ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7228 | -0.2002 | 0.242 | -0.4617 | -0.3731 | -0.135 | 0.338 |
(p-val) | (0.0074 ) | (0.226 ) | (0.0537 ) | (0.0734 ) | (0.8949 ) | (0.3712 ) | (0.9069 ) |
Estimates ( 2 ) | 0.7234 | -0.2033 | 0.2436 | -0.464 | -0.0429 | -0.129 | 0 |
(p-val) | (0.0072 ) | (0.206 ) | (0.0483 ) | (0.071 ) | (0.728 ) | (0.4025 ) | (NA ) |
Estimates ( 3 ) | 0.7213 | -0.1949 | 0.2386 | -0.4673 | 0 | -0.1265 | 0 |
(p-val) | (0.0072 ) | (0.2189 ) | (0.0522 ) | (0.0676 ) | (NA ) | (0.4122 ) | (NA ) |
Estimates ( 4 ) | 0.7058 | -0.17 | 0.2271 | -0.452 | 0 | 0 | 0 |
(p-val) | (0.0114 ) | (0.2771 ) | (0.0668 ) | (0.0907 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.514 | 0 | 0.1806 | -0.3081 | 0 | 0 | 0 |
(p-val) | (0.1057 ) | (NA ) | (0.1458 ) | (0.4358 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0.2746 | 0 | 0.2071 | 0 | 0 | 0 | 0 |
(p-val) | (0.0164 ) | (NA ) | (0.0698 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0.2953 | 0 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (0.0119 ) | (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 |
2.35043864139037 |
83.5281315415158 |
-57.6219584107835 |
66.4308247538397 |
-101.427618777197 |
71.4713727016529 |
-32.7690566182391 |
65.0974416611007 |
124.39169311558 |
71.8967866488388 |
51.687778882103 |
16.1623060803399 |
17.5829126617632 |
62.9857169997745 |
-16.4144673521896 |
-6.45981850366252 |
-82.0889202211988 |
46.680249540028 |
51.7705783674578 |
89.8129542051361 |
-13.8297395236441 |
-0.47206098040715 |
43.8728119979669 |
107.213774344166 |
133.322931697629 |
84.3452926707564 |
37.8451794216544 |
-87.0491262360197 |
-118.524847942278 |
-226.727679174463 |
199.551573335806 |
144.113098389197 |
111.537229716554 |
111.583067058602 |
-18.2844566471576 |
51.9981549897775 |
93.1185837637031 |
4.03370862750398 |
-180.659285839095 |
242.599341958388 |
29.1958540253081 |
-74.4182473291821 |
-86.3281396224875 |
-366.126134151326 |
208.555213174875 |
125.063584989804 |
-293.532387250242 |
82.6679476350182 |
-304.077434604344 |
19.5747483210889 |
-15.0473466257959 |
252.374158413830 |
-81.2935728719317 |
-271.513864268242 |
-428.243736742731 |
155.683299379061 |
-27.2149299760345 |
-643.573198156512 |
23.5678198859223 |
-83.7320463740641 |
242.526249912345 |
-68.1403409634922 |
-83.5968184647536 |
224.247265218363 |
153.76096484178 |
-44.7455739823795 |
7.13686767991112 |
172.415560810372 |
93.3854530580179 |
20.2129151508370 |