ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1201 | 0.3394 | 0.5829 | 0.0931 | 0.2815 | -0.1002 | -0.6767 |
(p-val) | (0.3963 ) | (0 ) | (0 ) | (0.5713 ) | (0.1276 ) | (0.4354 ) | (2e-04 ) |
Estimates ( 2 ) | -0.0522 | 0.33 | 0.5564 | 0 | 0.2698 | -0.0908 | -0.6776 |
(p-val) | (0.5182 ) | (0 ) | (0 ) | (NA ) | (0.1447 ) | (0.478 ) | (2e-04 ) |
Estimates ( 3 ) | 0 | 0.3207 | 0.5336 | 0 | 0.27 | -0.1015 | -0.6894 |
(p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (0.1308 ) | (0.4188 ) | (1e-04 ) |
Estimates ( 4 ) | 0 | 0.3253 | 0.5425 | 0 | 0.3235 | 0 | -0.7664 |
(p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0574 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0.3239 | 0.5597 | 0 | 0 | 0 | -0.5185 |
(p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
2.24998346993725 |
230.179516071637 |
478.218512203185 |
-472.170972862455 |
444.014659607644 |
39.1690052471545 |
295.56533252801 |
-517.159942044055 |
-153.420798615829 |
155.297894778955 |
100.532376526203 |
21.8950221806249 |
38.2576051512493 |
66.2123870376125 |
271.329811412105 |
-80.666274289154 |
-113.744330283504 |
-265.220705248043 |
159.863608880457 |
-39.0596087994742 |
198.131869657464 |
-44.7971441803313 |
117.250146974424 |
112.915091861884 |
157.646811560361 |
-1.69147646829911 |
-87.6560803490525 |
-239.978546906374 |
52.4083739638625 |
285.269975895028 |
323.954694323681 |
-231.209601173815 |
-13.8700685108347 |
-289.552213501385 |
-95.3632870571166 |
138.009117435386 |
62.9170666315666 |
-176.410228090231 |
192.796193181935 |
175.877158852419 |
-321.035912707114 |
279.854991377026 |
-208.306605409156 |
315.783297172056 |
-51.480624911036 |
10.4216897837269 |
-14.2980980038122 |
128.672953780154 |
-356.301577867706 |
108.99530941889 |
-6.42729132906613 |
109.856369937291 |
27.2443774385406 |
15.8188066109989 |
-11.3950724822604 |
-108.569193585006 |
48.3218456646586 |
-180.633941526452 |
16.5194238963832 |
99.9683621226952 |
-11.4657911034856 |
-154.994356096012 |
159.55889212197 |
-386.294083744497 |
116.000776410328 |
104.678381526604 |
-69.6122732296195 |
-105.268826004316 |
-131.884769903131 |
172.202934095672 |
66.9081327652383 |
-245.518291725945 |
140.312677048424 |
154.101389898298 |
58.362774994699 |
-220.717915570695 |
170.211615178087 |
53.8104105632492 |
254.586467215197 |
-222.382479859325 |
-158.067279541953 |
134.04600644941 |
244.91411260035 |
158.951430274918 |
753.122647930544 |
525.344032986513 |
-116.145298800365 |
70.951858756207 |
-128.275500567857 |
-119.537497623531 |
476.486591876196 |
-111.655781447578 |
-2.21145854560156 |
-58.9247361066238 |
-605.548596867539 |
35.916307865424 |
93.4928139194853 |
44.0714343085243 |
-75.1490730005277 |
-73.6683101364857 |
-362.772752217563 |
46.1557056099382 |
-290.849766381798 |
-98.9311074498651 |
206.646409078145 |
-84.853589036995 |
-127.087368825287 |
18.8963715052704 |
31.2834241642847 |
-51.2284445540043 |
-217.873120388666 |
-360.312848740823 |
-233.849290032512 |
163.974336462838 |
218.247568967975 |
271.88908319339 |
-152.768054251307 |
-220.151486454335 |
-196.793298617159 |
-15.6334451936838 |