ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3286 | 0.1219 | -0.0838 | -1 | 0.3516 | 0.4831 | -0.9998 |
(p-val) | (0.0086 ) | (0.3569 ) | (0.5005 ) | (0 ) | (0.0272 ) | (0.0032 ) | (8e-04 ) |
Estimates ( 2 ) | 0.3141 | 0.1042 | 0 | -1 | 0.3364 | 0.496 | -1.0001 |
(p-val) | (0.0106 ) | (0.4041 ) | (NA ) | (0 ) | (0.02 ) | (0.0018 ) | (0.0023 ) |
Estimates ( 3 ) | 0.3496 | 0 | 0 | -1 | 0.3491 | 0.4505 | -0.9995 |
(p-val) | (0.003 ) | (NA ) | (NA ) | (0 ) | (0.0334 ) | (0.0046 ) | (0.0176 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-38.2805908036958 |
777.392695167103 |
1061.88530039262 |
405.100844014139 |
652.551910468129 |
77.3535174835918 |
119.822602361196 |
119.022759813656 |
87.6208286111905 |
-238.233908146536 |
-157.077961676984 |
551.583407558123 |
143.242418289243 |
267.252578989307 |
332.366898931495 |
239.274045982114 |
-91.1114614703788 |
-97.2533434716515 |
262.924982281851 |
48.5702569027328 |
93.9174157019357 |
401.370639206851 |
-280.833498901953 |
561.743575408912 |
-787.341522718101 |
404.765922418954 |
340.968398294902 |
348.74771338058 |
-386.641136232393 |
40.0254783561135 |
59.9091126492791 |
313.02161340106 |
314.316722341757 |
185.979863983007 |
96.5094462796486 |
684.759000434985 |
-644.933865362374 |
-374.806757596582 |
-241.209557922786 |
-379.692183865916 |
-157.143049643861 |
-53.2794125781805 |
-148.32026107378 |
-445.72199857546 |
2.94648552772441 |
-37.1956749668779 |
-136.632056313104 |
-361.987136714503 |
65.9980655172444 |
736.837287172411 |
1012.21373912035 |
-720.556326448446 |
102.060717302413 |
-14.6181606837398 |
-628.572587577781 |
-533.950289913991 |
-132.885469879627 |
35.6252337045408 |
-229.501413579275 |
-379.594304556827 |
-308.028912346093 |
-37.4660721801391 |
223.120267619502 |
11.1674107421898 |
20.9925982205937 |
121.455130069031 |
1172.69778380629 |
-376.859020907686 |
-43.3252011598304 |
-296.779830538592 |
-33.3171633821249 |
-553.723143404159 |
-216.08183800533 |
359.610821353905 |
-777.89271760647 |
390.176978667592 |
-270.717109273216 |
-139.191743845331 |
-192.244522707606 |
175.838730783043 |
176.11279861831 |
181.553146469769 |
718.52146058422 |
-675.90488003263 |