ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2227 | 0.1953 | 0.3764 | -0.5459 | 0.4486 | -0.2251 | -0.3855 |
(p-val) | (0.5557 ) | (0.2358 ) | (0.0138 ) | (0.1929 ) | (0.6789 ) | (0.3206 ) | (0.7315 ) |
Estimates ( 2 ) | 0.1824 | 0.1837 | 0.3776 | -0.5027 | 0.0786 | -0.1901 | 0 |
(p-val) | (0.6261 ) | (0.2508 ) | (0.0117 ) | (0.2255 ) | (0.6734 ) | (0.3916 ) | (NA ) |
Estimates ( 3 ) | 0.144 | 0.1988 | 0.3884 | -0.4728 | 0 | -0.1943 | 0 |
(p-val) | (0.715 ) | (0.2123 ) | (0.0094 ) | (0.2918 ) | (NA ) | (0.3838 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1684 | 0.4042 | -0.3154 | 0 | -0.168 | 0 |
(p-val) | (NA ) | (0.228 ) | (0.0026 ) | (0.0394 ) | (NA ) | (0.4246 ) | (NA ) |
Estimates ( 5 ) | 0 | 0.143 | 0.4016 | -0.3087 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.2909 ) | (0.0029 ) | (0.0395 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.3989 | -0.2691 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0039 ) | (0.0378 ) | (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 |
2.06999634941504 |
160.160591901881 |
101.653825091510 |
214.425559357372 |
316.590851338859 |
465.571941647846 |
-397.29388919477 |
-172.386429648398 |
-314.692758977089 |
258.159546194238 |
174.559848444493 |
106.260345600553 |
86.224122974923 |
212.906532711516 |
282.88130978281 |
-249.900369741832 |
368.63984278492 |
-51.028869874848 |
-15.5825667335685 |
939.796644001414 |
-437.276688829219 |
-105.124179676387 |
-318.564349733256 |
266.210433528641 |
55.3034748117589 |
-37.3188154820368 |
-409.439536008771 |
-178.483811682255 |
-4.54683430232171 |
125.875128961007 |
-34.2365608908985 |
37.7025778430734 |
140.973336868474 |
402.907019936968 |
-61.4921611548084 |
-101.110451426134 |
-124.270782364199 |
-51.1954928244093 |
-140.992955593687 |
254.690538763783 |
13.9621115899849 |
-8.09308738515392 |
612.893560339995 |
34.3485265889221 |
114.123833759777 |
648.739662538549 |
190.922266255158 |
-216.874754257582 |
-165.716811320284 |