ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.894 | -0.162 | 0.2111 | -0.6778 | 0.1183 | -0.1923 | -0.1314 |
(p-val) | (5e-04 ) | (0.3722 ) | (0.2116 ) | (0.0036 ) | (0.9672 ) | (0.3088 ) | (0.9647 ) |
Estimates ( 2 ) | 0.8952 | -0.1633 | 0.2112 | -0.6768 | 0 | -0.1936 | -0.0098 |
(p-val) | (4e-04 ) | (0.3602 ) | (0.2112 ) | (0.0034 ) | (NA ) | (0.2688 ) | (0.9587 ) |
Estimates ( 3 ) | 0.8932 | -0.163 | 0.213 | -0.677 | 0 | -0.1941 | 0 |
(p-val) | (4e-04 ) | (0.3598 ) | (0.1974 ) | (0.0032 ) | (NA ) | (0.2662 ) | (NA ) |
Estimates ( 4 ) | 0.7791 | 0 | 0.1494 | -0.635 | 0 | -0.1783 | 0 |
(p-val) | (0.0048 ) | (NA ) | (0.3979 ) | (0.0506 ) | (NA ) | (0.3045 ) | (NA ) |
Estimates ( 5 ) | 0.9581 | 0 | 0 | -0.7824 | 0 | -0.1621 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.3555 ) | (NA ) |
Estimates ( 6 ) | 0.9593 | 0 | 0 | -0.7822 | 0 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
6.80295540742518 |
283.756999423808 |
-164.642187279739 |
120.382954746388 |
-241.524349076053 |
76.6598911700325 |
-40.2474545161812 |
89.0764672455305 |
333.979470272624 |
212.088723673115 |
151.694039934924 |
136.863926326935 |
7.67697759014004 |
189.402454521113 |
-81.3249520311171 |
-146.074447043927 |
-245.552174811619 |
63.1344732687958 |
153.993415210834 |
186.061598016628 |
9.57228691130843 |
-78.1424673371014 |
57.121305640876 |
282.492748281922 |
418.377113283227 |
256.546566412065 |
4.83269489919374 |
-314.680341848529 |
-490.825388458676 |
-784.009015322479 |
429.946702337906 |
457.118739567367 |
264.871584091507 |
333.156928566325 |
53.2905332293592 |
125.372734927086 |
254.947300296834 |
3.98085607037043 |
-573.073125489581 |
549.841095630061 |
49.2307239573688 |
-427.496596638228 |
-283.069399714667 |
-1066.19621606559 |
390.432051032241 |
433.490538981337 |
-913.279104684817 |
250.217598439513 |
-645.467613516023 |
-142.427852082529 |
148.560708648116 |
670.610437310238 |
-142.589252327516 |
-850.175607416302 |
-1113.49179222035 |
326.211817386129 |
-6.03020776547953 |
-1846.62498676010 |
235.790569547634 |
48.7735231270556 |