ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ma1 | sar1 |
Estimates ( 1 ) | 0.0453 | 0.0673 | -0.9577 | -0.4644 |
(p-val) | (0.7423 ) | (0.6231 ) | (0 ) | (3e-04 ) |
Estimates ( 2 ) | 0 | 0.0641 | -1.0517 | -0.4645 |
(p-val) | (NA ) | (0.6381 ) | (0 ) | (3e-04 ) |
Estimates ( 3 ) | 0 | 0 | -0.9431 | -0.4633 |
(p-val) | (NA ) | (NA ) | (0 ) | (3e-04 ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.201497524315712 |
-14.6160422399917 |
13.8353188356834 |
-3.86605358986163 |
4.68239162432255 |
0.911510165225623 |
15.3515169888633 |
10.3146271420724 |
4.02149205058815 |
-13.4043560509851 |
1.42939214992038 |
-3.12256535128889 |
11.6625185332302 |
16.8340280191626 |
4.27304837455443 |
-7.05319837421854 |
-5.10175122402635 |
7.82502130742385 |
-9.84141720520133 |
-0.253864958081601 |
-2.24495720867465 |
5.04457067506108 |
-6.92932247132068 |
-12.3460600739339 |
16.9692667833597 |
-2.84414091707229 |
-12.5519556606282 |
12.1916317295115 |
-10.0776972326739 |
6.06168628332075 |
-13.2579052038108 |
-1.66937800947606 |
-8.27774900559116 |
2.19009242876324 |
6.09704302630278 |
25.5470069593653 |
3.26770835209406 |
2.27904141384267 |
-6.58007321083258 |
0.960936210565109 |
7.4836500744974 |
-9.4062198889009 |
6.67298765481016 |
-4.75000039130907 |
6.13661624582411 |
10.7704988163662 |
19.0057131773835 |
1.31821457895027 |
-22.9814275284514 |
-1.28213267569022 |
1.65319635009 |
-4.29586644241292 |
-2.80653419579362 |
5.02575010463935 |
7.30412914279907 |
14.6086138338173 |
19.8247693400734 |
3.48025720014281 |
-2.92340377790687 |
0.0697108901276008 |