ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6955 | -0.1551 | 0.1324 | -0.5013 | -0.1461 | -0.093 | 0.1707 |
(p-val) | (0.036 ) | (0.2384 ) | (0.1741 ) | (0.1187 ) | (0.8175 ) | (0.5114 ) | (0.7872 ) |
Estimates ( 2 ) | 0.6953 | -0.1548 | 0.1337 | -0.5015 | 0 | -0.0925 | 0.0256 |
(p-val) | (0.0339 ) | (0.2381 ) | (0.1691 ) | (0.1138 ) | (NA ) | (0.5074 ) | (0.8135 ) |
Estimates ( 3 ) | 0.6923 | -0.1562 | 0.1348 | -0.5016 | 0 | -0.0923 | 0 |
(p-val) | (0.0365 ) | (0.2326 ) | (0.1646 ) | (0.1181 ) | (NA ) | (0.5083 ) | (NA ) |
Estimates ( 4 ) | 0.6762 | -0.1413 | 0.1394 | -0.4936 | 0 | 0 | 0 |
(p-val) | (0.0333 ) | (0.263 ) | (0.1514 ) | (0.1092 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.3967 | 0 | 0.0977 | -0.2436 | 0 | 0 | 0 |
(p-val) | (0.5481 ) | (NA ) | (0.2854 ) | (0.7504 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0.1828 | 0 | 0.0945 | 0 | 0 | 0 | 0 |
(p-val) | (0.054 ) | (NA ) | (0.3145 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0.1833 | 0 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (0.0547 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
10.9678643254657 |
-525.261861701565 |
330.145024194708 |
-41.6298418909046 |
15.8595553657815 |
91.5421209822089 |
-741.935708646335 |
294.173861127316 |
303.275106855848 |
159.377315591308 |
-363.089880096104 |
-70.6775446637057 |
-1248.32739525331 |
411.336266756758 |
468.432441535871 |
164.853331439532 |
-101.764551782688 |
-21.2212576510628 |
614.147306257388 |
-433.137445539844 |
-39.9236476299611 |
-569.919719370624 |
-768.177674508976 |
229.448685317095 |
-537.359397574292 |
-16.4007388019418 |
613.741131692614 |
-223.281523658225 |
-31.4204879689114 |
-548.472787391605 |
163.791442435942 |
345.676828547458 |
223.350417005609 |
421.746024705728 |
-30.6845747582229 |
120.069852308687 |
183.862929187173 |
151.783035262881 |
44.9736362871135 |
347.890248955138 |
348.981414676295 |
-14.5756020942135 |
-289.162335142555 |
145.598123609698 |
-342.790530668382 |
331.594625548942 |
-262.661309974295 |
-80.2856698336855 |
193.652731630204 |
-234.474606142614 |
447.352748709991 |
186.46025083303 |
-181.819924355854 |
208.804863637650 |
-75.4918631695673 |
-391.223817054135 |
167.092420700301 |
92.2340955157779 |
38.6788498261212 |
-1.87550302588534 |
-23.3593040841024 |
-204.247460320865 |
409.103103423231 |
64.5764165403016 |
20.3752250406596 |
90.52315934344 |
156.369043178662 |
57.0560528107544 |
82.8831335649502 |
-354.090760983452 |
100.483502237417 |
213.326983694798 |
235.835457999878 |
378.902445422691 |
143.308404584448 |
151.777718133508 |
99.9952916684942 |
93.7985530420192 |
-384.684439970037 |
552.789225795808 |
563.829449159035 |
-47.2086278643728 |
179.789980434871 |
-468.954672611648 |
397.442021568508 |
285.312597000822 |
-763.671045023233 |
334.809951825660 |
-906.675879630793 |
40.6874413354144 |
-203.962890981973 |
504.113063975359 |
71.0400489405965 |
-784.373221766846 |
-595.769829043311 |
342.946118775604 |
-454.858761755264 |
-1855.98530565549 |
-213.030872113150 |
84.9592340180934 |
-195.879630533509 |
-669.162535184868 |
-325.693679173156 |
840.045077321579 |
267.575879051113 |
120.175018653952 |
51.0794202599845 |
678.980997829489 |
132.986701691718 |
174.656498846451 |
340.735405041427 |