ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0149 | -0.0589 | 0.1034 | -0.2378 | -1.2453 | -0.7534 | 0.9979 |
(p-val) | (0.9884 ) | (0.8285 ) | (0.5984 ) | (0.8152 ) | (0 ) | (0 ) | (0.3651 ) |
Estimates ( 2 ) | 0 | -0.0621 | 0.1016 | -0.2231 | -1.2452 | -0.7533 | 0.9996 |
(p-val) | (NA ) | (0.6891 ) | (0.5116 ) | (0.1339 ) | (0 ) | (0 ) | (0.3658 ) |
Estimates ( 3 ) | 0 | 0 | 0.095 | -0.2407 | -1.2268 | -0.7516 | 1 |
(p-val) | (NA ) | (NA ) | (0.5373 ) | (0.1079 ) | (0 ) | (0 ) | (0.38 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.2437 | -1.2043 | -0.7446 | 1.0024 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0915 ) | (0 ) | (0 ) | (0.424 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.2292 | -0.6855 | -0.4818 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.1156 ) | (0 ) | (0.0043 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.7153 | -0.4819 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0044 ) | (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 |
-0.214593011762385 |
0.152084988320201 |
10.3437693657636 |
17.3412891233273 |
-10.7900332441760 |
-17.3817745615185 |
10.7860440674030 |
15.5054514592420 |
18.2520476815182 |
4.18339009383649 |
-2.21089429283021 |
11.6184995956387 |
-0.626617369605695 |
-0.827740854784092 |
-47.9768799046119 |
8.64153643554768 |
7.50381108886037 |
-2.39706487046267 |
16.493539006152 |
18.7134048287811 |
-9.17031614579654 |
-10.9931294523626 |
-8.51101863617625 |
4.37667539181711 |
-13.8305112074419 |
-30.7062321932041 |
18.8758918322836 |
-19.1848741545871 |
0.704437704377842 |
3.92766620749978 |
-16.5292522757354 |
1.96058699258232 |
-10.0428018904357 |
-6.92101091244945 |
5.81397526248863 |
17.1227136244216 |
-43.4979122633081 |
-10.2623790951082 |
-12.5491815593925 |
-6.40306722104199 |
-14.0886790241189 |
5.74040671735418 |
5.42243445802984 |
16.0784345696842 |
1.18798587832789 |
7.92925938614383 |
22.2236304655892 |
2.49326070289558 |
-4.70411023374281 |