ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2247 | 0.3837 | -0.2185 | 0.0309 | 0.0256 | -0.4325 |
(p-val) | (0.5284 ) | (0.007 ) | (0.5935 ) | (0.9875 ) | (0.9732 ) | (0.8236 ) |
Estimates ( 2 ) | 0.2267 | 0.3838 | -0.2205 | 0 | 0.0145 | -0.4018 |
(p-val) | (0.5241 ) | (0.0055 ) | (0.5883 ) | (NA ) | (0.9379 ) | (0.0227 ) |
Estimates ( 3 ) | 0.2221 | 0.3815 | -0.215 | 0 | 0 | -0.4039 |
(p-val) | (0.5285 ) | (0.005 ) | (0.5929 ) | (NA ) | (NA ) | (0.0198 ) |
Estimates ( 4 ) | 0.0455 | 0.3972 | 0 | 0 | 0 | -0.4213 |
(p-val) | (0.7099 ) | (0.0015 ) | (NA ) | (NA ) | (NA ) | (0.0134 ) |
Estimates ( 5 ) | 0 | 0.4 | 0 | 0 | 0 | -0.4098 |
(p-val) | (NA ) | (0.0014 ) | (NA ) | (NA ) | (NA ) | (0.0153 ) |
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 |
-719.405774320179 |
-1892.13972512203 |
948.584751735815 |
694.702053597555 |
-1016.98885981099 |
-985.243198088241 |
-439.006139106049 |
-8289.64839707302 |
478.341587615535 |
-4619.19009697141 |
-438.889269676146 |
1922.27169831854 |
-9316.27276546704 |
4934.24926529499 |
294.506079291393 |
6062.59748359645 |
1545.14497838096 |
-5388.19323530356 |
-8728.74410350888 |
-10701.1030591330 |
10938.7367915057 |
-12697.2927303432 |
-1368.16155419152 |
545.462343565687 |
8646.56018969786 |
-5152.59361283694 |
-5230.8539005193 |
-1548.47014455579 |
-337.152015819184 |
1309.74791688059 |
2666.25355012676 |
-5370.63361781142 |
-7476.69691278903 |
8086.32165260496 |
6571.98868771161 |
3149.48850681552 |
104.637480526355 |
-1952.46924181325 |
3591.38504257275 |
962.019554951216 |
-5699.66826957231 |
5791.29992251809 |
-3685.82799741182 |
-4065.74959426738 |
6283.84760394879 |
6963.92536654231 |
4239.8594212716 |
5856.07066535003 |
7938.63020854731 |
4533.55760400507 |
1779.15891762194 |
-3469.0240935556 |
1497.02166817019 |
4510.32580191698 |
-4112.36752504752 |
254.655960321710 |
2559.86399726922 |