ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ma1 |
Estimates ( 1 ) | -0.8382 | -0.463 | -0.2094 |
(p-val) | (8e-04 ) | (0.0146 ) | (0.4314 ) |
Estimates ( 2 ) | -0.9854 | -0.5514 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-2.30391497037187 |
-3.37500331903966 |
-55.2565850145733 |
6.9010088897241 |
39.5444852006525 |
64.6121698558586 |
-45.6841280530172 |
-21.9973986866304 |
-2.04423625712394 |
-10.7699985433431 |
56.162564503503 |
29.7376304814118 |
45.5032802260219 |
22.5557238701779 |
79.76660165069 |
-51.5724840244958 |
41.3934815874325 |
-40.8254440132263 |
-3.76073001673854 |
-16.1504005481891 |
-12.1680945127610 |
59.8464957825712 |
9.40239482918958 |
-50.3592157376096 |
-7.0615703594284 |
13.0650553992260 |
4.94716796946637 |
0.0133187493240712 |
-44.0049178161089 |
-16.4819474141869 |
32.1309977045816 |
23.4414513405431 |
-55.5456770366704 |
7.69473054440561 |
-10.9782039776688 |
-31.7321362227295 |
11.7918525879638 |
69.0555256051501 |
-88.3657737296889 |
52.8750973652586 |
-7.76952815588425 |
-13.5101704119546 |
-17.8511374026434 |
-42.3695341740679 |
31.9048323269663 |
-62.5443991444954 |
-125.573329328092 |
-50.4807883113581 |