ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.3564 | 0.3138 | 0.3079 | -0.7389 | -0.3855 | 0.0229 |
(p-val) | (0.062 ) | (0.0323 ) | (0.0932 ) | (0 ) | (0.0506 ) | (0.9178 ) |
Estimates ( 2 ) | 0.3531 | 0.313 | 0.3125 | -0.737 | -0.3967 | 0 |
(p-val) | (0.0602 ) | (0.0322 ) | (0.0787 ) | (0 ) | (0.017 ) | (NA ) |
Estimates ( 3 ) | 0.5675 | 0.4183 | 0 | -0.8478 | -0.265 | 0 |
(p-val) | (2e-04 ) | (0.0047 ) | (NA ) | (0 ) | (0.1341 ) | (NA ) |
Estimates ( 4 ) | 0.6359 | 0.3471 | 0 | -0.8724 | 0 | 0 |
(p-val) | (0 ) | (0.0166 ) | (NA ) | (0 ) | (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 |
4206.57880433273 |
1569644.04793591 |
-251529.461516807 |
-37664.3032101457 |
1849832.72289813 |
146620.964524564 |
410186.617369392 |
1289544.86581144 |
-524780.247976959 |
-931404.927463381 |
810699.673454628 |
178699.741523677 |
-706085.057300005 |
716194.156463106 |
-245791.841899039 |
524499.480097486 |
1066149.84669328 |
-1532535.66651609 |
-1729848.70829182 |
89635.6478977212 |
-456868.292892772 |
-4556.1568409024 |
-286044.550182122 |
149240.962925419 |
333335.001875814 |
736657.656096002 |
118242.833362155 |
-994433.293067464 |
-926572.19551172 |
-538221.56150661 |
877905.12972065 |
1310176.25104409 |
-463646.597081962 |
-19813.1102422185 |
-1491906.86242331 |
-1464252.42355364 |
108205.487755926 |
-626146.323453901 |
-1417245.99827584 |
551391.633471207 |
987257.154282234 |
-2069384.68719046 |
1482219.9878665 |
-1252981.4378072 |
857596.890670522 |
632902.810136833 |
-511021.135867789 |
399725.222158961 |
361617.115826698 |