ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0784 | 0.5108 | 0.431 | 0.4535 | -0.2438 | -0.6341 | -0.1374 |
(p-val) | (0.7903 ) | (0.0059 ) | (0.0064 ) | (0.1475 ) | (0.3582 ) | (0 ) | (0.7415 ) |
Estimates ( 2 ) | 0 | 0.4739 | 0.4013 | 0.3776 | -0.2474 | -0.6331 | -0.1353 |
(p-val) | (NA ) | (1e-04 ) | (7e-04 ) | (0.0093 ) | (0.348 ) | (0 ) | (0.7453 ) |
Estimates ( 3 ) | 0 | 0.4741 | 0.3971 | 0.3764 | -0.3127 | -0.6484 | 0 |
(p-val) | (NA ) | (1e-04 ) | (8e-04 ) | (0.0095 ) | (0.0739 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.437 | 0.3614 | 0.3768 | 0 | -0.6221 | 0 |
(p-val) | (NA ) | (6e-04 ) | (0.0041 ) | (0.0126 ) | (NA ) | (0 ) | (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 |
4.73340311691683 |
-131.627803300321 |
98.171435767387 |
51.2018527275281 |
589.771817500419 |
383.947803419080 |
-146.085428835697 |
-261.407407211733 |
226.504028975978 |
649.805080858438 |
-233.615418468216 |
161.172888695564 |
264.618555619178 |
375.758030724546 |
-159.037440097016 |
309.946708427587 |
-704.224708912839 |
260.661713393615 |
-606.265665321482 |
383.71498765789 |
135.657607017376 |
-122.074556052411 |
349.727017653986 |
266.989691028707 |
-419.171317869569 |
328.533766080892 |
417.125477506274 |
408.464454323018 |
-121.90623714687 |
-272.48450632376 |
59.6987914932272 |
808.976152082131 |
303.777905081449 |
494.425825689603 |
-69.5533824749021 |
166.534648047124 |
-458.996604651524 |
28.5701232943685 |
-299.759681487742 |
-839.557785242867 |
1179.10237804785 |
210.377414453306 |
-198.458660744812 |
-22.1927126909486 |
-471.176610797859 |
118.767607948217 |
-0.958960805112838 |
-1119.60848652358 |
-571.694119236914 |
-482.685409414204 |