ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.9519 | -0.8189 | 0.3031 | -0.9999 |
(p-val) | (0 ) | (0 ) | (0.0556 ) | (6e-04 ) |
Estimates ( 2 ) | 0.9458 | -0.7963 | 0 | -0.6511 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.0027 ) |
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 |
-1575.00887827752 |
-2263.82750005582 |
7045.75768165492 |
-2035.83149854133 |
3886.02985519469 |
158.539675832947 |
960.457190377358 |
-337.841379165606 |
-7109.61280621946 |
-7043.92461948593 |
4685.51755601771 |
977.408177407792 |
918.328545859417 |
589.375354065341 |
-6891.67878957285 |
1533.64184150137 |
2210.55324487903 |
-9280.29800578057 |
8034.36112956057 |
3659.22886246375 |
7117.41595284467 |
-2633.18383716224 |
-4523.01908028135 |
-10249.2788035485 |
1517.80356687876 |
1484.15119995578 |
-1214.46781890457 |
2169.24845396691 |
-2253.92155265332 |
-2631.74888936717 |
-3849.26121145593 |
821.620255775573 |
-9408.87260464867 |
1241.88804485160 |
1179.93724525252 |
-1962.37832237001 |
516.653311386494 |
-2767.97210236296 |
5629.81911313198 |
5803.53000967108 |
-1873.10106680445 |
-7023.12305076338 |
-1722.94778568371 |
-3011.92640473933 |
-17439.1442995944 |
-1770.63103827571 |
-6148.68941133731 |
7691.62364275427 |
-4994.18050152824 |
-4899.69881288656 |
5524.45031429093 |
-6451.65580766626 |
-9155.30558471285 |
9268.49118895307 |
4067.36942971564 |
-15460.4752115729 |
9214.1160150789 |
4009.46524142609 |
8598.3415209042 |
1171.18094385286 |
-1585.96191465526 |
-2329.27119138406 |
5674.43930504972 |
-9680.56803374957 |
13269.3191881056 |
-4706.51689196404 |
-3552.85443447458 |
-3123.75770966460 |
2912.26032459412 |
12338.9131048695 |
10340.0965258702 |
6543.69991954822 |
7116.01012281237 |