ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5934 | 0.3158 | -0.7663 | 0.1138 | 0.0553 | -1 |
(p-val) | (0 ) | (8e-04 ) | (0 ) | (0.2755 ) | (0.6162 ) | (0 ) |
Estimates ( 2 ) | 0.5854 | 0.3242 | -0.769 | 0.1142 | 0 | -1 |
(p-val) | (0 ) | (4e-04 ) | (0 ) | (0.2728 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.6018 | 0.3165 | -0.7727 | 0 | 0 | -1.071 |
(p-val) | (0 ) | (6e-04 ) | (0 ) | (NA ) | (NA ) | (0.0014 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-1.04366287069684 |
-10.8003357331285 |
3.63872831498314 |
5.81487666419454 |
2.27536792987393 |
1.42334795490648 |
5.78958956157106 |
3.57406223260956 |
1.44337762313336 |
4.10253520745332 |
6.54071438625198 |
7.19075216557254 |
63.0724736312766 |
-44.7555802582736 |
-11.3451924916296 |
9.97728843825267 |
5.85621556606852 |
4.63228756662467 |
1.42330219289295 |
4.08317345175334 |
4.70617117881961 |
4.68650054020144 |
5.00257626969346 |
-1.93251463078792 |
-15.1437658669504 |
25.1714882481039 |
9.20914513387413 |
-9.19352692727083 |
-4.05415289641348 |
11.364512802678 |
-6.53863805827049 |
4.6335787635308 |
9.02349797905097 |
-5.0810142453968 |
5.3132422674492 |
-18.0544994432748 |
18.0879498362468 |
12.1743485322083 |
8.79081302449051 |
2.64286487399116 |
-9.18410195426052 |
-7.70270960611168 |
-22.7153854141395 |
-7.07504649388875 |
-0.488986475808297 |
6.16027632606712 |
-1.44175776999975 |
5.65573110604363 |
-1.88608759515026 |
19.2385556138458 |
4.92775952773131 |
-17.0019085655728 |
-7.04237894877468 |
-13.3994833306847 |
-11.0803569510321 |
-1.34450079588961 |
3.95024868785698 |
-1.15195197563388 |
-6.47422089421638 |
-9.23024472610299 |
-18.542670321326 |
5.75475751203384 |
-7.87615622962616 |
-20.921168770749 |
-2.9730508156381 |
-10.0842771104145 |
4.589639480634 |
1.97686804441535 |
6.15940371471274 |
12.2266559055782 |
5.52007558692892 |
-12.8418995851224 |
-3.51369097944927 |
19.0361460415869 |
-15.2183031016824 |
-17.073802103703 |
4.34193886167235 |
-9.51923412821429 |
14.2476337140642 |
-3.99070530106536 |
1.11283682514865 |
4.02119431373169 |
-4.13975234085742 |
-7.18023407915415 |
0.024648475687859 |
-8.08219406898517 |
1.42070907075568 |
12.8394081603414 |
5.30450646469289 |
-3.31228310248628 |
-3.33501884130102 |
-5.68777844316913 |
15.5525010059713 |
0.778612232267267 |
-3.41846994251948 |
5.31317446784817 |
2.70829538957291 |
15.6695942127734 |
7.09758541452725 |
16.6770535478414 |
0.450724728368755 |
-5.56687735974004 |
18.5207533082549 |
3.70007794167278 |
10.0674237014058 |
-3.6410627642312 |
6.33924544718096 |
4.98591790773207 |
4.77465057608838 |
-6.50937391526129 |
-5.73089306288368 |
-10.0944597763581 |
-7.74221018000499 |
-15.3736336568366 |
11.7223747458743 |
-7.44281962839111 |
-5.65814693005065 |
-11.0189997101607 |
-0.783261746716065 |
-6.56553988654422 |