ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.8936 | -0.7557 | 0.4061 | -0.8837 |
(p-val) | (0 ) | (0 ) | (2e-04 ) | (0 ) |
Estimates ( 2 ) | 0.9239 | -0.785 | 0 | -0.5338 |
(p-val) | (0 ) | (0 ) | (NA ) | (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 |
-1381.38076267874 |
8725.76438062521 |
-1449.55961088549 |
2522.52758054866 |
-66.3901934982254 |
-84.7815230741787 |
-1760.96211435527 |
5457.90675924533 |
-1504.82411543303 |
2807.83760210673 |
-1583.0990686837 |
629.77117411036 |
1457.2790219659 |
-3310.33006250992 |
4194.99026356689 |
3635.327564965 |
-1241.03431778199 |
3228.58315864446 |
-1521.25568315477 |
1947.57977968499 |
382.178683571891 |
-1820.0858885391 |
3702.57695154211 |
6136.16172340672 |
2451.30415337794 |
6377.90691125816 |
-322.372606622087 |
942.184358133402 |
2940.71159711034 |
243.906510230233 |
3709.90907905325 |
3347.54077536099 |
3211.8940599993 |
-7857.21905167835 |
-390.517259651727 |
-6300.79176240075 |
-807.229399788868 |
-3433.45086862743 |
-3163.78796161745 |
-3087.63190971803 |
-1471.94544979318 |
-3540.70422476145 |
-7109.5137878244 |
4925.68063944181 |
-3127.77613864169 |
-3056.2396882846 |
-7660.93028611817 |
131.955580524671 |
1894.64486008738 |
2040.02195455948 |
-2225.53518159039 |
2109.18023699509 |
-2615.20821961726 |
683.862080407197 |
3977.15035409951 |
4405.3870022809 |
2152.59805835939 |
2663.74933421667 |
-7625.74185214993 |
1482.77742269288 |
4000.36113194259 |
-8838.1887680753 |
-4814.07783349223 |
-1004.80471653775 |
-6801.12067340637 |
-8703.35798566296 |
4203.53952235642 |
3489.84427192284 |
-7808.20013645524 |
-10658.869341498 |
2561.6969120227 |
-1825.21013352384 |
-1472.39675984208 |
7920.73263689687 |
6665.71227153869 |
711.473003875776 |
-406.722117077308 |
8934.34779787205 |
-6792.87691100221 |
-691.517577649364 |
441.969487658507 |
-9243.19869716509 |
-4657.0311755141 |
1343.48279294196 |
-3647.79448761982 |
3353.10876789688 |
-933.688483941669 |
-3648.91681315237 |
-319.391869579483 |
-7007.50830049806 |
983.865703921912 |
13334.9128781464 |
-8821.90062067085 |
-13413.8176895026 |
-3719.73847657745 |
2621.16445786506 |
4995.1134485306 |
-1199.66315046473 |
2855.19674507193 |
-1960.01102068018 |
3480.59408291463 |
-39.5415836570366 |
-1351.78074028221 |
3680.45287227204 |
-9050.61034384971 |
618.974617581758 |
-4153.38179866033 |
-3279.07021161967 |
1578.70665823681 |
-485.069826804772 |
-4966.56734456184 |
8361.88848038811 |
-3379.71923585842 |
494.641052950089 |
-252.812061464214 |
8850.25794246837 |
-5803.11598304265 |
293.877915261752 |
-6205.73569117924 |
-5195.50834271279 |
7725.47864490364 |
4136.94894422966 |
3967.60178518318 |
1599.67611167082 |
5312.12261215519 |
-4231.04178737228 |
1817.49836009392 |
-2342.55006161158 |
16814.6768854588 |
1922.82997064353 |
-18398.4636907271 |
272.033132290924 |
980.226214629152 |
6673.83366856149 |
7724.75891057967 |
-4054.37941481215 |
1298.2246855899 |
2794.28916873997 |
7788.36669197525 |
-18161.1281850085 |
1040.85845079469 |
7388.99868858044 |
12298.0851328815 |
-1056.67927400451 |
1469.76114204905 |
958.499974477759 |
-397.504591064955 |
6479.06627631223 |
-2053.27776991252 |
4586.84563166599 |
3524.56177918388 |
-7303.05977064404 |
2058.22516095973 |
-5494.14610143167 |
-6805.04145028439 |
4981.77657652801 |
2673.02598644731 |
3017.19046698986 |
3156.53219736094 |
-8391.57777781009 |
2361.29058154384 |
3194.06597745782 |
-7573.96910651366 |
2213.64285204243 |
6336.06242559245 |
10097.6364436799 |
-3148.00128001433 |
-5459.39738647125 |
-10331.9791286916 |
3807.82696050446 |
3849.83398937759 |
-1685.28528450654 |
2814.88387803892 |
-1760.30868047867 |
-558.05294613939 |
-10260.9445166403 |
2982.67302959901 |
-8902.98224921826 |
1133.74481064168 |
1044.31975483413 |
-1532.64394614621 |
2067.45260411847 |
-1481.81561429415 |
5350.11995988996 |
6358.04749720253 |
-1492.99931063897 |
-6259.83766954864 |
-6756.35076905917 |
-1458.61997267997 |
-17298.3206431889 |
-2431.05802448957 |
-7270.88205382671 |
8405.70588036938 |
-4398.45167360888 |
-3934.09857660434 |
4479.72272670141 |
-7498.11761319958 |
-9643.29805151048 |
10999.7064119776 |
-549.843580742564 |
-15453.5802813834 |
11601.5036389711 |
3232.88212515129 |
8626.52415297628 |
84.7005326329596 |
-532.292762973949 |
-1045.71884934749 |
4712.84178649262 |
-9649.15782558302 |
15354.6784074709 |
-5189.88186052655 |
-8043.27291045525 |
-473.209982402264 |
3116.87357395376 |
12393.4278966434 |
9605.44858386455 |
7116.74231552636 |
9023.22600536196 |
12505.581212124 |
-289.346862411452 |
-2585.29451425876 |
4783.67892918887 |
-5702.89305255095 |
-3249.70073950946 |
-6648.73221518142 |
-4348.94043349787 |
2557.62785763187 |
8411.74601211859 |
-3979.54530046706 |
-5422.04949991136 |
-8104.70377508022 |
-7374.30275765271 |
-849.769204932781 |
2833.47496845127 |
6070.4661041012 |
-8537.33126112133 |
-4501.48848562633 |
-5658.63484043161 |
-2036.82304836925 |
-5770.13428129153 |
3388.52732116696 |