ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2221 | 0.0805 | -1 | -0.5764 | -0.3272 | 0.0187 |
(p-val) | (0.0997 ) | (0.5542 ) | (0 ) | (0.3723 ) | (0.285 ) | (0.9783 ) |
Estimates ( 2 ) | -0.2214 | 0.0815 | -0.9998 | -0.5584 | -0.3203 | 0 |
(p-val) | (0.0958 ) | (0.5339 ) | (0 ) | (0 ) | (0.0511 ) | (NA ) |
Estimates ( 3 ) | -0.2453 | 0 | -0.9771 | -0.5646 | -0.3308 | 0 |
(p-val) | (0.0653 ) | (NA ) | (0 ) | (0 ) | (0.0428 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | -1 | -0.5852 | -0.3803 | 0 |
(p-val) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0159 ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (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 |
-4777.30286489562 |
23070.528130001 |
-8821.63337214709 |
-13679.6541906858 |
11180.1829460996 |
5010.30329824689 |
236674.448197586 |
-161375.659804557 |
-66545.1106213107 |
49070.753796459 |
-414.212527423893 |
-100241.675308561 |
-45068.1859403939 |
-68982.1874235818 |
11587.4031169388 |
82435.5025568545 |
-201025.240256427 |
85808.8345528482 |
-171483.174924518 |
128829.63550774 |
174210.399792212 |
90027.2143187103 |
76257.9363622707 |
105978.353626142 |
33463.7685088742 |
-24997.5673105846 |
-71607.2543106451 |
-71553.3799814415 |
-141257.563981324 |
-127220.357709647 |
-166137.167340866 |
20653.5916399585 |
36293.6892237336 |
-15222.9612910265 |
-42215.9997280694 |
-17642.7870087212 |
-54791.4829764715 |
52866.3269837782 |
56987.2562525371 |
-181764.973301219 |
62087.9921826122 |
-14743.6269557767 |
-111665.242178474 |
152134.382136938 |
58944.9312124372 |
2088.81779593873 |
3656.95695730158 |
-8639.39533530233 |
21079.2813432086 |
-53529.5967977272 |
-86176.3987739534 |
-29380.3585565979 |
-55862.0659882518 |
-49947.6945639323 |
-52455.1801053568 |
52284.44440755 |
-14839.3636447341 |
-15921.6970385855 |
-29059.9219029117 |
-27618.8745902494 |