ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1762 | -0.2361 | -0.2184 | 0.0036 | 0.3241 | -0.3556 | -0.2352 |
(p-val) | (0.694 ) | (0.102 ) | (0.1616 ) | (0.9937 ) | (0.4041 ) | (0.045 ) | (0.581 ) |
Estimates ( 2 ) | -0.1729 | -0.2357 | -0.2177 | 0 | 0.3239 | -0.3556 | -0.2349 |
(p-val) | (0.2135 ) | (0.083 ) | (0.0946 ) | (NA ) | (0.4041 ) | (0.0445 ) | (0.5814 ) |
Estimates ( 3 ) | -0.1678 | -0.2398 | -0.2159 | 0 | 0.126 | -0.3318 | 0 |
(p-val) | (0.224 ) | (0.0787 ) | (0.0988 ) | (NA ) | (0.4306 ) | (0.07 ) | (NA ) |
Estimates ( 4 ) | -0.1741 | -0.2064 | -0.192 | 0 | 0 | -0.3215 | 0 |
(p-val) | (0.2062 ) | (0.1153 ) | (0.1316 ) | (NA ) | (NA ) | (0.0791 ) | (NA ) |
Estimates ( 5 ) | 0 | -0.1729 | -0.1635 | 0 | 0 | -0.2381 | 0 |
(p-val) | (NA ) | (0.1785 ) | (0.1973 ) | (NA ) | (NA ) | (0.1835 ) | (NA ) |
Estimates ( 6 ) | 0 | -0.1563 | 0 | 0 | 0 | -0.2522 | 0 |
(p-val) | (NA ) | (0.2266 ) | (NA ) | (NA ) | (NA ) | (0.1544 ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | -0.2351 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1863 ) | (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 |
-420.649133951776 |
1493.92274183504 |
2774.01138897383 |
124.412564198775 |
2029.47995100395 |
92.337449987095 |
2964.51812754658 |
-2929.52709355973 |
6051.50487278124 |
1711.64472835091 |
-4414.7020772296 |
897.131222941034 |
-664.859416996131 |
1167.28027546593 |
845.528827920077 |
-507.484532118172 |
-73.0384302424731 |
1670.65748197797 |
7990.40509893685 |
-6438.56678886943 |
-1664.27191816248 |
402.108697664594 |
6256.27353218498 |
873.459425024459 |
-376.555218629995 |
-1277.66381065858 |
-1040.04783077962 |
29.0917581492218 |
-12.1281957359557 |
2726.33372678289 |
1282.03017373853 |
-2620.56686651182 |
1270.68192199044 |
-2095.00323412028 |
-2748.78722929728 |
1828.98978683146 |
152.197167596489 |
1331.34532421081 |
-2084.47008154595 |
-1864.71795107242 |
-335.631889521886 |
-272.877092158029 |
-1118.30981653924 |
-989.248482574389 |
-20.4772648199578 |
-1214.67196983911 |
1512.28630469981 |
-3820.65241759748 |
-3588.98054993301 |
-946.315559018636 |
2834.75782704033 |
857.764908139725 |
153.748794273080 |
-655.31160977036 |
-627.17309893496 |
-906.49563687836 |
764.627270963625 |
342.1545225273 |
-290.189417150890 |
585.968078790757 |