ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1736 | 0.2032 | -0.4073 | -0.5353 | -0.3111 | -0.0273 |
(p-val) | (0.6817 ) | (0.1885 ) | (0.3296 ) | (0.4067 ) | (0.3146 ) | (0.9682 ) |
Estimates ( 2 ) | 0.1788 | 0.2039 | -0.4131 | -0.5603 | -0.3214 | 0 |
(p-val) | (0.6694 ) | (0.184 ) | (0.3155 ) | (0 ) | (0.046 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.1576 | -0.2427 | -0.564 | -0.3223 | 0 |
(p-val) | (NA ) | (0.2481 ) | (0.0563 ) | (0 ) | (0.0448 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | -0.2016 | -0.5829 | -0.3555 | 0 |
(p-val) | (NA ) | (NA ) | (0.0681 ) | (0 ) | (0.0226 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.5949 | -0.3893 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0115 ) | (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 |
867.887547070964 |
-2295.84619358662 |
33867.5488585595 |
7369.76445574945 |
1370.93557555042 |
24009.3717195274 |
18469.7429258204 |
266312.986248155 |
-126608.293437306 |
-19593.6070169109 |
67778.2702973566 |
24260.014517325 |
-74158.8346092945 |
-15958.7239614546 |
-52862.9722682513 |
25327.7283414855 |
95505.2851060353 |
-187570.884577506 |
102586.775494468 |
-178238.665967173 |
137821.196929789 |
167317.925427787 |
109838.367612594 |
106478.992617829 |
135519.036425288 |
81352.4540733087 |
31758.3164444665 |
-18190.5315768208 |
-23689.0334021426 |
-108848.180796023 |
-96792.0586664734 |
-150755.117628151 |
29784.4276677356 |
39197.7255802089 |
-1720.68110411517 |
-28854.2930598759 |
-8532.05461747034 |
-49323.2568998833 |
57901.599770025 |
58527.9023719264 |
-173920.235895278 |
68411.680375476 |
-24212.3962278838 |
-115053.72190265 |
159175.212384398 |
54913.9927717611 |
14384.1744027395 |
12677.6146878707 |
904.308884151444 |
28609.8531579105 |
-45872.4145855542 |
-77728.5897658589 |
-31474.4287629373 |
-55102.0137628162 |
-53168.4578773642 |
-56825.4928809449 |
49331.2286471484 |
-23345.5465756268 |
-16932.5737647195 |
-34819.0357488006 |
-33689.0122477512 |