ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2031 | -0.2306 | -0.2019 | -0.7898 | 0.4498 | -0.2166 | -0.9998 |
(p-val) | (0.3266 ) | (0.222 ) | (0.2673 ) | (0 ) | (0.0628 ) | (0.3633 ) | (0.0967 ) |
Estimates ( 2 ) | -0.2258 | -0.2127 | -0.1786 | -0.8117 | 0.5045 | 0 | -1 |
(p-val) | (0.2557 ) | (0.2583 ) | (0.3114 ) | (0 ) | (0.0358 ) | (NA ) | (0.01 ) |
Estimates ( 3 ) | -0.1506 | -0.1306 | 0 | -0.8737 | 0.4886 | 0 | -1.0001 |
(p-val) | (0.4107 ) | (0.4453 ) | (NA ) | (0 ) | (0.0458 ) | (NA ) | (0.0204 ) |
Estimates ( 4 ) | -0.104 | 0 | 0 | -1.0972 | 0.4986 | 0 | -1 |
(p-val) | (0.5426 ) | (NA ) | (NA ) | (0 ) | (0.0393 ) | (NA ) | (0.0254 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.9381 | 0.5185 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0292 ) | (NA ) | (0.014 ) |
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 |
-32.0928134170003 |
-128.744158053173 |
-275.904809333092 |
471.760903738039 |
-69.1654637163138 |
346.218578823237 |
163.216457137027 |
-198.373745010757 |
204.401273185691 |
-175.940320227463 |
17.4783262653075 |
223.539436263922 |
51.4668945111487 |
260.738288102879 |
204.977677230572 |
-232.867546347215 |
-217.221406054262 |
387.746049688947 |
63.5945545423544 |
364.638829260013 |
96.4516787351593 |
-29.7694719663539 |
286.722082027268 |
211.416619028106 |
-185.782838773910 |
-141.320849733312 |
238.502069839504 |
209.511569776478 |
285.264826114983 |
20.084745860321 |
-487.431942052935 |
107.320923964348 |
34.3269970752997 |
141.696685920852 |
-133.438481853825 |
-229.255640647698 |
69.0555896372578 |
-139.443214460286 |
80.0405548902168 |
-140.866735807813 |
415.577107396144 |
151.513504277031 |
-24.7248794807892 |
8.4258084117008 |
272.69433043438 |
313.164475266341 |
179.140854480554 |
-495.203375413695 |