ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1567 | -0.3093 | -0.2762 | -0.5641 | -0.1516 | -0.2424 | -0.5641 |
(p-val) | (0.8555 ) | (0.7192 ) | (0.6123 ) | (0.3688 ) | (0.8824 ) | (0.7968 ) | (0.3688 ) |
Estimates ( 2 ) | 0.0579 | -0.2827 | -0.2721 | -0.586 | 0 | -0.2252 | -0.586 |
(p-val) | (0.8986 ) | (0.6939 ) | (0.4728 ) | (0.3005 ) | (NA ) | (0.7941 ) | (0.3005 ) |
Estimates ( 3 ) | 0 | -0.2705 | -0.2958 | -0.5626 | 0 | -0.2551 | -0.5626 |
(p-val) | (NA ) | (0.6509 ) | (0.3262 ) | (0.3763 ) | (NA ) | (0.7087 ) | (0.3763 ) |
Estimates ( 4 ) | 0 | -0.4463 | -0.2692 | -0.5726 | 0 | 0 | -0.5726 |
(p-val) | (NA ) | (0.1084 ) | (0.3308 ) | (0.7354 ) | (NA ) | (NA ) | (0.7354 ) |
Estimates ( 5 ) | 0 | -0.4044 | -0.233 | 0 | 0 | 0 | -0.9599 |
(p-val) | (NA ) | (0.1572 ) | (0.4333 ) | (NA ) | (NA ) | (NA ) | (0.1675 ) |
Estimates ( 6 ) | 0 | -0.3714 | 0 | 0 | 0 | 0 | -1.0001 |
(p-val) | (NA ) | (0.206 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0298 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (6e-04 ) |
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 |
15209.9823537657 |
2192822.83568268 |
2728559.25844991 |
468522.202721569 |
808890.001768513 |
-3730328.85851105 |
5649128.48659762 |
555074.966791016 |
2521423.31308005 |
183080.119878585 |
-346744.988123530 |
-934950.435732015 |
1063423.52899095 |
-264691.428109584 |
4846510.24594285 |
3428918.9198887 |
-3689496.30036029 |