ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6975 | -1.2001 | -0.5311 | 0.6975 |
(p-val) | (0.1118 ) | (0 ) | (0 ) | (0.1118 ) |
Estimates ( 2 ) | 0 | -0.7105 | -0.2567 | 0.8477 |
(p-val) | (NA ) | (0 ) | (0.0341 ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
655.36160889178 |
199326.478876335 |
208739.912821156 |
440706.239645155 |
78078.0576043336 |
-104105.838910609 |
1384815.44481563 |
-522755.463562109 |
-858610.072616865 |
-345834.273274647 |
-200471.565845705 |
-50876.1406060352 |
-302072.330761388 |
419898.363859634 |
-45034.2729371135 |
678246.87927697 |
-140534.143057905 |
86046.9139050805 |
1556167.86581698 |
-1045787.82671465 |
-488839.898132737 |
-539667.964979318 |
32166.7171666099 |
-431028.747030751 |
41471.6668604314 |
110540.023581153 |
293889.239983547 |
508416.297591214 |
-270596.362579079 |
361564.703409284 |
1021932.35401897 |
-198095.157599078 |
-1053823.16053296 |
-91526.2373513227 |
-469686.392230991 |
121858.724593738 |
-476113.325184958 |
464112.88814307 |
-110667.384492209 |
756090.655407547 |
-403452.758998343 |
342816.415171714 |
1065948.90787683 |
-186002.796717628 |
-1038039.11141257 |
-157949.712661815 |
-430136.853475187 |
91767.5586033228 |
-456740.051095122 |
590480.985681122 |
-134004.72776311 |
560843.135393194 |
-58194.1293636925 |
82865.2447687664 |
1275305.32959886 |
-342389.664154277 |
-927186.977321996 |
-295401.678767205 |
-313647.99102722 |
-38856.2731731633 |
-312823.797087008 |
357710.060687884 |
-12914.4763882693 |
643485.829204798 |
-252564.120685919 |
264796.693142923 |
1110623.60799609 |
-123820.804840005 |
-1135955.05755698 |
-97552.5099649669 |
-503362.514525429 |
145415.23224421 |