ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ma1 | sar1 |
Estimates ( 1 ) | 0.6099 | 0.281 | -0.7407 | -0.4766 |
(p-val) | (0 ) | (0.0046 ) | (0 ) | (0 ) |
Estimates ( 2 ) | -0.4617 | 0 | 0.376 | -0.4476 |
(p-val) | (0.295 ) | (NA ) | (0.4091 ) | (0 ) |
Estimates ( 3 ) | -0.0577 | 0 | 0 | -0.457 |
(p-val) | (0.5767 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.4783 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-1.04370742486665 |
-13.3202260166117 |
6.34569870372659 |
3.96761083275122 |
1.98334503207684 |
1.88060000131486 |
7.21721319817112 |
3.96705485426958 |
2.87227223488832 |
6.37860861602207 |
8.36384014907559 |
10.2238874202735 |
73.8738029248229 |
-60.072163265803 |
9.97322303877337 |
10.6156879912749 |
8.48087126712055 |
8.37047811349424 |
5.11256936504429 |
9.09660617694058 |
8.88021071848486 |
9.68191285462214 |
9.64370230737928 |
3.55277436337319 |
-15.3501587304549 |
46.0547312331865 |
4.27803656107962 |
-6.25331862097749 |
0.833218474056479 |
15.2682658330423 |
-8.66636481839369 |
9.64870758678192 |
9.78734764735616 |
-5.72734331836979 |
7.9241464176784 |
-21.4361823833736 |
6.51428564883241 |
23.8107234513582 |
8.97638177009206 |
3.86985363396805 |
-7.71621134181283 |
-7.97226519342656 |
-22.0036325505124 |
-8.04496839324282 |
-7.65015543270555 |
2.46825774041301 |
-10.0914067321371 |
8.81104796601557 |
-7.83320660149131 |
8.94678384166931 |
-4.34298950455739 |
-15.6257318620355 |
-3.08407626037677 |
-21.068032841668 |
-3.97705797941608 |
-7.729871169165 |
-4.00676633905832 |
-6.0068047646151 |
-13.2757686385788 |
-7.06310441336973 |
-31.8756708890693 |
-7.41922803813408 |
-23.4362241884223 |
-24.0163566324316 |
-4.85126065692333 |
-16.0595724591012 |
10.3706137558547 |
-6.72017032051562 |
0.031884571157814 |
4.91322182096246 |
3.08274707061545 |
-15.693684473098 |
2.48821833277584 |
4.71206967811465 |
-19.4228357697443 |
-2.53346151418474 |
5.09129617686098 |
-4.81484136992604 |
18.8182328364349 |
-8.63972661065127 |
0.438117510885634 |
0.170812634365603 |
-3.25138349346548 |
0.698960768996949 |
8.99234821363066 |
-19.9141575663954 |
13.7945257587916 |
25.1486455058166 |
3.59976660818176 |
9.66981992154861 |
-6.59437299802287 |
0.388813412627699 |
15.5032073498893 |
-5.93656577894799 |
0.864095170062015 |
16.3576268823913 |
5.31029971669405 |
13.8267231514853 |
16.9232306456968 |
25.9852388524225 |
0.988012508615548 |
10.5437933876175 |
20.2114286045773 |
12.9586087455663 |
12.5374204928875 |
1.39868321556132 |
18.8692946148474 |
12.4841355843295 |
12.0284461860189 |
-1.91878611949498 |
1.0506133145679 |
-15.075612498318 |
-3.87348618448047 |
-10.4309360199582 |
8.29076276927358 |
-8.91754903290432 |
-15.2587975753232 |
-10.4776487548315 |
-3.78609868820031 |
-14.9012594166107 |