ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3976 | 0.0754 | 0.2011 | 0.1714 | -0.706 | -0.3932 | 0.1477 |
(p-val) | (0.4482 ) | (0.6763 ) | (0.1141 ) | (0.7473 ) | (0.2508 ) | (0.1628 ) | (0.826 ) |
Estimates ( 2 ) | -0.405 | 0.0792 | 0.1964 | 0.1828 | -0.5728 | -0.3371 | 0 |
(p-val) | (0.4542 ) | (0.6611 ) | (0.1191 ) | (0.7385 ) | (0 ) | (0.037 ) | (NA ) |
Estimates ( 3 ) | -0.2294 | 0.1174 | 0.1825 | 0 | -0.5663 | -0.3336 | 0 |
(p-val) | (0.0764 ) | (0.3664 ) | (0.1455 ) | (NA ) | (0 ) | (0.0389 ) | (NA ) |
Estimates ( 4 ) | -0.2504 | 0 | 0.1574 | 0 | -0.5771 | -0.3519 | 0 |
(p-val) | (0.0522 ) | (NA ) | (0.201 ) | (NA ) | (0 ) | (0.0269 ) | (NA ) |
Estimates ( 5 ) | -0.2308 | 0 | 0 | 0 | -0.5816 | -0.3513 | 0 |
(p-val) | (0.0729 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0258 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.599 | -0.4034 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.008 ) | (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 |
221.114422853728 |
-538.308881293121 |
7737.06071284906 |
1937.35298327409 |
3.3416323640987 |
5094.27126551264 |
4139.5962415987 |
53754.5807036735 |
-24955.117438707 |
-7277.45376137881 |
16096.6963779443 |
6048.17419872984 |
-17573.9045200179 |
-4356.52061010803 |
-11531.0027015825 |
5421.91009710594 |
21384.0313858023 |
-40246.7377728038 |
20054.0546382438 |
-33216.6945003095 |
26493.722401323 |
38842.6286130917 |
23781.6303349412 |
22996.6548677136 |
30652.6472591777 |
18776.243910306 |
6552.15426462882 |
-4697.16825731282 |
-5604.45507440801 |
-23416.3900091153 |
-21407.1575712903 |
-30483.4615292691 |
6330.4647839063 |
10143.227004815 |
-500.081486848103 |
-6990.71042611177 |
-2025.75273848114 |
-11356.2998902176 |
12938.8762693161 |
14022.3081839885 |
-37986.0587384995 |
13264.3328184866 |
-3084.88259123966 |
-23842.4653510761 |
32125.1962166807 |
13478.256984451 |
1838.17224723342 |
2340.96100448108 |
40.154400905124 |
6568.47239037984 |
-10323.4115619447 |
-18029.7240692072 |
-6745.95280524122 |
-11315.0864881102 |
-11366.6204686721 |
-11408.6231856564 |
10262.6357383565 |
-4353.44744077624 |
-4285.53909794557 |
-7649.75252442461 |
-7651.35050747628 |