ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.173 | -0.0931 | 0.1961 | -0.2903 | 0.0236 | 0.0301 | -0.9788 |
(p-val) | (0.7155 ) | (0.5831 ) | (0.2172 ) | (0.533 ) | (0.9503 ) | (0.9233 ) | (0.7725 ) |
Estimates ( 2 ) | 0.1734 | -0.0927 | 0.1952 | -0.2902 | 0 | 0.0151 | -1.1338 |
(p-val) | (0.7167 ) | (0.5864 ) | (0.2188 ) | (0.5346 ) | (NA ) | (0.9414 ) | (0.4029 ) |
Estimates ( 3 ) | 0.1795 | -0.0881 | 0.1966 | -0.2953 | 0 | 0 | -1.1441 |
(p-val) | (0.6996 ) | (0.5784 ) | (0.209 ) | (0.5172 ) | (NA ) | (NA ) | (0.3674 ) |
Estimates ( 4 ) | 0 | -0.1106 | 0.1688 | -0.1257 | 0 | 0 | -0.9529 |
(p-val) | (NA ) | (0.4503 ) | (0.2585 ) | (0.38 ) | (NA ) | (NA ) | (0.6075 ) |
Estimates ( 5 ) | 0 | 0.0037 | 0.2802 | -0.1737 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.9796 ) | (0.0515 ) | (0.2248 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.2803 | -0.1728 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0515 ) | (0.211 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0.2437 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.087 ) | (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 |
-37.7158683639054 |
319.117252231124 |
-237.574112232736 |
-142.522520820826 |
551.824395043707 |
623.705237722264 |
-19.1768574069363 |
-192.015143741632 |
296.556105828577 |
471.403216646523 |
399.260404192545 |
922.236436133245 |
838.387759694238 |
235.959009385467 |
-388.518303491802 |
797.48989464886 |
922.337005397064 |
-2513.37011101139 |
638.238001671914 |
-560.425932286751 |
-594.309222797243 |
-1009.64471964399 |
314.00757188695 |
-827.910759991615 |
-264.749985739387 |
324.244321084787 |
-101.086991136275 |
-764.387759733469 |
-1386.09143183803 |
1763.38556790382 |
-787.523313376672 |
615.097438132376 |
1049.54221457282 |
1020.93854259127 |
-103.108454323059 |
36.9366068376839 |
1185.64910330328 |
-7.68915456769355 |
284.471619684538 |
-2102.08041564735 |
94.6554227161578 |
81.3959578574595 |
1336.60879596280 |
-1210.17623114466 |
-393.402903507371 |
346.212467944366 |
-823.490520880692 |
491.536891557978 |