ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5541 | 0.1325 | -0.1861 | -0.4015 | -0.0574 | 0.022 | -0.9978 |
(p-val) | (0.4758 ) | (0.547 ) | (0.3364 ) | (0.6051 ) | (0.8644 ) | (0.9544 ) | (0.3612 ) |
Estimates ( 2 ) | 0.5651 | 0.1308 | -0.1882 | -0.4084 | -0.0705 | 0 | -1.013 |
(p-val) | (0.4634 ) | (0.5568 ) | (0.324 ) | (0.6005 ) | (0.7777 ) | (NA ) | (0.424 ) |
Estimates ( 3 ) | 0.5561 | 0.1218 | -0.1926 | -0.3822 | 0 | 0 | -1.0017 |
(p-val) | (0.4368 ) | (0.5809 ) | (0.2844 ) | (0.5953 ) | (NA ) | (NA ) | (0.1396 ) |
Estimates ( 4 ) | 0.1817 | 0.1803 | -0.1169 | 0 | 0 | 0 | -1 |
(p-val) | (0.2701 ) | (0.2713 ) | (0.4736 ) | (NA ) | (NA ) | (NA ) | (0.1474 ) |
Estimates ( 5 ) | 0.163 | 0.1615 | 0 | 0 | 0 | 0 | -0.9996 |
(p-val) | (0.3193 ) | (0.3214 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0719 ) |
Estimates ( 6 ) | 0.1929 | 0 | 0 | 0 | 0 | 0 | -1.0009 |
(p-val) | (0.24 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.162 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.095 ) |
Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
25.3159746841146 |
208.609178213827 |
2852.48192617059 |
-2464.24919355932 |
1634.85290254209 |
4932.80643537886 |
4192.46195641237 |
199.420300888173 |
336.600280774857 |
-2616.99146357463 |
-390.310840590857 |
-281.414312788986 |
-1791.79384165498 |
1316.61000603590 |
225.358940079240 |
-23.2580355645715 |
-2152.27689978142 |
-3146.76939488672 |
-2112.67640845216 |
-108.585017557553 |
2419.29306256906 |
-1538.68215765635 |
748.735832131938 |
-719.326240581746 |
-3481.53716127481 |
333.425522119501 |
-2533.12431195489 |
1900.07128163704 |
1868.60494627831 |
2460.10246291667 |
-902.391731151592 |
3673.98064359167 |
-1193.08894963145 |
-926.065721457935 |
-684.733253493198 |
-1789.49408983122 |
-1413.92647555875 |
-722.91782162587 |
-3152.63420793073 |