ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2764 | 0.1389 | 0.1825 | -1 | 0.4908 | 0.5084 | 0.0679 |
(p-val) | (0.0036 ) | (0.2031 ) | (0.0656 ) | (0 ) | (0 ) | (0 ) | (0.6933 ) |
Estimates ( 2 ) | -0.1626 | 0.1823 | 0.157 | -1 | 0.5261 | 0.4694 | 0 |
(p-val) | (0.1861 ) | (0.1238 ) | (0.179 ) | (0 ) | (0 ) | (1e-04 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.207 | 0.1292 | -1 | 0.5176 | 0.4767 | 0 |
(p-val) | (NA ) | (0.0603 ) | (0.2942 ) | (0 ) | (1e-04 ) | (4e-04 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1845 | 0 | -1 | 0.5169 | 0.4771 | 0 |
(p-val) | (NA ) | (0.1163 ) | (NA ) | (0 ) | (0 ) | (1e-04 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1 | 0.5157 | 0.4782 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (1e-04 ) | (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 |
655.323730281784 |
20154.2368701825 |
41777.4275317225 |
80607.920249006 |
74339.8882739093 |
30568.2847678994 |
206574.8158256 |
146078.825312655 |
-68622.4146961078 |
-59046.8377929542 |
-53445.61080057 |
-62052.0140955878 |
-8829.27303399622 |
31266.7436492787 |
-920.505068066086 |
-4515.70949532826 |
27538.4842268761 |
14508.2978838304 |
283782.977130491 |
-178382.047266152 |
-48467.479931241 |
106026.883243738 |
5263.96722084062 |
-97778.4584020669 |
-8562.4411941899 |
-40593.916309772 |
37865.3338282737 |
107377.111855833 |
-225186.859834369 |
133385.119388905 |
-146910.582722441 |
153825.587440228 |
183286.752720197 |
51337.1478869285 |
60203.9976263205 |
97446.8061957837 |
36007.1515922005 |
-16216.144863234 |
-40415.9424668658 |
-29936.0681339302 |
-83672.1162083361 |
-89222.2585037513 |
-179840.148953357 |
131720.748011851 |
51439.0311824562 |
-65946.6537553026 |
-47386.6401100771 |
18350.9053393578 |
-49478.5132876558 |
83208.6026121016 |
46741.8280585498 |
-226991.161765728 |
177668.429231323 |
-32392.7284226088 |
-8112.7000165097 |
106887.667707252 |
-28491.5234862666 |
-23618.2992665063 |
-10415.2081453434 |
-54671.2980753995 |
14176.6968545894 |
-66566.4863121712 |
-62030.7487014494 |
43808.1309891911 |
-62614.8109097407 |
10375.8950071096 |
-13335.97554499 |
64590.8336507414 |
-9475.48594840941 |
-4439.91830516964 |
-5307.20030488405 |
-6749.88090226554 |