ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.4087 | 0.1576 | 0.0179 | -0.6221 |
(p-val) | (0.1787 ) | (0.617 ) | (0.9596 ) | (0.1286 ) |
Estimates ( 2 ) | -0.4071 | 0.1556 | 0 | -0.603 |
(p-val) | (0.1779 ) | (0.6184 ) | (NA ) | (2e-04 ) |
Estimates ( 3 ) | -0.2591 | 0 | 0 | -0.6016 |
(p-val) | (0.0418 ) | (NA ) | (NA ) | (2e-04 ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
867.887488333366 |
-2291.52247580086 |
34204.4230824472 |
9423.91768361148 |
-1357.21057446293 |
24247.0164069271 |
19863.7895824103 |
269009.865709512 |
-116357.078342502 |
-50394.8732909008 |
83215.3381947389 |
27110.5847481005 |
-79122.5261470166 |
-20402.4638140354 |
-48135.3586415845 |
23799.1141189043 |
103602.619162135 |
-189485.917553896 |
87240.0177320345 |
-154700.468157293 |
117853.90651545 |
195490.897749642 |
106389.006484773 |
101700.937582355 |
134693.953388702 |
80577.8503693751 |
23004.2574802183 |
-23831.9659148862 |
-29533.9146325788 |
-102633.228674701 |
-104024.410335128 |
-168710.317528319 |
38068.7869271341 |
51252.3607530111 |
-17323.3320047013 |
-37701.7324587226 |
-5162.61364030641 |
-45953.5395030744 |
63451.8381247185 |
66244.8163132228 |
-179968.720717439 |
66307.65381855 |
-4185.59296112581 |
-69713.0248484317 |
130597.62250112 |
55955.990264318 |
12546.8033766794 |
12106.2432784298 |
-18795.8588080138 |
21017.141360715 |
-53518.1658304228 |
-76328.9330549636 |
-11563.6594348624 |
-86547.3321070419 |
-34613.1254665022 |
-84677.074691172 |
75696.7077416864 |
23528.3801310108 |
-1028.71786340708 |
-11160.5912339717 |
-7059.64561211085 |