ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.5154 | -0.9998 | -0.85 | 0.5174 |
(p-val) | (3e-04 ) | (0 ) | (0 ) | (0.1424 ) |
Estimates ( 2 ) | 0.4739 | -1 | -0.517 | 0 |
(p-val) | (7e-04 ) | (0 ) | (1e-04 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-38.2805859241659 |
883.120045794566 |
1003.12716656182 |
272.056570592047 |
677.86849237094 |
-21.6720284817277 |
159.988155390393 |
119.230257074147 |
91.0460893110392 |
-257.040936295495 |
-96.7657150106934 |
571.635507632527 |
220.42123870486 |
231.725704133527 |
219.884170059842 |
198.652255407997 |
-162.826222508743 |
-33.2053290162077 |
291.427945261585 |
15.4809150745457 |
124.57018427665 |
461.858718300451 |
-264.675778556732 |
691.152771643306 |
-697.11061068212 |
503.223537262268 |
71.9412042473392 |
281.978952489868 |
-489.047725844433 |
193.024938432483 |
-25.2282532343709 |
323.918668153512 |
245.052642115620 |
103.739164806159 |
174.964876280961 |
388.520041827701 |
-707.577880882897 |
-337.368449262241 |
-168.984065625872 |
-436.287003513428 |
141.682815039610 |
-78.9095330075725 |
-166.419858594946 |
-498.695484595412 |
20.1475251612982 |
-174.917243225816 |
-105.314366177560 |
-450.108165070894 |
629.782838475094 |
705.385884855403 |
850.24071995548 |
-824.671035526421 |
265.407681682321 |
-48.9285095677874 |
-565.176403296623 |
-330.504491458636 |
-93.2311888497885 |
140.944527443265 |
-232.602013030734 |
-368.043483910164 |