ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.4601 | 0.1307 | 0.2491 | 0.3212 | -0.014 | -0.6595 |
(p-val) | (0.3023 ) | (0.3754 ) | (0.0503 ) | (0.4832 ) | (0.9636 ) | (0.0954 ) |
Estimates ( 2 ) | -0.4592 | 0.1313 | 0.2483 | 0.3211 | 0 | -0.6755 |
(p-val) | (0.3044 ) | (0.373 ) | (0.0502 ) | (0.4832 ) | (NA ) | (4e-04 ) |
Estimates ( 3 ) | -0.156 | 0.1683 | 0.203 | 0 | 0 | -0.6568 |
(p-val) | (0.2231 ) | (0.1802 ) | (0.1111 ) | (NA ) | (NA ) | (3e-04 ) |
Estimates ( 4 ) | 0 | 0.1843 | 0.1751 | 0 | 0 | -0.7005 |
(p-val) | (NA ) | (0.1457 ) | (0.1708 ) | (NA ) | (NA ) | (4e-04 ) |
Estimates ( 5 ) | 0 | 0.1585 | 0 | 0 | 0 | -0.757 |
(p-val) | (NA ) | (0.2104 ) | (NA ) | (NA ) | (NA ) | (0.0014 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 | -0.7631 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0016 ) |
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 |
0.931604094340952 |
-1.35079999378479 |
16.9515622856283 |
0.462687294067202 |
-2.76380239410492 |
8.59847388662093 |
5.2673841709568 |
68.9574411607092 |
-54.3462028466642 |
-8.71298681196569 |
38.1584581442671 |
4.72027528910337 |
-44.3580329075925 |
-2.26926684539219 |
-19.2707054086556 |
16.7526364424981 |
38.6689153084354 |
-82.2994954701198 |
49.2130678619394 |
-38.3948813150166 |
40.8604103836102 |
65.9420019680111 |
25.6672692867789 |
32.6845522956179 |
51.9794607888822 |
26.0333505591676 |
-3.38902152767911 |
-15.4945199118163 |
-6.70069799728095 |
-42.0722794202535 |
-25.602959767193 |
-37.7201640124299 |
29.2456691202212 |
23.3777129594913 |
-8.76725447722645 |
-14.5685757880171 |
6.36718657550943 |
-23.4997143268269 |
37.6196169680179 |
24.5813903284862 |
-80.4444032857175 |
33.4514120281896 |
-4.21820049440099 |
-26.8850185153783 |
49.3059217170244 |
15.8778274236481 |
0.0471764120420078 |
3.28626679901741 |
-8.5274874544803 |
14.179620575668 |
-26.1656140512272 |
-28.0748030028607 |
-3.3354826450112 |
-31.0637828212144 |
-5.45980617194966 |
-25.1578492523924 |
38.7866504893429 |
7.57368788413811 |
-2.17106379028225 |
-5.74927230466776 |
-1.34213129555684 |