ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7253 | -0.2111 | 0.241 | -0.4452 | 0.7521 | -0.0753 | -0.9607 |
(p-val) | (0.0133 ) | (0.2435 ) | (0.0787 ) | (0.1067 ) | (0.1889 ) | (0.7351 ) | (0.6526 ) |
Estimates ( 2 ) | 0.7305 | -0.2103 | 0.2378 | -0.439 | 0.7601 | 0 | -0.9998 |
(p-val) | (0.0143 ) | (0.2489 ) | (0.082 ) | (0.1195 ) | (3e-04 ) | (NA ) | (0.0855 ) |
Estimates ( 3 ) | 0.4936 | 0 | 0.1753 | -0.2514 | 0.8394 | 0 | -0.9997 |
(p-val) | (0.159 ) | (NA ) | (0.1762 ) | (0.5679 ) | (0 ) | (NA ) | (0.0837 ) |
Estimates ( 4 ) | 0.2998 | 0 | 0.1904 | 0 | 0.823 | 0 | -0.9999 |
(p-val) | (0.0159 ) | (NA ) | (0.1212 ) | (NA ) | (0 ) | (NA ) | (0.089 ) |
Estimates ( 5 ) | 0.3198 | 0 | 0 | 0 | 0.8118 | 0 | -1.0005 |
(p-val) | (0.0118 ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.0412 ) |
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 |
0.78579949675862 |
29.6000993558862 |
17.8338192351336 |
18.4716051833255 |
3.90648687993891 |
24.3932871456449 |
-4.95553922705324 |
-3.21202494826693 |
-12.6378934367398 |
25.4493842786775 |
17.6483299691466 |
24.5089163942132 |
4.06443062523229 |
-1.30034547513347 |
11.2129250966395 |
34.4132296750920 |
45.6936644466284 |
26.5366165315687 |
7.78383950713139 |
-26.2190467555896 |
-22.2976968395259 |
-61.6449963837953 |
62.8581857419326 |
43.50953367376 |
32.0445018040293 |
29.7302871260665 |
1.73542416124453 |
21.6591752059623 |
33.5980475248494 |
7.66194823734239 |
-46.3420076320515 |
71.4074662418884 |
18.018730217235 |
-26.5484591060413 |
-19.3532407123808 |
-101.700435649166 |
67.1581729484485 |
41.4851950797125 |
-83.7879808310883 |
36.5982094561617 |
-87.0806355670562 |
6.75200230716907 |
-3.41830362876037 |
81.4446704466919 |
-2.10655166000896 |
-85.2800435395474 |
-130.808066690370 |
22.3950644851693 |
-10.0954946038630 |
-190.532545574048 |
23.4231405773398 |
-26.0734922567823 |
85.0441099453305 |
-36.5939365478563 |
-22.8575921151788 |
70.5298480883146 |
63.9316414888038 |
-22.5135039036823 |
-16.4098604982532 |
51.4749832978399 |
51.6012890979182 |