ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.444 | 0.0959 | 0.1887 | 0.2172 | -0.0104 | -0.5877 |
(p-val) | (0.4457 ) | (0.6082 ) | (0.1463 ) | (0.7133 ) | (0.976 ) | (0.1318 ) |
Estimates ( 2 ) | -0.4394 | 0.0974 | 0.188 | 0.2129 | 0 | -0.5983 |
(p-val) | (0.452 ) | (0.6026 ) | (0.1482 ) | (0.7195 ) | (NA ) | (2e-04 ) |
Estimates ( 3 ) | -0.2342 | 0.1413 | 0.1661 | 0 | 0 | -0.5897 |
(p-val) | (0.0702 ) | (0.272 ) | (0.1892 ) | (NA ) | (NA ) | (2e-04 ) |
Estimates ( 4 ) | -0.2628 | 0 | 0.1354 | 0 | 0 | -0.5944 |
(p-val) | (0.0414 ) | (NA ) | (0.2754 ) | (NA ) | (NA ) | (2e-04 ) |
Estimates ( 5 ) | -0.2383 | 0 | 0 | 0 | 0 | -0.6172 |
(p-val) | (0.0625 ) | (NA ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 | -0.6702 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
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 |
221.114424170832 |
-541.043542979347 |
7786.72635689458 |
2010.33778658816 |
4.29304729257159 |
5129.5414119905 |
4206.99407989552 |
54151.1255125798 |
-24727.271386603 |
-7609.66341617483 |
16219.0797361575 |
6208.38988239696 |
-17687.3543492688 |
-4492.67833897024 |
-11576.5879094546 |
5459.01567677168 |
21788.6006832714 |
-40648.627204153 |
20111.8592893817 |
-32517.1605646345 |
26154.6800402623 |
39598.391818022 |
24695.5339860271 |
23610.2948185055 |
30916.0922258821 |
19029.6292570181 |
5988.72741180821 |
-4930.769422532 |
-6066.99333878331 |
-22605.890170429 |
-22119.1938083151 |
-35001.5352033586 |
8005.29105924789 |
9914.8989213371 |
-2742.61905501508 |
-8084.16239284527 |
-995.265245002146 |
-10892.6137944602 |
14602.0767939166 |
14193.5315955014 |
-38345.651522106 |
14620.5885965087 |
-2994.12482046307 |
-13416.5707941907 |
26606.7417506914 |
11317.0676086031 |
4112.10605176314 |
2707.27445536131 |
-4061.73607357914 |
5088.05007847037 |
-12256.9485746717 |
-16534.695896066 |
-3387.33462733931 |
-19158.8545550694 |
-7251.71525459205 |
-18332.8335565064 |
16241.7229143458 |
4160.78700329877 |
877.720489795353 |
-2671.62420567205 |
-1464.48913900468 |