ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5933 | 0.0697 | 0.28 | -0.7844 | -1.1659 | -0.4108 | 0.9659 |
(p-val) | (0.0015 ) | (0.7033 ) | (0.0937 ) | (0 ) | (0.0361 ) | (0.0626 ) | (0.7285 ) |
Estimates ( 2 ) | 0.5952 | 0.0743 | 0.2791 | -0.7923 | -0.3482 | -0.1771 | 0 |
(p-val) | (0.0014 ) | (0.6894 ) | (0.1041 ) | (0 ) | (0.0825 ) | (0.4572 ) | (NA ) |
Estimates ( 3 ) | 0.6286 | 0 | 0.3196 | -0.7927 | -0.3597 | -0.2191 | 0 |
(p-val) | (2e-04 ) | (NA ) | (0.0194 ) | (0 ) | (0.0688 ) | (0.2976 ) | (NA ) |
Estimates ( 4 ) | 0.6362 | 0 | 0.2892 | -0.7863 | -0.2938 | 0 | 0 |
(p-val) | (0.0014 ) | (NA ) | (0.0388 ) | (0 ) | (0.0996 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.6378 | 0 | 0.2572 | -0.7742 | 0 | 0 | 0 |
(p-val) | (0.0066 ) | (NA ) | (0.0654 ) | (2e-04 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | -0.1092 | 0 | 0 | -0.0414 | 0 | 0 | 0 |
(p-val) | (0.8523 ) | (NA ) | (NA ) | (0.943 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | -0.1495 | 0 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (0.299 ) | (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 |
-18.9199982900071 |
16.7987931300386 |
-99.4584620893339 |
196.750772491148 |
164.694472875306 |
-330.116203295995 |
-2.32578072185578 |
0.475111524462407 |
33.9534843854976 |
-62.7674219294779 |
10.8338483235171 |
78.1395468421279 |
-123.787332702873 |
41.8171988721256 |
-21.7308617040085 |
-72.6345691480146 |
13.8338483204816 |
-23.4119464660525 |
-24.0365602256879 |
-9.99004461162167 |
-9.04651561407081 |
8.80398215534933 |
14.4950223058122 |
12.9435289975572 |
145.644524536395 |
-83.4716787963162 |
1.30226578897964 |
14.5415379198785 |
-58.2059732330272 |
-39.9701338348677 |
-63.6345691480156 |
235.179368395709 |
-0.521455738202349 |
62.4684174684999 |
-120.833848320481 |
-48.5847922061303 |
-34.3355646868549 |
-49.4850669174366 |
-80.7276003761508 |
-88.0631650630048 |
51.4883282452529 |
-78.5813594733873 |
-80.1561962911419 |
-203.016649448937 |
-96.8539305021577 |
-111.166151679517 |
-143.099725288698 |
-32.1362855143880 |