ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3888 | 0.103 | 0.128 | -0.8059 | 0.3182 | 0.0507 | -0.9999 |
(p-val) | (0.3094 ) | (0.6175 ) | (0.4358 ) | (0.0284 ) | (0.1021 ) | (0.7926 ) | (0.1362 ) |
Estimates ( 2 ) | 0.3853 | 0.1049 | 0.1237 | -0.7987 | 0.2994 | 0 | -1.0289 |
(p-val) | (0.3623 ) | (0.6312 ) | (0.4614 ) | (0.051 ) | (0.2315 ) | (NA ) | (0.64 ) |
Estimates ( 3 ) | 0.4012 | 0.0826 | 0.1493 | -0.8509 | -0.3528 | 0 | 0 |
(p-val) | (0.0715 ) | (0.6071 ) | (0.3064 ) | (0 ) | (0.007 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0.3476 | 0 | 0.1432 | -0.7791 | -0.3536 | 0 | 0 |
(p-val) | (0.301 ) | (NA ) | (0.3818 ) | (0.0071 ) | (0.0066 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.1453 | 0 | 0 | -0.5846 | -0.3462 | 0 | 0 |
(p-val) | (0.6512 ) | (NA ) | (NA ) | (0.0378 ) | (0.0082 ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.4653 | -0.3465 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (3e-04 ) | (0.0083 ) | (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 |
-38.4461847117351 |
113.11157569364 |
255.807824542105 |
275.149609216011 |
-414.833380158155 |
-171.756292227383 |
10.9545173670425 |
249.347047127058 |
62.1266933074453 |
193.930831761076 |
426.587208129392 |
387.342611432892 |
796.481990250964 |
315.725700497566 |
31.1074871457349 |
-535.808472744989 |
792.165572610926 |
-318.273732119279 |
-124.574609815105 |
-148.838727659206 |
-347.277961417227 |
-345.755554840151 |
94.2988573843739 |
-9.47463445560796 |
427.287210508368 |
757.308806643704 |
-225.83952393358 |
135.219764319048 |
-331.336317759695 |
-213.660097581396 |
457.527136413806 |
-302.49819413507 |
-1.3598229481407 |
204.595926080055 |
-202.909123035029 |
789.35382067079 |
-132.775959075187 |
-380.842852767016 |
111.183978829777 |
394.844584892851 |
-27.7403533168322 |
160.68862671007 |
471.880873444075 |
-353.649442231667 |
97.1158621421853 |
214.582208765485 |
8.79705728309033 |
87.3055095117799 |
-250.271296856999 |
-413.426932465098 |
90.4530475833671 |
49.120193388336 |
251.161592912793 |
57.6259476077351 |
-167.351295344346 |
451.781336190016 |
512.970695838594 |
-293.826972792862 |
65.6932502597826 |
7.66162985321229 |