ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4187 | 0.3511 | -0.4873 | -0.1046 | -0.3583 | -0.9998 |
(p-val) | (0.196 ) | (0.0443 ) | (0.1007 ) | (0.5973 ) | (0.1179 ) | (0.0953 ) |
Estimates ( 2 ) | 0.394 | 0.3637 | -0.4659 | 0 | -0.308 | -0.9999 |
(p-val) | (0.1988 ) | (0.0301 ) | (0.1008 ) | (NA ) | (0.1671 ) | (0.0211 ) |
Estimates ( 3 ) | 0 | 0.3881 | -0.0707 | 0 | -0.3855 | -1 |
(p-val) | (NA ) | (0.0086 ) | (0.6919 ) | (NA ) | (0.048 ) | (0.0283 ) |
Estimates ( 4 ) | 0 | 0.3744 | 0 | 0 | -0.3508 | -0.9994 |
(p-val) | (NA ) | (0.0087 ) | (NA ) | (NA ) | (0.0533 ) | (0.0209 ) |
Estimates ( 5 ) | 0 | 0.3266 | 0 | 0 | 0 | -0.9999 |
(p-val) | (NA ) | (0.0195 ) | (NA ) | (NA ) | (NA ) | (0.0115 ) |
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 |
-23.3833764438933 |
-8.55369733834187 |
-50.3530220901441 |
89.5334348554787 |
-68.566933218857 |
86.242991763873 |
91.1758987865468 |
-57.1463127299465 |
-104.147135994488 |
-61.3377568510805 |
93.9145973273952 |
-246.62370215812 |
-22.1898126799184 |
-35.0611543091103 |
-4.45883059064469 |
-177.531815680632 |
-70.5226787901682 |
30.5321994632175 |
-59.3912661927892 |
-131.127471928268 |
147.133618349113 |
45.6533837866806 |
-117.560608741138 |
117.383543115194 |
42.6617317274835 |
99.8038986352813 |
-7.78557246740002 |
-18.6816630538886 |
-116.476931578921 |
30.8852870895393 |
-33.7926636813331 |
215.707130826284 |
-6.57698871610461 |
-139.888187738920 |
25.1565120254716 |
12.3820264525211 |
178.787501612010 |
47.6458102812544 |
101.853055555168 |
88.3034658024652 |
116.005563628025 |
-75.7381551318659 |
16.1273126776685 |
93.9835410356264 |
-76.8562136700045 |
-48.1236206869778 |
11.2891165486600 |
124.570195756798 |