ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2291 | -0.2435 | -0.1831 | -0.1685 | -0.4626 | -0.0676 | -0.1685 |
(p-val) | (0.8974 ) | (0.8296 ) | (0.8345 ) | (0.9431 ) | (0.8128 ) | (0.9227 ) | (0.9431 ) |
Estimates ( 2 ) | 0.2095 | -0.237 | -0.1905 | 0 | -0.5286 | -0.0988 | -0.2514 |
(p-val) | (0.9095 ) | (0.841 ) | (0.8389 ) | (NA ) | (0.7577 ) | (0.8367 ) | (0.7745 ) |
Estimates ( 3 ) | 0 | -0.1538 | -0.2939 | 0 | -0.5722 | -0.2122 | 0.0013 |
(p-val) | (NA ) | (0.5641 ) | (0.0945 ) | (NA ) | (0.5667 ) | (0.6371 ) | (0.999 ) |
Estimates ( 4 ) | 0 | -0.1536 | -0.2938 | 0 | -0.571 | -0.2117 | 0 |
(p-val) | (NA ) | (0.4786 ) | (0.0621 ) | (NA ) | (0 ) | (0.3539 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | -0.352 | 0 | -0.5621 | -0.3346 | 0 |
(p-val) | (NA ) | (NA ) | (0.0029 ) | (NA ) | (0 ) | (0.0053 ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
0.0369999746409443 |
-5.9788260993911 |
13.2326659864855 |
-4.89065154715986 |
-7.97861500135054 |
11.0260606011445 |
42.9875575979118 |
-18.2360876713008 |
0.476982029759466 |
-22.1726558030614 |
12.1641290931707 |
89.2987570123368 |
-7.87443816646138 |
-31.8727562463738 |
6.76292754382407 |
2.48086558048848 |
5.7449527914586 |
-11.5666027421916 |
73.8201747316708 |
-20.4486113099643 |
21.8000329634804 |
-27.1977267950616 |
-48.2917822747903 |
-9.52421336883806 |
12.371569562996 |
3.23042137259639 |
-15.6279991403241 |
28.2744358519461 |
-21.632148610225 |
30.9061449217619 |
7.97241765941931 |
-16.0458996741479 |
-6.48652341340767 |
-14.6501557007084 |
-35.4992359320581 |
21.8235643006317 |
6.61106463471603 |
-7.4705717456512 |
-12.8528350204583 |
15.1146083603297 |
9.84246586256988 |
32.4568221662862 |
-13.2949213950463 |
37.2890706584655 |
1.34396922716284 |
-6.58786087590239 |
-4.49305969442355 |
20.5442897339218 |
29.8490417370505 |
-6.20790809521093 |
-19.154621626737 |
-7.67992578941498 |
-24.7563643668653 |
-45.4475664211461 |
-27.4153272882316 |
-29.1492373741064 |
-3.24447746401397 |
-12.5178451240732 |
1.33304750721963 |
18.5080647676684 |
-21.6219836198498 |
-2.68037238124473 |
-15.4964830420381 |
-5.16879640457591 |
0.373593855453976 |
-13.0480568148802 |
-1.82901048420911 |
-3.65623673766761 |
-1.03500562243322 |
0.544842602214881 |
-7.62316019452506 |
4.52764171140171 |
10.4414344035459 |
-6.17509080948551 |
-7.84638535701176 |
-4.28717150170863 |
-1.85990259183404 |
-5.6471838307484 |
0.115527225084431 |
-5.81171159140988 |