ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6047 | -0.2323 | -0.4597 | -0.9096 | 0.479 | -0.4549 | -0.8486 |
(p-val) | (1e-04 ) | (0.1674 ) | (0.002 ) | (0 ) | (0.0345 ) | (0.02 ) | (0.0681 ) |
Estimates ( 2 ) | 0.464 | 0 | -0.6195 | -1.1204 | 0.4843 | -0.5198 | -1.1468 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0.0267 ) | (0.0025 ) | (0.0806 ) |
Estimates ( 3 ) | 0.4594 | 0 | -0.6481 | -1.1428 | -0.0302 | -0.3977 | 0 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0.8747 ) | (0.0317 ) | (NA ) |
Estimates ( 4 ) | 0.4629 | 0 | -0.6447 | -0.8857 | 0 | -0.397 | 0 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0317 ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
1.72253096032993 |
1.44114227554815 |
1.21844280938542 |
-4.8430869245474 |
-18.1011453461693 |
-6.73145604539303 |
-0.303092086559358 |
0.945728576856622 |
-2.70053854018758 |
-5.05586815617568 |
0.741923468583488 |
4.03502875153357 |
7.92821581230946 |
1.85123335163301 |
5.65015347579261 |
-12.4323085207163 |
-3.59963162797111 |
-9.2871671833107 |
3.03663850466913 |
3.24905094191389 |
-6.12211412777286 |
-3.68012610110207 |
-2.60239587418152 |
8.02361393692715 |
3.15658032517451 |
2.39331902216013 |
11.0808402873687 |
-8.78955697419477 |
-7.68715255001899 |
10.9621053016417 |
-8.11995539823959 |
-14.1286208176193 |
16.5788082702985 |
-3.76639375507993 |
-0.386695023246311 |
5.05233644968047 |
-0.186770310317294 |
-3.51607703193635 |
-6.22928259464123 |
3.49866200249415 |
25.8585045131454 |
12.3938966068163 |
-3.35245798407308 |
5.82024341201016 |
-4.8044133425166 |
7.22207736053638 |
5.6463041373022 |
2.11833244086977 |