0.0978 ) | (0.0245 ) | (NA ) |
Estimates ( 5 ) | 0.9093 | 0 | 0 | -0.7803 | 0 | -0.3197 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0994 ) | (NA ) |
Estimates ( 6 ) | 0.9267 | 0 | 0 | -0.7795 | 0 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
-1948.53424348201 |
-8271.52486860352 |
-747.904231945972 |
-12331.8930465592 |
3633.94114508291 |
2826.66060052425 |
2591.71734389293 |
-498.532853010712 |
-3869.29396087853 |
6965.91881268112 |
4457.23687703582 |
-1521.07056302695 |
-4838.90866515136 |
-1256.84719455505 |
-4361.63322146661 |
-14288.7332735515 |
-2193.52504733670 |
-7013.30717859536 |
9898.77108998963 |
-6377.04922830969 |
-4413.34781020456 |
2234.33847647442 |
-11007.9006908612 |
-9065.13728082258 |
13114.8908992021 |
2378.34880050454 |
-16028.4417470945 |
16684.7096114881 |
6007.69484344387 |
13334.8717631972 |
-1806.12922920031 |
691.81060134699 |
-528.643579435657 |
4303.86709960318 |
-6034.95840745054 |
19675.4515208568 |
-10494.3324675339 |
-5973.52956869903 |
5159.98235434147 |
-3433.15103311707 |
10725.9238382357 |
4728.90779439813 |
9354.57486713946 |
7787.99666786448 |
12402.4501550291 |
-2706.39634702263 |
-774.423230672611 |
-3537.01882014896 |
-331.181123460865 |