ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1758 | 0.2823 | 0.2169 | -0.1504 | 0.2351 | -0.1728 | -0.9999 |
(p-val) | (0.64 ) | (0.0613 ) | (0.2556 ) | (0.6851 ) | (0.3567 ) | (0.5172 ) | (0.2823 ) |
Estimates ( 2 ) | 0.0374 | 0.3006 | 0.2563 | 0 | 0.2222 | -0.1885 | -0.9983 |
(p-val) | (0.7914 ) | (0.0315 ) | (0.0778 ) | (NA ) | (0.3724 ) | (0.4703 ) | (0.2798 ) |
Estimates ( 3 ) | 0 | 0.3072 | 0.2671 | 0 | 0.2272 | -0.196 | -0.9981 |
(p-val) | (NA ) | (0.0253 ) | (0.0547 ) | (NA ) | (0.3607 ) | (0.4448 ) | (0.2908 ) |
Estimates ( 4 ) | 0 | 0.2865 | 0.2984 | 0 | 0.3451 | 0 | -1 |
(p-val) | (NA ) | (0.031 ) | (0.024 ) | (NA ) | (0.1018 ) | (NA ) | (0.045 ) |
Estimates ( 5 ) | 0 | 0.2689 | 0.3289 | 0 | 0 | 0 | -0.4657 |
(p-val) | (NA ) | (0.0413 ) | (0.0126 ) | (NA ) | (NA ) | (NA ) | (0.0407 ) |
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 |
-956.217985985863 |
-408.786701053585 |
-215.256917702371 |
114.411739413240 |
-1168.87885532739 |
282.216598967475 |
-844.830229660774 |
3015.26737083549 |
2033.65959741761 |
-1144.96075174641 |
-4444.98635247611 |
-2879.82105756536 |
1449.51771498541 |
-6904.49942862181 |
-1110.59286683104 |
-2119.74469500627 |
7445.13881278522 |
-2576.77994432972 |
-5113.01133390897 |
564.499882026107 |
-2347.4231325514 |
-5669.75603901781 |
3974.58989149559 |
3693.27674204485 |
-5635.12626301395 |
4224.33165844418 |
2342.06347730283 |
5465.65024703385 |
-1549.06876057076 |
-2188.44254540280 |
-2943.64037828064 |
2385.87730167128 |
-5158.62420462628 |
7451.38820247288 |
-141.036216009937 |
-2573.5757650847 |
-367.168694910699 |
3946.63085298138 |
7736.24193618241 |
5583.11731330205 |
4070.93055418126 |
1700.92769706380 |
5977.95434292904 |
-1715.51962896579 |
-3422.7952988176 |
1948.60171548581 |
-1515.23449201621 |
-386.778592685757 |
-2733.54257883902 |