ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1299 | -0.2457 | 0.0927 | -0.1576 | -0.4799 | 0.089 | 0.4523 |
(p-val) | (0.9316 ) | (0.0152 ) | (0.8222 ) | (0.9172 ) | (0.5865 ) | (0.5074 ) | (0.6142 ) |
Estimates ( 2 ) | 0 | -0.2494 | 0.0576 | -0.028 | -0.4844 | 0.0922 | 0.4645 |
(p-val) | (NA ) | (0.0061 ) | (0.5276 ) | (0.7668 ) | (0.5697 ) | (0.4492 ) | (0.5902 ) |
Estimates ( 3 ) | 0 | -0.2496 | 0.0556 | 0 | -0.5479 | 0.0833 | 0.5297 |
(p-val) | (NA ) | (0.0061 ) | (0.5349 ) | (NA ) | (0.4234 ) | (0.4615 ) | (0.4415 ) |
Estimates ( 4 ) | 0 | -0.2502 | 0 | 0 | -0.6082 | 0.083 | 0.6007 |
(p-val) | (NA ) | (0.006 ) | (NA ) | (NA ) | (0.2207 ) | (0.4289 ) | (0.2234 ) |
Estimates ( 5 ) | 0 | -0.2643 | 0 | 0 | -0.8188 | 0 | 0.7651 |
(p-val) | (NA ) | (0.003 ) | (NA ) | (NA ) | (0.0029 ) | (NA ) | (0.0103 ) |
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 |
0.422398872253588 |
-46.5755364712077 |
-29.1067772163687 |
-24.2491658744021 |
-26.4937694019997 |
29.2857781624729 |
-37.2174494572549 |
5.29695787036023 |
-23.9554938039659 |
-1.35883299857793 |
8.2197027608406 |
9.99108472065253 |
10.9181297466702 |
-35.5579376894916 |
15.1445419517572 |
-12.1284575654504 |
2.00337809654612 |
-8.50123830585792 |
48.119460719289 |
-13.1395107493045 |
-36.7297672707246 |
-16.7050299139096 |
-8.47532585377664 |
-3.79500013182153 |
4.97690366855195 |
21.569998259504 |
-13.5223395324215 |
5.96848022308855 |
-12.4187639669352 |
11.8377781078366 |
-4.58702802728922 |
28.0038571663375 |
6.63953626119125 |
41.9181090363692 |
7.10823370346965 |
-7.43709103279055 |
-0.844339643176258 |
44.7927056019831 |
-7.8699559253762 |
12.8429694246479 |
18.6125577478976 |
4.10503557504502 |
2.90767888096994 |
47.5705927589587 |
-46.3268830621839 |
1.26897256786461 |
9.30235597815152 |
-15.9838408359169 |
4.53565787655195 |
46.9439240909609 |
55.4219939960996 |
25.5719573369135 |
-38.2558298048258 |
-46.8706903095794 |
-50.817952664014 |
7.86882869637018 |
-19.795589131901 |
-26.2052411682652 |
-22.942467560323 |
-4.66199103876448 |
-10.4516403710732 |
-13.3122241222493 |
14.7047411266304 |
15.5549124104996 |
-10.0867302951576 |
-14.8553710048811 |
-18.3806351770871 |
-7.99045441922293 |
5.44981801426113 |
-4.43227491472835 |
18.5892267631393 |
21.371261570353 |
-6.70096706671877 |
-43.690014047989 |
-6.33125489349656 |
-9.89848305184116 |
-0.262188704873707 |
21.0957898629753 |
-6.5711146551503 |
-4.81918548764235 |
-0.33817239580079 |
-0.0176166186259791 |
5.73853745315611 |
17.8410314518947 |
33.8344541183728 |
3.36403158735534 |
31.1631912698359 |
-21.080935354185 |
-1.47500852414466 |
57.9251224810859 |
-1.94644964102286 |
-12.2443061855557 |
3.89370949293619 |
63.3215792888623 |
-31.6680271149772 |
16.5055468257006 |
33.8967147986324 |
76.1264226001273 |
-50.1042170145959 |
-8.86215443694991 |
60.9178867393497 |
-64.9891108252644 |
23.6941725037038 |
-39.743131098818 |
-24.9834389969674 |
-14.5199026222053 |
-26.7890738485571 |
45.5160126378551 |
-29.3005427683496 |
-15.6752871881573 |
-25.3170686498375 |
-23.3345184452023 |
-12.8551927821138 |
4.08058661288928 |
10.594618457309 |
10.3945152630413 |
-30.9929710030276 |
-0.563991087093949 |
-21.0198712586335 |
-1.63170340810032 |
1.51621258807914 |
-5.66177733473868 |
5.60937784410343 |
50.4292583133531 |
-3.62920275253544 |
-67.431810665987 |
0.0877629367111546 |
-13.9573050341663 |
-5.23796585221059 |
17.8743509626932 |