ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.9976 | -0.798 | 0.4811 | -0.1407 | -0.9896 |
(p-val) | (0 ) | (0 ) | (0.0154 ) | (0.4292 ) | (0.1213 ) |
Estimates ( 2 ) | 0.9945 | -0.8062 | 0.4998 | 0 | -0.9995 |
(p-val) | (0 ) | (0 ) | (0.0067 ) | (NA ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
9.25194836014962 |
28.1412431534249 |
-46.710384295166 |
43.1067524520972 |
-221.279462866955 |
132.052222757328 |
-77.155897007469 |
-499.380256326009 |
-498.987943642635 |
-327.31443340556 |
160.793887869943 |
-45.844776051356 |
256.231464978892 |
54.609941780331 |
-202.050924884846 |
254.641878832373 |
152.115379956058 |
-21.4421650918996 |
-307.959418669347 |
491.920096663474 |
-207.82569189863 |
368.744845335295 |
188.01890815774 |
-241.37176880132 |
316.167912798984 |
-194.235051028493 |
9.3597240189802 |
346.178539785001 |
9.18904201007916 |
364.055471781831 |
194.335321392614 |
-432.431140370494 |
-336.795177834168 |
388.908545301051 |
66.4459461087923 |
389.527350463355 |
107.592394801081 |
-43.6580023109407 |
247.973950409943 |
283.86524148471 |
-236.063777341663 |
-73.5112879283397 |
264.381532165734 |
183.832982325651 |
165.119478664649 |
-41.8688313350928 |
-484.924295382296 |
182.794345151471 |
147.156498514618 |
165.680047956214 |
-190.067956546109 |
-69.659302916814 |
182.74589189292 |
-20.7972499528417 |
182.388899315763 |
-199.155192818123 |
416.797283456949 |
173.705754110452 |
13.7460599068559 |
63.9246955280515 |
395.733736242988 |
300.653509629189 |
140.575102306067 |
-480.624054995448 |