ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.0256 | -0.6136 | -0.1521 | -0.9983 | -0.7658 | -0.4072 | 0.2762 |
(p-val) | (0 ) | (8e-04 ) | (0.2388 ) | (0 ) | (0.1818 ) | (0.0904 ) | (0.6575 ) |
Estimates ( 2 ) | -1.0179 | -0.5967 | -0.1499 | -0.9983 | -0.5142 | -0.3081 | 0 |
(p-val) | (0 ) | (8e-04 ) | (0.2453 ) | (0 ) | (2e-04 ) | (0.0732 ) | (NA ) |
Estimates ( 3 ) | -0.9402 | -0.4461 | 0 | -1.0016 | -0.5369 | -0.3152 | 0 |
(p-val) | (0 ) | (2e-04 ) | (NA ) | (0 ) | (1e-04 ) | (0.0658 ) | (NA ) |
Estimates ( 4 ) | -0.9742 | -0.4468 | 0 | -1.0014 | -0.4618 | 0 | 0 |
(p-val) | (0 ) | (2e-04 ) | (NA ) | (0 ) | (3e-04 ) | (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 |
5541.25053195015 |
-26717.260621681 |
-11096.8995735751 |
14084.4713071586 |
13010.9141006813 |
223945.421685309 |
-251634.390156234 |
-119098.393573196 |
50755.4117005483 |
85286.7639273275 |
-118295.384207686 |
-27949.6169838939 |
-8831.61572099072 |
81876.795969459 |
111213.468547414 |
-209439.280135481 |
102709.35360341 |
-142057.246740276 |
224215.098086219 |
159977.095953346 |
50329.5813766909 |
-88286.418512306 |
-2243.517929397 |
-45436.8138777233 |
-95396.0218038732 |
-110290.880174063 |
-51662.9308260122 |
-76675.0273778484 |
-36681.3374322764 |
-46055.6155638292 |
161247.520356547 |
127420.005869212 |
12952.7218660898 |
-67934.4838934765 |
-4593.49234002268 |
-22020.9501598857 |
92522.2769875278 |
69956.3245385834 |
-198425.822439898 |
73598.8656184062 |
30371.4262572801 |
-61250.671778681 |
147406.180860233 |
69233.3864912577 |
-42776.0531525183 |
-77570.6439940812 |
-16129.2531069031 |
23547.7291806268 |
-59135.8552761928 |
-75223.8017962516 |
18080.1317060512 |
5755.78464193631 |
4421.24465098542 |
-9909.98494129632 |
105634.764542099 |
4954.20213418691 |
-15609.1097335735 |
-37191.8650252877 |
-11.6993832152771 |