ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1278 | 0.1664 | 0.2475 | -1 | -0.6699 | -0.3901 | 0.0853 |
(p-val) | (0.3408 ) | (0.2108 ) | (0.0666 ) | (0 ) | (0.2389 ) | (0.1584 ) | (0.8931 ) |
Estimates ( 2 ) | -0.1253 | 0.1685 | 0.2421 | -1 | -0.5953 | -0.3584 | 0 |
(p-val) | (0.3458 ) | (0.2018 ) | (0.0604 ) | (0 ) | (0 ) | (0.0302 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.1808 | 0.2315 | -1 | -0.6021 | -0.3979 | 0 |
(p-val) | (NA ) | (0.1802 ) | (0.0778 ) | (0 ) | (0 ) | (0.0115 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.2026 | -1 | -0.6168 | -0.4459 | 0 |
(p-val) | (NA ) | (NA ) | (0.1171 ) | (0 ) | (0 ) | (0.0027 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1.0258 | -0.6204 | -0.444 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0029 ) | (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 |
-3.98983386487333 |
13.0279292273047 |
-6.22707532669883 |
-3.727308955297 |
1.55851412721614 |
1.32306700344172 |
63.0688988477587 |
-64.3516189661354 |
-3.3247075563255 |
9.97002410841291 |
11.1034522804254 |
-47.1140737637922 |
-10.4457621650474 |
-27.0251168226883 |
23.8034695979385 |
31.382946065211 |
-74.851888028175 |
50.382723555312 |
-60.9814102745866 |
68.4263209648509 |
42.3846755230026 |
35.1134442723221 |
21.8672875993756 |
36.9164687423742 |
7.7296075117894 |
-18.1147924331061 |
-37.8850452722331 |
-25.0333984428524 |
-53.6331100839019 |
-30.3418411339127 |
-34.6622703233401 |
22.121127260943 |
18.7782020912031 |
2.51088279990446 |
-19.3279077050329 |
-9.03224059593809 |
-30.3369467496862 |
33.168095054609 |
20.0070596547124 |
-70.1042307561964 |
25.3910268750564 |
-18.3824730780169 |
-26.2596050173113 |
55.7677823009751 |
14.7805196495053 |
7.59857958057215 |
-8.1218891681502 |
0.791849768511198 |
15.6739602710521 |
-28.350016915815 |
-36.6588000592886 |
-15.6523413390125 |
-11.8292331213895 |
-15.9848279228253 |
-12.027476703628 |
21.8290069041768 |
-11.6530957490167 |
-4.44706572791047 |
-22.6175657625597 |
-13.5066921272696 |