ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1311 | -0.0366 | 0.1605 | -0.8847 | -0.8964 | -0.4142 | 0.2154 |
(p-val) | (0.4977 ) | (0.8346 ) | (0.3771 ) | (0 ) | (0.4504 ) | (0.5065 ) | (0.8704 ) |
Estimates ( 2 ) | 0.1347 | -0.0371 | 0.1596 | -0.8859 | -0.7015 | -0.3108 | 0 |
(p-val) | (0.4829 ) | (0.8326 ) | (0.3823 ) | (0 ) | (0 ) | (0.0794 ) | (NA ) |
Estimates ( 3 ) | 0.1467 | 0 | 0.173 | -0.9044 | -0.6901 | -0.3008 | 0 |
(p-val) | (0.3906 ) | (NA ) | (0.2964 ) | (0 ) | (0 ) | (0.08 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.1154 | -1.2157 | -0.6926 | -0.2907 | 0 |
(p-val) | (NA ) | (NA ) | (0.4622 ) | (0 ) | (0 ) | (0.0917 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1.2617 | -0.7298 | -0.3301 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0409 ) | (NA ) |
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 |
0.557961757257332 |
2.41367811563689 |
5.04415438618639 |
35.6110577689119 |
-10.297392855516 |
15.1166132112774 |
-36.2609922534115 |
-17.2402028723653 |
23.6325682145748 |
-40.209930321263 |
-3.42955629391579 |
7.38995914213736 |
-25.9776159385218 |
-23.3121666972273 |
-28.2586791500233 |
-5.62815766903159 |
8.9599865124414 |
-15.1324985540225 |
-12.1151776417625 |
30.2212352254443 |
-8.53392226623526 |
38.7325671210457 |
-0.0310411465497675 |
-37.8456615894299 |
-22.3250829390579 |
25.3713717717934 |
17.7257257315143 |
16.9371057957349 |
9.49605940991578 |
-2.57290112339009 |
24.732599817704 |
30.4703919341921 |
4.39122294546515 |
10.0275901126477 |
-30.472174346672 |
-15.7717086941022 |
-2.07931042967729 |
4.8627070656717 |
27.6440012928071 |
8.69659509958769 |
-9.35572364370477 |
1.91054335988033 |
26.0366962051562 |
-9.1763123616475 |
-9.41310834037058 |
-5.38379823278001 |
-3.10110405357865 |
7.00501136692355 |
-16.2189848333027 |
18.4786894809463 |
25.3609584329555 |
-6.04737074996563 |
-15.4444378206404 |
-0.497099440600568 |
12.0681334888179 |
11.0776055184895 |