ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.9943 | -0.8058 | 0.4999 | -1 |
(p-val) | (0 ) | (0 ) | (0.0067 ) | (0 ) |
Estimates ( 2 ) | 0.972 | -0.8011 | 0 | -0.2349 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.2879 ) |
Estimates ( 3 ) | 0.9626 | -0.8055 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
9.25195257820208 |
31.4837491744904 |
-53.8375661074373 |
49.0656537817098 |
-252.549356700669 |
151.810940935818 |
-87.5521109458833 |
-570.306111129969 |
-570.289068748504 |
-374.418959626741 |
184.424587173728 |
-50.5526592494221 |
296.359508851428 |
74.2508085418858 |
-224.746846544376 |
304.63972704557 |
176.420026973615 |
-9.25498649312967 |
-347.951277824471 |
557.661914668662 |
-246.947543704105 |
424.783953114928 |
237.946708349251 |
-264.725112658979 |
389.694081992717 |
-228.534019751451 |
20.2603651591147 |
371.602332758393 |
73.5066000875794 |
378.936043548143 |
251.850163519333 |
-339.376362533148 |
-231.928748471343 |
522.667938541229 |
41.0200481426318 |
459.017193303177 |
64.6735007616493 |
-50.3537959523241 |
342.744757136969 |
211.612038678539 |
-252.082439333474 |
-110.379728055022 |
388.270470566601 |
180.456222790328 |
363.939309315851 |
-113.573534551091 |
-599.748977671162 |
256.714796351286 |
25.6640698981685 |
248.436222342946 |
-183.235057474964 |
-259.391245085104 |
211.646456899967 |
-127.858272912583 |
166.381726713118 |
-140.197167503203 |
609.427175106258 |
28.0610841442252 |
24.2606389494193 |
-22.952770315052 |
319.47770454597 |
368.125102560325 |
125.02231375314 |
-649.080704506459 |