ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6929 | -0.2623 | 0.28 | -0.4232 | -0.8355 | -0.0789 | 0.9993 |
(p-val) | (0.0075 ) | (0.1133 ) | (0.0292 ) | (0.0756 ) | (1e-04 ) | (0.7 ) | (0.0834 ) |
Estimates ( 2 ) | 0.6832 | -0.2497 | 0.2766 | -0.4201 | -0.8338 | 0 | 1.0001 |
(p-val) | (0.0081 ) | (0.1221 ) | (0.0311 ) | (0.0781 ) | (0 ) | (NA ) | (0.021 ) |
Estimates ( 3 ) | 0.4804 | 0 | 0.1817 | -0.3022 | -0.8584 | 0 | 0.9999 |
(p-val) | (0.0965 ) | (NA ) | (0.1261 ) | (0.4087 ) | (0 ) | (NA ) | (0.0384 ) |
Estimates ( 4 ) | 0.2577 | 0 | 0.1715 | 0 | -0.8402 | 0 | 1 |
(p-val) | (0.0423 ) | (NA ) | (0.1732 ) | (NA ) | (1e-04 ) | (NA ) | (0.0286 ) |
Estimates ( 5 ) | 0.2574 | 0 | 0 | 0 | -0.8208 | 0 | 1.0001 |
(p-val) | (0.0467 ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.0181 ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (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 |
10.0015939149028 |
371.813308674732 |
139.113711610022 |
-210.030232637406 |
142.055012162915 |
-128.975367627225 |
-350.976465713142 |
157.166445743686 |
87.5309812924864 |
92.676719336301 |
-27.1311294380929 |
-44.0906392174146 |
-208.584185970837 |
378.027105589823 |
28.0828780363971 |
60.9032683309262 |
11.5471113491051 |
132.157611528015 |
63.729948264106 |
45.4826458746394 |
-382.790919694142 |
100.341267809125 |
192.783333439961 |
272.604227510628 |
358.637300862355 |
63.7637436691249 |
91.9381724982798 |
-7.15480961814398 |
52.4359557503299 |
-431.909835130252 |
507.393298577296 |
495.349929317988 |
5.71683862811048 |
83.8912763850498 |
-596.84139513122 |
373.967197637512 |
172.484595302248 |
-691.036135288197 |
307.396559464462 |
-931.94278611332 |
206.303780435812 |
-166.451922338117 |
626.814155836047 |
5.14318082015322 |
-764.936788593008 |
-602.640915213037 |
432.382310374056 |
-339.481405871305 |
-1617.66180193604 |
-37.9397369693343 |
174.776434676013 |
206.332544517659 |
-549.683378837201 |
-293.313021161138 |
838.126432625709 |
363.722217334598 |
263.339206725736 |
-29.2065157303848 |
481.276239674834 |
87.2905924881707 |