ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.4302 | -0.3107 | -0.1371 | -1 | 0.1943 | 0.7488 | 0.5272 |
(p-val) | (1e-04 ) | (0.0055 ) | (0.1847 ) | (0 ) | (0.5123 ) | (0.0082 ) | (0.1839 ) |
Estimates ( 2 ) | -0.4367 | -0.3053 | -0.138 | -1 | 0 | 0.9266 | 0.8385 |
(p-val) | (1e-04 ) | (0.0068 ) | (0.1831 ) | (0 ) | (NA ) | (0 ) | (0 ) |
Estimates ( 3 ) | -0.4001 | -0.2453 | 0 | -1 | 0 | 0.9269 | 0.8406 |
(p-val) | (3e-04 ) | (0.0178 ) | (NA ) | (0 ) | (NA ) | (0 ) | (0 ) |
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 |
-4.22497994706475 |
42.122684884488 |
6.62221101022214 |
62.1135011175233 |
35.3344792303557 |
-187.189958715677 |
-68.9244953081601 |
155.150441534712 |
432.852822685899 |
580.09508616584 |
573.482403364729 |
-1249.97425631919 |
-66.4390256822151 |
331.534916605702 |
380.521835633251 |
520.105261091278 |
-323.966354870738 |
331.861092668382 |
-1029.07015324659 |
638.628474593548 |
-198.875368538846 |
900.562970959912 |
618.941024825617 |
-562.300417496 |
-201.726057438736 |
360.379151550019 |
-501.180081236251 |
-100.354586013437 |
266.993738481659 |
-286.855016605464 |
-786.140814603508 |
83.5016343629068 |
588.644237928867 |
665.290889628989 |
620.309939231777 |
1268.65037311026 |
-1601.62291366903 |
-946.612990630831 |
379.959649046154 |
-394.577830638221 |
289.452759058442 |
-286.066016416274 |
-413.162570536489 |
789.303242610849 |
-321.041427532147 |
410.687204382573 |
853.219574217609 |
-2506.99619737505 |
1460.19326538727 |
-515.069630270679 |
-386.47665499916 |
416.243402394718 |
-123.340547650398 |
241.306309506465 |
-348.243611263121 |
539.480302811459 |
982.719608783003 |
857.113110206593 |
-118.721706288746 |
-1413.7104473664 |
-654.922476974095 |
151.407723924067 |
-541.600453177987 |
193.920941932241 |
-204.938118665612 |
-588.474235872648 |
302.154268334862 |
18.6387982521249 |
437.853580114796 |
1160.37189204667 |
1938.7608277767 |
-2644.84853150836 |
-1408.31886089851 |
-983.239000830758 |
347.104549791956 |
-1134.46896590761 |
762.458457266409 |
1510.56657504315 |
-113.813198654519 |
632.085479345351 |
-699.271133923711 |
-419.192106228644 |
460.461117041157 |
761.301644854081 |
81.143761128398 |
644.993762132182 |
41.6821340033191 |
979.956129639555 |
-359.133223163252 |
-372.587879468961 |
-934.656859847713 |
276.647178993845 |
264.643708658612 |
-481.815692863818 |
-771.192644329648 |