ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2043 | -0.246 | -0.2245 | 0.0281 | 0.3091 | -0.3855 | -0.2454 |
(p-val) | (0.6409 ) | (0.09 ) | (0.1483 ) | (0.9496 ) | (0.3801 ) | (0.0291 ) | (0.531 ) |
Estimates ( 2 ) | -0.1779 | -0.2429 | -0.219 | 0 | 0.3101 | -0.3865 | -0.2462 |
(p-val) | (0.1988 ) | (0.0756 ) | (0.0941 ) | (NA ) | (0.3769 ) | (0.0281 ) | (0.5286 ) |
Estimates ( 3 ) | -0.1709 | -0.2454 | -0.2161 | 0 | 0.1087 | -0.363 | 0 |
(p-val) | (0.2134 ) | (0.0744 ) | (0.1004 ) | (NA ) | (0.4928 ) | (0.0448 ) | (NA ) |
Estimates ( 4 ) | -0.1732 | -0.2174 | -0.1942 | 0 | 0 | -0.353 | 0 |
(p-val) | (0.2066 ) | (0.1009 ) | (0.1282 ) | (NA ) | (NA ) | (0.0505 ) | (NA ) |
Estimates ( 5 ) | 0 | -0.1814 | -0.1626 | 0 | 0 | -0.2735 | 0 |
(p-val) | (NA ) | (0.161 ) | (0.1988 ) | (NA ) | (NA ) | (0.1228 ) | (NA ) |
Estimates ( 6 ) | 0 | -0.1654 | 0 | 0 | 0 | -0.2831 | 0 |
(p-val) | (NA ) | (0.2034 ) | (NA ) | (NA ) | (NA ) | (0.1073 ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | -0.2522 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1538 ) | (NA ) |
Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
-12.5761996452297 |
30.4085722589772 |
58.8589213312233 |
2.17900755252019 |
44.8038598671505 |
2.0641059563689 |
61.934667223473 |
-60.9391898577081 |
121.390083687509 |
37.5019552331394 |
-88.2392244241915 |
19.7885170659645 |
-14.1093722747433 |
25.7852882295382 |
19.5190227085751 |
-9.7932444759353 |
-0.0561804477052241 |
37.716653864703 |
149.590069198031 |
-136.186456192790 |
-32.8859751481253 |
10.2846709208528 |
133.287089563978 |
19.9684509925451 |
-7.21883183416775 |
-24.2011757078469 |
-18.2745326374791 |
3.15503100639094 |
3.89967921759157 |
58.7452628262155 |
1.58400528336830 |
-58.1202576147517 |
28.3598072084846 |
-36.0434921666825 |
-53.4687313921733 |
38.4125755214634 |
3.08053768588007 |
29.8757779720069 |
-39.5168326843295 |
-37.2896385842801 |
-5.00522228354475 |
-5.37629978525683 |
-29.6656855247306 |
-25.2488417341947 |
-1.12138607609904 |
-21.8693899787058 |
35.4475108381148 |
-76.0293451239413 |
-73.1911751153762 |
-20.5176017213153 |
56.8908988683074 |
17.8094112867002 |
3.16623295929458 |
-12.5999687493904 |
-12.9711934805287 |
-18.1118593184065 |
14.7046308024101 |
5.22545350962446 |
-6.76299048501278 |
12.0484863958391 |