ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.068 | 0.2486 | 0.4124 | -0.3772 | -0.0633 | -0.1809 |
(p-val) | (0.9346 ) | (0.4301 ) | (0.6218 ) | (0.8649 ) | (0.9565 ) | (0.935 ) |
Estimates ( 2 ) | -0.0593 | 0.2458 | 0.4053 | -0.2598 | 0 | -0.2975 |
(p-val) | (0.9441 ) | (0.4463 ) | (0.6371 ) | (0.4579 ) | (NA ) | (0.4548 ) |
Estimates ( 3 ) | 0 | 0.2253 | 0.3458 | -0.2612 | 0 | -0.2966 |
(p-val) | (NA ) | (0.1477 ) | (0.0225 ) | (0.455 ) | (NA ) | (0.4561 ) |
Estimates ( 4 ) | 0 | 0.2301 | 0.3459 | -0.4782 | 0 | 0 |
(p-val) | (NA ) | (0.1357 ) | (0.0212 ) | (8e-04 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0.3095 | -0.444 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0132 ) | (0.002 ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
10.4429870625477 |
360.276484318446 |
-435.286898804712 |
-431.832328473247 |
-471.719835638183 |
-48.9867533904897 |
-94.6719723760067 |
-121.965927361128 |
-584.037263359937 |
-162.243145394775 |
13.2765146656867 |
-233.152726601272 |
-704.65469762029 |
179.527098357708 |
773.156019874745 |
1001.61172829038 |
-736.457639025782 |
153.794108489586 |
33.9255850915415 |
-673.682412544735 |
-475.817375157375 |
-150.30327431275 |
-17.8173561343071 |
-232.502626552705 |
-408.719999669432 |
-265.579199624911 |
-220.835742611636 |
-19.2728302061097 |
24.3329177602899 |
-38.0851646730684 |
75.3479186182076 |
1240.01320645233 |
-399.253792864411 |
-86.7295171553143 |
-311.100335631331 |
-33.083562130019 |
-609.674873506167 |
-140.221949105959 |
345.175305912027 |
-926.091659181455 |
375.765962069957 |
-305.236752709377 |
-234.939511668415 |
-397.44229189637 |
196.49103353558 |
114.657549626596 |
136.28017689788 |
718.570356499055 |
-694.25365866927 |