ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3415 | 0.1489 | 0.1189 | -0.2496 | 0.3562 | -0.2021 | -0.9993 |
(p-val) | (0.5931 ) | (0.315 ) | (0.5425 ) | (0.6963 ) | (0.0131 ) | (0.1867 ) | (0.0352 ) |
Estimates ( 2 ) | 0.0986 | 0.1814 | 0.1679 | 0 | 0.3594 | -0.2029 | -0.9981 |
(p-val) | (0.4077 ) | (0.1222 ) | (0.1603 ) | (NA ) | (0.0118 ) | (0.1844 ) | (0.0243 ) |
Estimates ( 3 ) | 0 | 0.1939 | 0.1857 | 0 | 0.3797 | -0.2157 | -0.9994 |
(p-val) | (NA ) | (0.0981 ) | (0.1164 ) | (NA ) | (0.0075 ) | (0.1596 ) | (0.0207 ) |
Estimates ( 4 ) | 0 | 0.1999 | 0.2188 | 0 | 0.3988 | 0 | -1 |
(p-val) | (NA ) | (0.0824 ) | (0.0566 ) | (NA ) | (0.0078 ) | (NA ) | (1e-04 ) |
Estimates ( 5 ) | 0 | 0 | 0.257 | 0 | 0.4082 | 0 | -0.9999 |
(p-val) | (NA ) | (NA ) | (0.0264 ) | (NA ) | (0.0074 ) | (NA ) | (0 ) |
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 |
-1683.85608706230 |
-6999.35087749223 |
3931.32652673605 |
1822.75271017275 |
1412.85831010682 |
341.612129794388 |
-9381.55507514847 |
649.055948328826 |
1377.63729026095 |
-7846.62135114955 |
5098.26277502930 |
4768.34811151406 |
10740.5901250635 |
-3118.87364267085 |
-6653.8909673415 |
-12172.3430680778 |
1308.85607902947 |
3886.70335197895 |
-296.995134388884 |
1185.3316058715 |
-3756.67652699999 |
-2029.93703138424 |
-6049.80708904876 |
-155.869195324281 |
-8288.29444857815 |
579.977007038197 |
1553.52404432216 |
-785.985112768088 |
-1164.46843095385 |
-3530.73252748869 |
3994.02389637401 |
5628.36174903917 |
-2536.24819950515 |
-8281.44574137424 |
-4045.3675548633 |
-3055.43106194414 |
-15078.6790675691 |
-4042.4923457908 |
-5639.19325606102 |
8410.26835938425 |
-5007.38028583601 |
-6462.30324482812 |
1106.39886423720 |
-6829.95884874971 |
-11713.0921878395 |
7497.4340368301 |
5293.56561524665 |
-16151.1360566203 |
6574.13330938066 |
4743.47649440836 |
9426.5615899051 |
-2156.25032128639 |
-3480.89311636835 |
-3670.22315983447 |
3783.98461069648 |
-8502.36327823036 |
12159.7792426378 |
-3389.0226392966 |
-4940.13188753005 |
-4001.48918672872 |
4676.19415638844 |
12887.1486085950 |
10532.7380857177 |
5992.8583735267 |
5855.2650302122 |
10655.6662177593 |
85.964117531585 |
-3652.4610889491 |
3167.26625859986 |
-3333.15438338008 |
353.444090633532 |
-6120.35884515823 |
-2534.37536122279 |