ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7502 | -0.1262 | 0.1985 | -0.5055 | -0.0187 | -0.1422 | -0.9985 |
(p-val) | (0.0437 ) | (0.5266 ) | (0.2275 ) | (0.1524 ) | (0.9359 ) | (0.564 ) | (0.1389 ) |
Estimates ( 2 ) | 0.7493 | -0.1245 | 0.1967 | -0.5072 | 0 | -0.1328 | -1.0001 |
(p-val) | (0.0435 ) | (0.5282 ) | (0.2277 ) | (0.1499 ) | (NA ) | (0.5401 ) | (0.0975 ) |
Estimates ( 3 ) | 0.7335 | -0.1091 | 0.1869 | -0.4838 | 0 | 0 | -0.9981 |
(p-val) | (0.0679 ) | (0.586 ) | (0.2602 ) | (0.2093 ) | (NA ) | (NA ) | (0.122 ) |
Estimates ( 4 ) | 0.5871 | 0 | 0.17 | -0.3687 | 0 | 0 | -1.0025 |
(p-val) | (0.1533 ) | (NA ) | (0.3289 ) | (0.4457 ) | (NA ) | (NA ) | (0.1757 ) |
Estimates ( 5 ) | 0.282 | 0 | 0.2263 | 0 | 0 | 0 | -0.9958 |
(p-val) | (0.0424 ) | (NA ) | (0.1055 ) | (NA ) | (NA ) | (NA ) | (0.164 ) |
Estimates ( 6 ) | 0.1738 | 0 | 0.1284 | 0 | 0 | 0 | 0 |
(p-val) | (0.2254 ) | (NA ) | (0.3862 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0.1763 | 0 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (0.2236 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-8.65132530430558 |
-23.4594504944882 |
62.2120357722957 |
102.225163830799 |
27.4795754463128 |
70.9229072466032 |
-49.5103588305143 |
-30.1357235340901 |
-260.574140017444 |
114.169627780246 |
53.3611988429364 |
76.4896178257656 |
134.602654948454 |
-33.8983719692169 |
-37.7286264243796 |
-12.9588139253383 |
-83.8030037981212 |
-235.172511672181 |
300.903677839848 |
154.887036044850 |
120.103345774000 |
-217.437261585069 |
-487.481808056104 |
77.9678770793553 |
-27.2370379355839 |
-386.048606488318 |
-10.6730305508672 |
-411.172662423509 |
-107.292532510055 |
131.201602209188 |
-68.533829822687 |
-153.248407458167 |
-192.531832976073 |
-374.233650699532 |
447.582348819456 |
-244.713393480533 |
-871.769408194178 |
305.88850752562 |
-188.973800548963 |
343.521513127538 |
-26.3913253258634 |
-99.4674001770482 |
27.7783579478423 |
242.174702235335 |
231.237910648865 |
464.657200187042 |
117.728676836521 |
197.861504061446 |