ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4768 | 0.1511 | -0.1693 | -0.8889 | 0.1953 | -0.1525 | -0.0317 |
(p-val) | (0.0022 ) | (0.2843 ) | (0.1872 ) | (0 ) | (0.8451 ) | (0.4582 ) | (0.975 ) |
Estimates ( 2 ) | 0.4767 | 0.1504 | -0.1689 | -0.8888 | 0.1643 | -0.1482 | 0 |
(p-val) | (0.0022 ) | (0.2802 ) | (0.186 ) | (0 ) | (0.2669 ) | (0.3484 ) | (NA ) |
Estimates ( 3 ) | 0.4846 | 0.1576 | -0.1633 | -0.9024 | 0.1592 | 0 | 0 |
(p-val) | (0.0011 ) | (0.2567 ) | (0.1962 ) | (0 ) | (0.2653 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0.4303 | 0.1849 | -0.175 | -0.8806 | 0 | 0 | 0 |
(p-val) | (0.0026 ) | (0.1722 ) | (0.1659 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.4705 | 0 | -0.1222 | -0.8555 | 0 | 0 | 0 |
(p-val) | (0.0022 ) | (NA ) | (0.3236 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0.4799 | 0 | 0 | -0.8892 | 0 | 0 | 0 |
(p-val) | (8e-04 ) | (NA ) | (NA ) | (0 ) | (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 |
0.227999860047256 |
-83.0326827243008 |
16.6662018167760 |
-100.264384684624 |
-2.69196822358219 |
24.3289274942082 |
-26.3739971566723 |
-13.0584944264463 |
43.9414709209876 |
-40.3854668300109 |
-77.2768758323747 |
-27.6441961042662 |
112.632897387270 |
-8.5029169660312 |
129.183226288003 |
-71.9645974698557 |
-35.1981968278396 |
-28.6253234794712 |
-75.2131785624337 |
-67.234261136554 |
-16.4068844139807 |
-76.3559580691649 |
-0.059688147534017 |
-14.8270745130506 |
-14.4546562757030 |
12.2709541982352 |
21.1048104084693 |
-11.7437925869890 |
22.4007510028948 |
2.19848734383795 |
3.0190329078636 |
43.4978772951455 |
20.1110878850260 |
1.14233819812831 |
-8.31958688276435 |
-24.9920576929501 |
-30.0403267751676 |
1.14297894956210 |
-21.8554309407889 |
-64.4375750671347 |
-20.0983976033248 |
-33.1225489127551 |
-26.4997835860098 |
88.1393308669356 |
-83.0447077838162 |
18.7244860418680 |
3.76712528107821 |
-30.3187311231783 |
12.2435822295013 |
-51.7324833591828 |
-5.19582469495649 |
22.7746018066912 |
-17.2772492186384 |
7.47696772017756 |
-20.6860903985904 |
-2.76810050486253 |
-16.1317079325722 |
-14.7404112782318 |
-6.11761894407737 |
51.2949169309457 |
23.1639689887438 |
-7.45767277909044 |
10.2468388661759 |
-3.31448690456206 |
6.81793684888775 |
45.7653345601219 |
15.2097749646527 |
-41.3130046009868 |
14.2612037664705 |
36.4869778051548 |
7.8429602027243 |
-34.6192038493137 |