ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | sar1 | sma1 |
Estimates ( 1 ) | 1.1797 | -0.5679 | -0.1361 | -0.83 |
(p-val) | (0 ) | (0 ) | (0.3334 ) | (0 ) |
Estimates ( 2 ) | 1.0906 | -0.489 | 0 | -1.1851 |
(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 |
0.111999924055659 |
5.1522144111225 |
10.9609120771892 |
-6.50201300508845 |
-3.54268677353807 |
18.8400772576791 |
9.89259203266423 |
-0.421490388994591 |
-5.91591490682519 |
-8.2913363524289 |
-8.95325938235087 |
14.3599674352398 |
-13.1244637557254 |
7.79251202637678 |
9.83084850861076 |
-9.24648618042001 |
-4.4452322979197 |
29.4543011558424 |
15.8523933862876 |
0.243867976153019 |
-1.38738694305803 |
-12.0046748139385 |
-7.76172181606352 |
28.2731856875984 |
-8.34033532512523 |
1.98391692007455 |
28.4746727639582 |
-18.1638542578993 |
21.3717868130059 |
10.3985668746793 |
25.8762983551346 |
2.70123972628725 |
-3.73900306114643 |
-7.82657949781111 |
-5.64794489887909 |
21.8877364684278 |
-5.92400474256692 |
5.77675055228023 |
11.9849058255226 |
-11.5664575458847 |
10.9148613952502 |
38.0877703716918 |
6.97380429663226 |
19.6785336871767 |
-21.5967209215901 |
4.32973348907739 |
-9.1386442190462 |
24.359828297489 |
-9.87246384070633 |
-2.78666322801674 |
40.2021314434431 |
-9.22210711138937 |
3.68537613781395 |
26.0041416840507 |
25.4509076849833 |
12.4481859691877 |
-23.3797177039023 |
-3.99699386032869 |
-20.824854005557 |
22.7698529656532 |
-14.6555400716935 |
-25.134853872453 |
45.6811874339343 |
-25.4208059597565 |
12.161248016914 |
33.1614799347662 |
36.4491508805574 |
-5.64148015654076 |
-11.490464710562 |
-4.78477820104957 |
-13.2107441516419 |
27.3191335813442 |
-4.36981841285561 |
-17.6104253211566 |
36.0815566997553 |
-6.19704812080417 |
6.92542255600838 |
53.146704866371 |
46.711026144933 |
-10.9565505015401 |
-2.91255948017421 |
-7.03083720697432 |
-18.7518856281437 |
45.8631022170031 |
-16.7322044968888 |
-13.304925230032 |
41.875281257281 |
-13.3760924834632 |
13.8274597198622 |
63.7201813654392 |
35.1732039696897 |
3.69370456577179 |
-18.3693698578285 |
-12.3120532275208 |
-15.0711525201796 |
35.1902490009326 |
-16.3641886814849 |
-25.4200584170107 |
54.8836324206797 |
-24.8532101087227 |
16.0460812090309 |
74.0040433665605 |
36.73477737177 |
15.4513662314161 |
-29.5669773338648 |
-11.6560715327055 |
-17.7013773936323 |
32.0484843356498 |
-23.2674674797412 |
-36.1022373426659 |
41.0202663432786 |
-34.5255984190344 |
17.1801338580494 |
68.3021157815655 |
42.5798914375279 |
21.3912955705573 |
-69.4774333787366 |
12.7689426516914 |
-31.505995040777 |
25.8481744994954 |
-7.16362795137749 |
-40.7351427650274 |
60.4321619387157 |
-32.1879868272781 |
32.4030279776588 |
54.7196805039887 |
76.1542248359868 |
17.9330069786639 |
-57.6146494870835 |
6.72026002698484 |
-19.2416677244867 |
43.7579435919072 |
-19.2168499888297 |
-40.4320836704152 |
29.7875049629329 |
27.8375221722866 |
-0.328335455914624 |
70.5226360936145 |
87.5133081915042 |
-7.64197023025698 |
-47.3329544003527 |
16.1913343744156 |
-49.6745834976984 |
48.1446351646667 |