ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ma1 | sma1 |
Estimates ( 1 ) | 0.1528 | 0.2175 | -0.3677 | -0.6062 |
(p-val) | (0.6892 ) | (0.1323 ) | (0.3294 ) | (2e-04 ) |
Estimates ( 2 ) | 0 | 0.1827 | -0.223 | -0.6121 |
(p-val) | (NA ) | (0.1685 ) | (0.0792 ) | (2e-04 ) |
Estimates ( 3 ) | 0 | 0 | -0.1806 | -0.6313 |
(p-val) | (NA ) | (NA ) | (0.0977 ) | (2e-04 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.6702 |
(p-val) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
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 |
221.114426584339 |
-544.761519371535 |
7768.65911740526 |
1525.1090684975 |
250.577449023464 |
5148.37263572313 |
3894.48550098647 |
53806.5312757356 |
-27505.015565859 |
-3659.54559686022 |
15140.308674586 |
5152.70611857344 |
-17305.5088669709 |
-3390.79242742934 |
-11959.3813541888 |
5992.49062018349 |
20845.3285565736 |
-41411.5441598116 |
23340.0741252185 |
-35252.0785554835 |
28968.5089540911 |
36223.0092781525 |
23838.3054543696 |
23744.9776395904 |
30333.5484016432 |
18237.706551464 |
6102.64865604439 |
-4434.79108423886 |
-5347.12782216038 |
-22777.5565900513 |
-20803.0605185224 |
-34832.5467565453 |
9255.30721224752 |
8180.67277391587 |
-2544.19091103912 |
-7365.23456456217 |
-468.601677888425 |
-10988.9812794859 |
15219.9021426399 |
12805.4159483226 |
-38337.7834913198 |
16906.7894544556 |
-5747.1110962867 |
-12808.338826988 |
27252.154934195 |
9489.50103361177 |
4864.37278323446 |
2874.88009294599 |
-3907.12515417225 |
5406.65531390919 |
-12534.052547706 |
-15405.8813543064 |
-3489.05559745098 |
-19712.8428801592 |
-6381.58831820532 |
-19262.9835065518 |
17517.9697055469 |
2653.64864305109 |
1612.08856414439 |
-2589.89338260277 |
-1226.41992220594 |