ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | -1.1986 | 0.1404 | 0.576 | 1.8342 | 1.0965 | 0.0636 |
(p-val) | (0 ) | (0.594 ) | (3e-04 ) | (0 ) | (0.0163 ) | (0.7358 ) |
Estimates ( 2 ) | 0.8475 | 0.5243 | -0.5587 | -0.3976 | -0.4587 | 0 |
(p-val) | (2e-04 ) | (0.0806 ) | (2e-04 ) | (0.1074 ) | (0.0625 ) | (NA ) |
Estimates ( 3 ) | 0.5492 | 0.5646 | -0.4916 | 0 | -0.3377 | 0 |
(p-val) | (0 ) | (0.0063 ) | (0.0024 ) | (NA ) | (0.1722 ) | (NA ) |
Estimates ( 4 ) | 0.5222 | 0.2851 | -0.2865 | 0 | 0 | 0 |
(p-val) | (1e-04 ) | (0.0485 ) | (0.0272 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.226899809560586 |
6.94633741466936 |
-23.0704657089613 |
17.5302678718972 |
-24.6232908102525 |
-16.0763071549266 |
13.7358625709161 |
-9.72890943362075 |
10.4649981710601 |
-10.4721523152370 |
29.3627093583526 |
32.6142150825538 |
46.3425396189361 |
-5.43737287365829 |
21.3528211658144 |
-18.7722902731748 |
-21.8025418558649 |
-0.022520495437803 |
8.53353951743302 |
-5.57879401911237 |
-11.8131693033952 |
0.603926015338377 |
5.92967468944024 |
-25.5333759284067 |
-9.84588400628274 |
-1.13061237019505 |
12.4741768243085 |
-17.1572619683021 |
-9.02808496054195 |
9.76909840406853 |
-17.9975991095275 |
-1.92989764743984 |
-4.89688857035244 |
20.7692953058137 |
-17.8008510844294 |
-5.25218538853576 |
15.9677798068851 |
14.2181660496357 |
-10.4221665897862 |
-17.6250408127388 |
16.5670234742016 |
-5.18065795351561 |
-18.6815290633947 |
10.2501915841851 |
6.83919747623693 |
-22.1669010845148 |
2.29453886567663 |
13.1231689082650 |
0.645993092109819 |
-6.223265893497 |
-13.111402382309 |
3.15973031373366 |
-7.89185628268282 |
12.7709803121952 |
-1.05266775251656 |
-23.9518445765284 |
8.4258420518074 |
-6.44139046259903 |
9.7137261146196 |
6.28346506092606 |