ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0977 | 0.2504 | 0.2386 | -0.0284 | 0.2781 | -0.1043 | -0.9997 |
(p-val) | (0.7769 ) | (0.0324 ) | (0.1023 ) | (0.935 ) | (0.0523 ) | (0.4862 ) | (0.0395 ) |
Estimates ( 2 ) | 0.071 | 0.2543 | 0.246 | 0 | 0.2774 | -0.1053 | -0.9966 |
(p-val) | (0.5154 ) | (0.0173 ) | (0.0273 ) | (NA ) | (0.0523 ) | (0.4808 ) | (0.0351 ) |
Estimates ( 3 ) | 0 | 0.2651 | 0.2645 | 0 | 0.292 | -0.1142 | -0.9998 |
(p-val) | (NA ) | (0.0122 ) | (0.0141 ) | (NA ) | (0.0402 ) | (0.4418 ) | (0.0442 ) |
Estimates ( 4 ) | 0 | 0.2548 | 0.2838 | 0 | 0.3135 | 0 | -0.9999 |
(p-val) | (NA ) | (0.0146 ) | (0.0067 ) | (NA ) | (0.0294 ) | (NA ) | (5e-04 ) |
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 |
-706.026542296181 |
-59.4405579520267 |
-969.833720383066 |
1994.56903063601 |
102.064814516947 |
1282.18411025837 |
-307.754606959943 |
225.069461418321 |
-862.471322666482 |
-2850.16172979440 |
-3875.76341994283 |
2996.98129088558 |
1931.51753614196 |
488.179241950267 |
-601.581627830989 |
-3495.10356420977 |
265.163825175723 |
640.313274555833 |
-3418.45097379814 |
2072.03398243007 |
2662.9984145817 |
-1064.81719671349 |
-9.57987333730985 |
-2208.8867746199 |
-4275.21498681124 |
381.837227886395 |
1914.99171248840 |
1019.08609621188 |
884.745394297871 |
-1702.08983953302 |
-2064.71644375347 |
-2452.89205796152 |
1313.39939683182 |
-569.737683944086 |
-187.9171774845 |
-128.334928612711 |
-2601.14827891639 |
581.657297679053 |
-299.792761503996 |
2868.57371158154 |
2723.0124492194 |
-1846.18418996859 |
-6526.92686969168 |
-3652.78139505582 |
2790.5729463211 |
-7703.28365973859 |
-1373.42544129638 |
-2976.48819823291 |
5585.1945937738 |
-2568.07437379205 |
-4750.48266905558 |
1324.51875012340 |
-1689.96832952026 |
-7068.09981170815 |
1855.55513995599 |
2269.56153308754 |
-4661.24493442205 |
3260.97170059017 |
2160.39821896397 |
4793.18303923311 |
-2209.06420471032 |
-2213.50510931699 |
-3114.14394163762 |
3411.46075067066 |
-4693.81993673823 |
5920.52037235391 |
-2077.91680939984 |
-3642.83868232441 |
332.648590721953 |
2734.67402718683 |
7903.1305482291 |
5491.06198558059 |
4354.83029956606 |
1619.51905250655 |
5543.22938817069 |
-366.008933224093 |
-3459.03179080274 |
1134.72876550400 |
-2525.56367971036 |
-926.76612281528 |
-2956.34221718809 |
-885.143314774538 |