ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | -0.45 | 0.0834 | 0.1723 | 0.2038 | -0.5866 |
(p-val) | (0.4794 ) | (0.6851 ) | (0.1839 ) | (0.7515 ) | (2e-04 ) |
Estimates ( 2 ) | -0.2521 | 0.1302 | 0.1539 | 0 | -0.5794 |
(p-val) | (0.0521 ) | (0.3148 ) | (0.2234 ) | (NA ) | (2e-04 ) |
Estimates ( 3 ) | -0.2811 | 0 | 0.1234 | 0 | -0.5831 |
(p-val) | (0.0286 ) | (NA ) | (0.3172 ) | (NA ) | (2e-04 ) |
Estimates ( 4 ) | -0.2591 | 0 | 0 | 0 | -0.6016 |
(p-val) | (0.0418 ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
867.887531095968 |
-2285.40821970468 |
34214.7192072026 |
10440.0320093955 |
322.891983001321 |
19923.862310609 |
20772.2734250736 |
272655.284222334 |
-111914.945087559 |
-47268.833556746 |
41510.5034244193 |
55906.7813865029 |
-78230.9959107771 |
-31132.0811784825 |
-52829.7075090968 |
31469.7645171163 |
103493.930582403 |
-179838.932984659 |
80036.4306111781 |
-173593.855627985 |
146509.957637889 |
175434.853643658 |
143704.169012122 |
86943.5254530378 |
123732.741550952 |
78095.0978277512 |
18710.1232966901 |
-36201.2894307531 |
-38336.7745132501 |
-103903.759045843 |
-105930.588301262 |
-171322.875389553 |
41787.2015472088 |
55734.5152040904 |
4048.66995624216 |
-48283.9662878491 |
-11488.3576616961 |
-45602.1592039043 |
66266.4146867484 |
66681.3724409512 |
-169872.204565067 |
55812.7885351248 |
-12860.3368870792 |
-38599.7188129315 |
110959.04927688 |
61360.7981004791 |
24260.2922389955 |
-4980.84540344085 |
-20739.1164450288 |
19213.1646373934 |
-55895.2593945432 |
-75552.8608698713 |
-16145.3063749761 |
-80161.9898163207 |
-28654.45923403 |
-85916.6323989726 |
81283.8472526829 |
22120.3009923046 |
12467.0014176036 |
-23705.5184675534 |
-6523.5711474892 |