ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0292 | 0.1597 | 0.2868 | -1 | -1.3405 | -0.6924 | 0.4801 |
(p-val) | (0.8508 ) | (0.2999 ) | (0.0744 ) | (0 ) | (0.0178 ) | (0.0425 ) | (0.5405 ) |
Estimates ( 2 ) | 0 | 0.1636 | 0.2822 | -1 | -1.3458 | -0.6886 | 0.488 |
(p-val) | (NA ) | (0.2846 ) | (0.0771 ) | (0 ) | (0.0226 ) | (0.0541 ) | (0.5485 ) |
Estimates ( 3 ) | 0 | 0.1382 | 0.2564 | -1 | -0.9576 | -0.4504 | 0 |
(p-val) | (NA ) | (0.3546 ) | (0.0975 ) | (0 ) | (0 ) | (0.0049 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.2141 | -0.9158 | -0.9616 | -0.4552 | 0 |
(p-val) | (NA ) | (NA ) | (0.2328 ) | (0 ) | (0 ) | (0.0052 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.8414 | -0.9125 | -0.388 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0199 ) | (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 |
-0.300868952683543 |
2.31287896456546 |
-3.34166607537875 |
38.0559535929729 |
-27.0825486604941 |
-13.2272005572668 |
-34.8142445560403 |
-5.89055972519177 |
5.34982130020926 |
-20.0832112194638 |
-9.8021814226771 |
0.893414239266588 |
5.28098336428784 |
-6.47304040573982 |
2.80107008024273 |
-24.3084589520836 |
7.05679890463529 |
-3.49693226032632 |
-4.50718674477605 |
3.6289114710622 |
11.1657683112372 |
6.99021693455351 |
-5.11086964471463 |
12.0261805848208 |
0.739438681794722 |
-6.73664350061766 |
8.6596833734909 |
-19.6779973429856 |
17.3105435961199 |
-1.23623870037355 |
-6.00494815031685 |
8.68495401929616 |
21.4147648351652 |
12.6490289277780 |
19.7780228606811 |
6.17177090323158 |
-19.6710858312245 |
16.2393436371038 |
13.0946638395530 |
-9.61194288606816 |
13.8000174965837 |
-14.5476936518410 |
-3.23126145694626 |
6.41374745888011 |
8.3621794808065 |
11.7675977936082 |
-23.365079872099 |
-11.732796428862 |