ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | 0.0781 | 0.3043 | 0.461 | -0.3676 | -0.3767 |
(p-val) | (0.4972 ) | (0.007 ) | (5e-04 ) | (0.0221 ) | (0.0248 ) |
Estimates ( 2 ) | 0 | 0.3296 | 0.4993 | -0.3846 | -0.3904 |
(p-val) | (NA ) | (0.0021 ) | (0 ) | (0.0134 ) | (0.0183 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
9.74593016726995 |
107.212495023916 |
321.362213935008 |
175.011913979122 |
-351.349902970355 |
-388.720395328805 |
339.807777527026 |
206.289065105223 |
539.399566534473 |
-67.1429397177789 |
2.46543117140921 |
160.912523593756 |
223.371913367277 |
-235.32647011075 |
-186.643073579768 |
382.409470000813 |
208.666874782579 |
448.016710069357 |
-147.27445950777 |
-655.495720829117 |
123.936526418945 |
242.065913454676 |
420.153832700248 |
-148.379122234559 |
-251.121003094646 |
62.0469500775026 |
74.8044390682294 |
314.583724127557 |
-274.836208688736 |
507.562049049968 |
162.905523680772 |
-2.24065241528927 |
-48.9038470910265 |
306.564571708251 |
469.321210037021 |
114.740097325298 |
-713.030142464467 |
-158.115610821724 |
63.6207277837657 |
109.335151989448 |
-221.832031676158 |
334.494310049837 |
-181.48272989696 |
275.0453156001 |
426.617972345736 |
-229.94488823743 |
-27.6212752956971 |
-139.038752633538 |
210.959284752013 |
470.67423146075 |
230.816244692784 |
-578.226292899162 |
616.745093068358 |
-3.99250489281165 |
284.599031739296 |
272.359119327784 |
-647.254147297789 |
42.5260389397517 |
-141.108191714281 |
175.21480263842 |
-134.780717595268 |