ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.24 | 0.2222 | -0.2215 | 0.3349 | -0.1666 | -0.805 |
(p-val) | (0.5225 ) | (0.0706 ) | (0.5566 ) | (0.2106 ) | (0.3878 ) | (0.0321 ) |
Estimates ( 2 ) | 0.029 | 0.2266 | 0 | 0.3255 | -0.1977 | -0.7943 |
(p-val) | (0.7896 ) | (0.0572 ) | (NA ) | (0.2138 ) | (0.2759 ) | (0.0314 ) |
Estimates ( 3 ) | 0 | 0.228 | 0 | 0.3259 | -0.2026 | -0.7839 |
(p-val) | (NA ) | (0.0557 ) | (NA ) | (0.2151 ) | (0.2579 ) | (0.0285 ) |
Estimates ( 4 ) | 0 | 0.2402 | 0 | 0.4179 | 0 | -1.0011 |
(p-val) | (NA ) | (0.0362 ) | (NA ) | (0.0033 ) | (NA ) | (0.0248 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-509.209747324231 |
-2234.51240535904 |
6510.96208302559 |
-1796.74607008503 |
-2009.47151623521 |
604.147756858646 |
-3583.0017130358 |
-2483.89542767683 |
518.142041705935 |
418.467698011994 |
-4716.67735128997 |
4965.76510819978 |
3336.89792453856 |
4102.70855324382 |
13.8621755069702 |
-113.65049220311 |
-288.388016049003 |
1107.17431390744 |
-2505.12592891552 |
3520.2808441047 |
-1856.76800555509 |
-2499.0840735785 |
2346.58814913919 |
2091.3967822958 |
5094.32614505207 |
3209.91812546848 |
3497.29730154538 |
1867.24058379238 |
4324.69607751491 |
-609.662451741188 |
-1336.22359521316 |
1232.2464500507 |
-1934.53925623562 |
1366.12055505238 |
149.839003216163 |
-934.40015442193 |
1488.48183549695 |
3723.45381608104 |
-1207.85691536752 |
-1540.40512981174 |
-2618.29465062346 |
-2725.83127000367 |
-374.060140378226 |
101.285400816888 |
-163.047655848969 |
-1367.41041181247 |
24.5529537896983 |
-582.293848320443 |
438.663819307319 |
-2643.69285621342 |
1927.80145692327 |
242.720390579358 |
1835.67167410971 |
-184.306943964761 |
844.921194187068 |
-1688.5712540004 |
-1778.00869564709 |
1690.34609387795 |
1006.19858281735 |
1450.38231691608 |
2096.81736129266 |
118.819865764992 |
5023.6083617235 |
1827.763553789 |
-2979.86310569907 |
-1528.20190212709 |
2869.51354299082 |
737.409190677288 |
-5131.92937159629 |
6082.43308274994 |
2724.7551784236 |
270.329912427514 |
-561.998768866118 |
-862.390847543715 |
-469.351673982212 |
-157.305574362058 |
1167.92444371862 |
318.57607804618 |
-943.514070834687 |
-2091.37043212954 |
730.407533256489 |
-2206.24634076163 |
3083.71633377554 |
-162.095998724052 |
-326.048400645533 |