ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2968 | 0.3442 | -0.0588 | -0.9155 | -0.0488 | -0.3184 | -0.4763 |
(p-val) | (0.0234 ) | (0.0047 ) | (0.5811 ) | (0 ) | (0.7904 ) | (0.0146 ) | (0.0105 ) |
Estimates ( 2 ) | 0.3018 | 0.3471 | -0.0636 | -0.9166 | 0 | -0.2993 | -0.5158 |
(p-val) | (0.0192 ) | (0.004 ) | (0.5431 ) | (0 ) | (NA ) | (0.0068 ) | (0 ) |
Estimates ( 3 ) | 0.2964 | 0.3414 | 0 | -0.932 | 0 | -0.2889 | -0.5203 |
(p-val) | (0.0104 ) | (0.0021 ) | (NA ) | (0 ) | (NA ) | (0.0077 ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-1.40930331385152 |
22.4868179882249 |
-6.63638434933158 |
37.5346375258705 |
-17.7128186265898 |
-36.2537854221417 |
67.7104892351356 |
-2.03886358141244 |
-0.508310027166482 |
20.0453032849673 |
-56.2445443311658 |
135.879661734061 |
37.6680980021193 |
-95.6522141980863 |
-22.6820727775076 |
89.4254471041655 |
18.8112507339782 |
837.985297858289 |
674.245849840363 |
233.059251735738 |
271.334147234322 |
-112.168117171029 |
-153.662727144951 |
190.867688911565 |
91.7015227459318 |
252.186088171939 |
402.572126621112 |
-13.2404273801782 |
-232.823491628561 |
-252.254892144677 |
-493.269385250387 |
-413.76374294209 |
-135.954988804215 |
-65.1814252546952 |
-251.659591401692 |
111.649324530070 |
185.425917548537 |
-275.89201376073 |
108.655234741835 |
-161.155389277295 |
183.702647711109 |
-514.504422271236 |
-285.711178680051 |
521.439876837893 |
147.794471927387 |
-51.1425296063404 |
-96.519742305543 |
255.517742768761 |
-246.765858007706 |
-339.956079920838 |
-68.2120617199239 |
162.231487404955 |
340.326309075126 |
-502.686604469666 |
-552.549688720700 |
4.24281318324626 |
299.664993493572 |
31.8763843270388 |
-111.121079919844 |
-246.125562592159 |
-19.2696703584058 |
287.444789879822 |
82.1896274790444 |
62.2835103193615 |
-59.2471181658173 |
-590.037942535849 |
266.566092539397 |
-13.0996074182021 |
-43.7054383046196 |
-107.252307525303 |
90.125532901333 |
-43.7286523864098 |
-170.128249378952 |
132.227526066314 |
-239.224915136424 |
162.803140873291 |
-258.220974646965 |
-360.192845309217 |
405.826525020843 |
185.335764006096 |
28.5942502371582 |
-271.253084094698 |
-81.0950813729904 |
-8.79565678560113 |
196.662052207195 |
-310.733958372265 |
423.452080701326 |
-237.785067683196 |
603.041379364879 |
-752.457894383416 |
-213.950560178393 |
-123.286095360247 |
-340.874637175047 |
456.961318236288 |
-338.479348498749 |
59.499183584781 |
-32.9926599394442 |
-239.351866298143 |
148.314767167589 |
57.0539597942155 |
-273.956734474539 |
373.079575781607 |
-296.069549664206 |
9.56223027470543 |
194.787773409570 |
-141.215078347844 |
-13.2735419781358 |
-154.293716892910 |