ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0661 | -0.097 | 0.2381 | -0.7968 | 0.085 | -0.2303 | -0.9999 |
(p-val) | (0.7615 ) | (0.5692 ) | (0.1751 ) | (0 ) | (0.6813 ) | (0.2168 ) | (0.0463 ) |
Estimates ( 2 ) | 0 | -0.121 | 0.219 | -0.7586 | 0.063 | -0.2268 | -0.9999 |
(p-val) | (NA ) | (0.426 ) | (0.1724 ) | (0 ) | (0.7436 ) | (0.2218 ) | (0.046 ) |
Estimates ( 3 ) | 0 | -0.116 | 0.2416 | -0.7617 | 0 | -0.2398 | -1.0001 |
(p-val) | (NA ) | (0.443 ) | (0.1017 ) | (0 ) | (NA ) | (0.1776 ) | (0.2326 ) |
Estimates ( 4 ) | 0 | 0 | 0.2672 | -1.2461 | 0 | -0.2155 | -1 |
(p-val) | (NA ) | (NA ) | (0.0722 ) | (0 ) | (NA ) | (0.2194 ) | (0.0899 ) |
Estimates ( 5 ) | 0 | 0 | 0.2894 | -0.8054 | 0 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (0.0521 ) | (0 ) | (NA ) | (NA ) | (0.0066 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -1.3213 | 0 | 0 | -0.8565 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1227 ) |
Estimates ( 7 ) | 0 | 0 | 0 | -1.2455 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
-2.03219520595535 |
-57.7589620661404 |
-34.3204104774012 |
-11.0243334395686 |
52.21539989632 |
40.2751080166432 |
-6.10306094336334 |
0.587051704091762 |
-16.7596317808528 |
-28.1322402082974 |
-51.6833369616811 |
35.6237726312661 |
55.5306256501844 |
3.05989630533755 |
-84.9212724823012 |
-30.6418382664631 |
44.1335756469765 |
-51.9234962091877 |
0.427742659675271 |
0.617393847223198 |
-62.8410798021807 |
39.5005806251713 |
31.0760618522846 |
13.7462058295836 |
-16.4695729757950 |
-1.94566239083804 |
-4.82701569092907 |
35.7591627588021 |
-36.1298613641864 |
-18.3929482069265 |
17.6137821001681 |
18.4033183022519 |
20.4606875932717 |
111.899618647274 |
-15.7852189557693 |
-29.8650653331881 |
5.0318446671279 |
-37.9214042243278 |
-14.4507370162569 |
64.6495938543177 |
-44.5575301041937 |
108.015255109072 |
72.2576869742459 |
-32.0732364272304 |
61.1422211182337 |
11.5757470533149 |
-7.01076381622653 |
103.429278239523 |
-1.28953637619219 |
22.9692066622447 |
117.889978923275 |
-10.1411043799186 |
-58.3629312239879 |
-16.7923898298503 |
-12.0376370737192 |
-56.0563110960295 |
56.8571532952004 |
-28.8198568201085 |