ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.26 | 0.3048 | 0.4047 | -0.6442 | -0.4029 | 0.0142 |
(p-val) | (0.2221 ) | (0.03 ) | (0.0403 ) | (0.0029 ) | (0.0415 ) | (0.9498 ) |
Estimates ( 2 ) | 0.2573 | 0.3046 | 0.408 | -0.6423 | -0.41 | 0 |
(p-val) | (0.2175 ) | (0.0298 ) | (0.0325 ) | (0.0027 ) | (0.012 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.3294 | 0.5593 | -0.3304 | -0.4316 | 0 |
(p-val) | (NA ) | (0.0088 ) | (0 ) | (0.0938 ) | (0.0066 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.2982 | 0.5225 | 0 | -0.3362 | 0 |
(p-val) | (NA ) | (0.0124 ) | (1e-04 ) | (NA ) | (0.0643 ) | (NA ) |
Estimates ( 5 ) | 0 | 0.2568 | 0.3976 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.0516 ) | (0.003 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.4014 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0043 ) | (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 |
2.05099229868668 |
412.984224508777 |
-161.466852206173 |
-12.086948169588 |
344.070168235547 |
43.0875001425989 |
118.167964787072 |
178.868916358701 |
-98.7930406963142 |
-159.25626410011 |
202.231167862954 |
97.4268507219438 |
-46.6291850128947 |
111.844772942974 |
51.1938565555805 |
149.796147771426 |
83.4997991284387 |
-245.482081924428 |
-255.538646560117 |
78.1116045830098 |
99.9012816208088 |
229.467282790615 |
-92.6249082026769 |
99.5212318325617 |
97.9167567404108 |
158.543430093726 |
-4.32340701724463 |
-212.804055195697 |
-146.837849008869 |
55.5927212039599 |
368.934841212732 |
230.889757268675 |
-137.605377687028 |
-22.8256831457585 |
-269.575684486236 |
-149.778530185772 |
92.040262990968 |
-32.5301405909538 |
-201.327661650004 |
184.185910850418 |
264.577920514315 |
-369.083655234508 |
234.70612766267 |
-383.714194978955 |
403.698951830353 |
-47.9133042050608 |
88.5312120788422 |
52.6056786076518 |
50.1302960914948 |