ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.7165 | 0.2307 | 0.0409 | -0.7423 | -0.6986 |
(p-val) | (0 ) | (0.0485 ) | (0.7252 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0.7415 | 0.2475 | 0 | -0.7592 | -0.6955 |
(p-val) | (0 ) | (0.0196 ) | (NA ) | (0 ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.638997413419203 |
9.90389303197282 |
-22.3023122314741 |
36.7800822877371 |
-19.3973585930276 |
-1.82728173431642 |
36.724066486773 |
28.8944188935952 |
-46.5447482676979 |
81.6669904922509 |
-49.3930539014323 |
7.32370593938105 |
-2.30938667138516 |
-24.7990807360454 |
37.724523686561 |
13.5082463734854 |
44.8741193262163 |
2.82810059127998 |
43.358748956677 |
44.3143722315104 |
-21.8938057081436 |
58.0924837106478 |
-26.3069296564498 |
-79.0312269035011 |
41.5110259041723 |
-13.1817192637497 |
39.9735020498047 |
111.800865424203 |
49.7870353541202 |
-26.8800725354202 |
26.7716077443333 |
-77.8312732647454 |
-46.9549404660863 |
48.2440783186885 |
-26.7544278903347 |
32.2685752571835 |
-69.0885472315691 |
18.7581149930453 |
-44.2107589570958 |
-10.9995953045413 |
-16.6543983695614 |
55.3520149024308 |
106.378953587588 |
-41.9150565981803 |
-31.5936647886223 |
2.35602637665503 |
-74.4547743387148 |
-81.8542252953119 |
-11.3023881661074 |
82.0619621095758 |
37.4332373170131 |
-85.2268950398416 |
-67.5118324553083 |
49.1631848298552 |
-34.2088759546933 |
-52.5269451126761 |
-24.5171134155982 |
-79.8851589272531 |
9.86643963696357 |
53.4082765899247 |
8.91844754070827 |
-25.9484302522257 |
-10.1960784792828 |
6.90086621046144 |
51.9597681113942 |
-38.4301255407228 |
-23.3767806921408 |
-10.28301333605 |
15.0050434191045 |
43.5780911400606 |
152.09757895771 |
18.6904275447767 |
-60.540320278058 |
-11.2583864862485 |
-52.9470897150597 |
-22.5504419972589 |
83.0911969680649 |
-36.7048015722767 |
149.264384623041 |
120.380162891832 |
-23.8078320520287 |
80.8150517860111 |
21.1674150000616 |
-3.0154230265066 |
132.923103119384 |
35.4977837293873 |
43.5435725692647 |
184.367520210177 |
29.6390549620705 |
-68.5328349926419 |
-41.9816152638818 |
-43.5509106544566 |
-83.9119155983483 |
58.9892080666153 |
-30.2040417200046 |
120.801371286879 |
-29.8240104859906 |
-18.7532008640895 |
-10.7271401794726 |
59.9403759515053 |
-29.3373778448672 |
-5.3423058820943 |
2.64944519118931 |
13.0102449176301 |
-31.5183557191033 |
40.7517317806003 |
-31.602546611366 |
-53.2953128677026 |
-80.1246742013271 |
-51.1754373539952 |
56.3537281731507 |
77.5270810035798 |
-61.9957902418702 |
185.595679151298 |
-69.8264776254453 |
-28.4868094222719 |
-55.9032935755958 |
128.862676946648 |