ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0017 | 0.1863 | 0.2743 | -0.8442 | 1.0303 | -0.0327 | -0.959 |
(p-val) | (0.9928 ) | (0.2637 ) | (0.0318 ) | (0 ) | (0 ) | (0.7745 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.1829 | 0.272 | -0.8411 | 1.0191 | -0.0257 | -0.9307 |
(p-val) | (NA ) | (0.1102 ) | (0.0108 ) | (0 ) | (0 ) | (0.8182 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.1907 | 0.2785 | -0.8428 | 0.9893 | 0 | -0.9095 |
(p-val) | (NA ) | (0.0969 ) | (0.0092 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0.2247 | -0.7692 | 0.9918 | 0 | -0.9231 |
(p-val) | (NA ) | (NA ) | (0.0231 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
2.91599657959305 |
-314.690195721457 |
-131.220833480998 |
-268.917947767282 |
-159.439515365829 |
-231.151004658484 |
267.044392985118 |
-154.512510517727 |
25.7409615118727 |
246.456648918020 |
-233.366964772720 |
215.919524381952 |
-367.41236901486 |
37.9438847988311 |
-243.929159186576 |
-259.633633035267 |
-48.4019268314602 |
-36.1098358274196 |
-384.851656925177 |
71.1186444594724 |
77.316757359951 |
303.168744728339 |
463.441263845151 |
-53.5166412814842 |
-281.970349652152 |
133.925285065607 |
-331.439302336317 |
-270.133357749759 |
315.438587569891 |
-172.04195532488 |
-313.331172965828 |
-120.780810486138 |
264.092955270475 |
8.45238796222739 |
191.208943755986 |
-36.5949730756585 |
272.500151850139 |
142.121715217948 |
-95.2364187055334 |
239.330199870058 |
-205.818261795618 |
-292.193225053669 |
-39.0297341781420 |
204.981450806571 |
-36.8738678724042 |
168.790551503655 |
237.431216178064 |
0.330732643278589 |
130.450867745819 |
104.110825627541 |
-101.713479604696 |
244.914189203759 |
-6.18144604834078 |
-150.79518020268 |
271.221837097494 |
360.770146236821 |
68.557377217791 |
344.893423553446 |
-93.1279856039695 |
-114.522740079364 |
526.405318328254 |
-281.896179799514 |
-143.623489131433 |
-209.076408238698 |
360.12984965874 |
-5.55904019529623 |
-94.2862156910384 |
-55.9151566564977 |
247.889552869425 |
172.680979597089 |
288.153701471317 |
347.86915596282 |
160.683461279427 |
-442.232734467198 |
-7.71029050842068 |
110.758109197836 |
180.242065520795 |
64.1542854692916 |
299.570739416230 |
790.457942284597 |
-177.469342112726 |
-247.029987338829 |
-841.714592630719 |
61.7694227302761 |
-211.765780056017 |
-34.1974973684119 |
-150.345216526762 |
9.08166053317513 |
15.9971597287940 |
-171.106373991858 |
-106.624160406896 |
-92.8295712694205 |
-61.8724683735086 |
-22.0667484358905 |
-89.4226620989526 |
-257.431702267460 |
276.247743566083 |
132.452635774569 |
-69.0222207058684 |
-439.610216247912 |
252.867995809012 |
91.5552220569018 |
-125.764484952995 |
138.017175338469 |
174.476794517594 |
-347.516521392373 |
366.817447450191 |
-352.943460500463 |
151.668286655436 |
-106.259237044249 |
42.69202734195 |
211.18673129362 |
-195.566632309542 |
-257.056647129099 |
-119.480898017098 |
-379.485664553236 |
-313.658400931524 |
90.8768427301727 |
6.80020953256393 |
-146.467950667005 |
338.425831918994 |