ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7246 | -0.1949 | 0.2114 | -0.4588 | 0.3214 | -0.0258 | -0.3516 |
(p-val) | (0.0078 ) | (0.1431 ) | (0.034 ) | (0.087 ) | (0.7923 ) | (0.8452 ) | (0.7735 ) |
Estimates ( 2 ) | 0.7247 | -0.1939 | 0.2118 | -0.457 | 0.4259 | 0 | -0.4615 |
(p-val) | (0.0076 ) | (0.1453 ) | (0.034 ) | (0.0872 ) | (0.7259 ) | (NA ) | (0.7015 ) |
Estimates ( 3 ) | 0.7264 | -0.1921 | 0.2101 | -0.4571 | 0 | 0 | -0.0296 |
(p-val) | (0.0075 ) | (0.1497 ) | (0.0356 ) | (0.0874 ) | (NA ) | (NA ) | (0.7714 ) |
Estimates ( 4 ) | 0.7265 | -0.1878 | 0.2054 | -0.4588 | 0 | 0 | 0 |
(p-val) | (0.008 ) | (0.1572 ) | (0.0377 ) | (0.0886 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.2937 | 0 | 0.1811 | -0.0207 | 0 | 0 | 0 |
(p-val) | (0.4916 ) | (NA ) | (0.0524 ) | (0.9674 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0.2766 | 0 | 0.182 | 0 | 0 | 0 | 0 |
(p-val) | (0.0024 ) | (NA ) | (0.0437 ) | (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 |
3.03292826890205 |
12.0260515677640 |
59.7475455407064 |
-114.465065205481 |
-2.22693508199627 |
4.35951995596352 |
-147.147615338686 |
65.153572198053 |
-58.9442153086111 |
94.5064127441215 |
54.0497539166126 |
-31.9582830652207 |
-291.427228013426 |
103.210014980995 |
13.4184752845463 |
25.848767749962 |
81.7651411018169 |
0.0342656138418533 |
-13.8542282976155 |
63.9062793697858 |
-37.9084354029856 |
-239.488697273233 |
-197.314334937415 |
-18.3811532105201 |
-78.8708128245712 |
-37.8295732489139 |
153.835701431603 |
-46.2523335694268 |
-13.131794384233 |
-185.299119376881 |
-72.9117819276823 |
243.825225144514 |
56.6148178109725 |
51.4504706290238 |
-39.3475780548667 |
74.1339479106434 |
-2.27501727330446 |
16.1353440571070 |
29.3431180387506 |
1.19479122514349 |
142.274824521032 |
37.8895641544145 |
-61.2157143422046 |
44.3522168977665 |
-99.399814019555 |
69.8361993067019 |
-30.5517825502993 |
62.8935794195445 |
125.965949022935 |
71.5094060664719 |
52.3393013125101 |
19.3218862161034 |
19.4930838292207 |
64.6403579028697 |
-15.0861494969154 |
-5.69174869726749 |
-79.8892245215648 |
46.8017120289928 |
52.3915521634676 |
88.1573151431521 |
-12.8910808605979 |
0.555556031137257 |
46.017345842899 |
107.370226415589 |
133.534342762899 |
85.592463340406 |
40.2118083758105 |
-83.726149814921 |
-116.032498074396 |
-224.597367333123 |
198.730124441566 |
143.260275801969 |
105.426085784684 |
115.125784565585 |
-14.9411382270919 |
53.3217795102973 |
96.8611024849115 |
4.70669897899825 |
-179.314662214792 |
245.649258923567 |
31.3333205409763 |
-79.5796685631494 |
-80.4379200791709 |
-363.924056075888 |
205.939379895812 |
126.011618846088 |
-302.947102260051 |
85.1467909607727 |
-298.923496535926 |
10.0005383240823 |
-12.1778514262342 |
245.932788294570 |
-82.9134977046492 |
-273.362164089219 |
-423.468312216033 |
154.459638009162 |
-32.0064376545452 |
-654.887885136994 |
24.9943895258984 |
-81.9085187968208 |
223.842710037987 |
-69.0844660783794 |
-87.1663497407853 |
226.244015203884 |
152.276241081288 |
-48.8432924693116 |
11.6091732540151 |
176.746655051392 |
92.2077545126504 |
20.3296664845438 |
-106.660701819339 |