ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1278 | 0.1664 | 0.2475 | -1 | -0.6699 | -0.3901 | 0.0853 |
(p-val) | (0.3408 ) | (0.2108 ) | (0.0666 ) | (0 ) | (0.2388 ) | (0.1584 ) | (0.8931 ) |
Estimates ( 2 ) | -0.1253 | 0.1685 | 0.2421 | -1 | -0.5953 | -0.3584 | 0 |
(p-val) | (0.3458 ) | (0.2018 ) | (0.0604 ) | (0 ) | (0 ) | (0.0302 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.1808 | 0.2315 | -1 | -0.6021 | -0.3979 | 0 |
(p-val) | (NA ) | (0.1802 ) | (0.0778 ) | (0 ) | (0 ) | (0.0115 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.2026 | -1 | -0.6168 | -0.4459 | 0 |
(p-val) | (NA ) | (NA ) | (0.1171 ) | (0 ) | (0 ) | (0.0027 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1.0258 | -0.6204 | -0.444 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0029 ) | (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 |
-3.9898338648733 |
13.0279292231206 |
-6.22707532449634 |
-3.72730894780151 |
1.5585141095607 |
1.32306700998597 |
63.0688988529017 |
-64.3516189601053 |
-3.32470755728135 |
9.97002401814913 |
11.1034523742709 |
-47.114073762366 |
-10.4457621930095 |
-27.0251168112375 |
23.8034696611814 |
31.3829460811648 |
-74.8518880062366 |
50.3827235509266 |
-60.9814102868335 |
68.4263210530077 |
42.3846754609647 |
35.1134443643868 |
21.8672875391578 |
36.9164686467202 |
7.72960748398196 |
-18.1147924998075 |
-37.8850453029597 |
-25.0333984353671 |
-53.6331100961335 |
-30.3418410776034 |
-34.6622704392921 |
22.121127450073 |
18.7782021442512 |
2.51088284013234 |
-19.3279077322041 |
-9.03224052308595 |
-30.3369467193787 |
33.1680951044527 |
20.0070595934947 |
-70.104230755446 |
25.3910269168754 |
-18.3824731978279 |
-26.2596047854895 |
55.7677820918004 |
14.7805195930055 |
7.59857957507187 |
-8.12188930029129 |
0.791849650044597 |
15.6739602135742 |
-28.3500169047047 |
-36.6587999834385 |
-15.6523413349362 |
-11.8292330580171 |
-15.9848277952891 |
-12.0274766670857 |
21.8290069346026 |
-11.653095703483 |
-4.44706567492024 |
-22.6175657323224 |
-13.5066920751923 |