ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.2841 | -0.2866 | -0.3425 | -1 | -1.0501 | -0.4479 | -0.5839 |
(p-val) | (0 ) | (0.2591 ) | (0.1692 ) | (0 ) | (0.0036 ) | (0.1087 ) | (0.5297 ) |
Estimates ( 2 ) | 1.2169 | -0.3035 | -0.2508 | -0.9999 | -1.2922 | -0.6166 | 0 |
(p-val) | (0 ) | (0.2185 ) | (0.1654 ) | (0 ) | (0 ) | (0.0013 ) | (NA ) |
Estimates ( 3 ) | 1.047 | 0 | -0.4182 | -0.9921 | -1.3054 | -0.5961 | 0 |
(p-val) | (0 ) | (NA ) | (0.0016 ) | (0.5041 ) | (0 ) | (0.0036 ) | (NA ) |
Estimates ( 4 ) | 0.3827 | 0 | -0.1556 | 0 | -1.0646 | -0.4254 | 0 |
(p-val) | (0.0451 ) | (NA ) | (0.3052 ) | (NA ) | (0 ) | (0.0704 ) | (NA ) |
Estimates ( 5 ) | 0.3381 | 0 | 0 | 0 | -1.048 | -0.3603 | 0 |
(p-val) | (0.0668 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.1197 ) | (NA ) |
Estimates ( 6 ) | 0.192 | 0 | 0 | 0 | -0.751 | 0 | 0 |
(p-val) | (0.21 ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.7787 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
-12.4257185648905 |
-149.041313314698 |
-121.401924595339 |
427.737556604677 |
321.572190803745 |
321.69638634507 |
-275.910594747395 |
-163.145229154432 |
-161.476249796324 |
-152.6145722999 |
-157.010417780332 |
-156.028784375597 |
488.125878117275 |
-179.695748415663 |
-78.462776812098 |
-135.780563805122 |
-141.317385538880 |
-110.292624778092 |
-34.3022045505054 |
-44.1806412090192 |
-55.7823383292102 |
40.7473222963780 |
23.3443340658407 |
19.7067197780734 |
828.349027491778 |
-229.205491723681 |
-3.89336592266787 |
-37.0441935467198 |
-53.8610300625300 |
-72.7501414883904 |
9.1535830337707 |
-16.7199259550644 |
148.379273904077 |
139.161503506800 |
263.17389700874 |
200.536863916993 |
-537.105742008406 |
274.054214118037 |
81.5399899340227 |
-358.15465038254 |
-358.858942295886 |
-34.0967926474777 |
-97.2175180720642 |
6.78054464061552 |
237.123704150680 |
-52.7075931015011 |
26.3477631646701 |
411.051776651131 |