ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.9296 | -0.4369 | 0.0304 | 0.5387 | 0.8204 | -0.5597 |
(p-val) | (1e-04 ) | (0.0079 ) | (0.8067 ) | (0.012 ) | (0 ) | (0.0201 ) |
Estimates ( 2 ) | -0.9721 | -0.4703 | 0 | 0.5733 | 0.8204 | -0.559 |
(p-val) | (0 ) | (0 ) | (NA ) | (3e-04 ) | (0 ) | (0.0195 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.0409999680813096 |
-1.60279964492074 |
8.82447361885632 |
-4.94761107607199 |
1.31997600692915 |
-6.93109951038768 |
6.27136180014695 |
-8.36703299365229 |
2.98605207385911 |
-5.87206455393686 |
-3.20040797256286 |
12.4829198191867 |
9.10285540951901 |
13.6000915842102 |
1.86366474143316 |
-23.5070027088168 |
-6.70238990007883 |
6.87539556988858 |
12.1817350624816 |
10.9183658695789 |
0.447103064988039 |
-3.6907994307447 |
16.5017363786339 |
20.3042171889317 |
-6.82647472081156 |
-20.4409868529086 |
-19.3640557615179 |
34.7666198213034 |
21.388538488087 |
-12.2460780522811 |
20.0159726246018 |
40.8839859436008 |
3.51215748399611 |
-27.7911146464848 |
11.5997627719312 |
21.4364584811034 |
25.6199270543078 |
-28.1464048511635 |
7.12314852121743 |
-36.0093125542921 |
-2.18522517610963 |
-44.0119266532121 |
27.1626894864584 |
5.10238771018833 |
-1.85619561760742 |
-25.0977202382128 |
-9.19056569421521 |
-34.2955325134522 |
9.36661436270424 |
19.4677592586415 |
17.291868924285 |
-16.1276834623894 |
-0.909861823073184 |
37.9527938524243 |
31.0860458921549 |
38.6002489990903 |
63.0852945156827 |
-9.71565472599102 |
-28.8868533166945 |
-20.5473238072305 |
-42.3786440785772 |
9.06210622682762 |
7.22764852135031 |
3.6810790337053 |
19.4226858949464 |
-16.1266593439243 |
98.8699564442992 |
-36.6258924746581 |
-13.4476113428822 |
41.8603833496451 |
38.0211409056186 |
23.4126349952751 |
-45.0481785806668 |
-35.6274890935836 |
12.6284805704117 |
65.3157095323229 |
-65.6446591476875 |
10.5133604597465 |
56.6824548433617 |
43.2087848493126 |
-35.5538893299337 |
-84.7568301241387 |
-18.9346714433155 |
52.2212418023078 |
27.6671289635803 |
-16.8462689226332 |
9.70482078829293 |
-57.1495058408181 |
32.5675916433793 |
-10.6880601365869 |
-1.54894460700751 |
73.4851565542768 |
-41.0027921930313 |
18.0572318798463 |
2.86672358318304 |
17.4571281735184 |
-28.8896722599033 |
1.81504649461652 |
-56.9428058929578 |
-46.8324559514357 |
-28.6762523680829 |
47.3411025178685 |
47.4704730929327 |
108.547795065956 |
-34.9618494124655 |
116.48589722398 |
-21.2193492574044 |
-43.8042614795223 |
58.8464964290146 |
10.6695453608548 |
-65.1633153246355 |
-42.0617381692542 |
-64.4413547094991 |
-19.638174299647 |
24.750108065081 |
-12.3153072769743 |
63.9283973159614 |
-13.248885372484 |