ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3245 | 0.1171 | 0.4425 | -0.1773 | 0.4835 | -0.2175 | -1 |
(p-val) | (0.2524 ) | (0.5455 ) | (0.0021 ) | (0.5732 ) | (0.06 ) | (0.455 ) | (0.2222 ) |
Estimates ( 2 ) | -0.4577 | 0.0407 | 0.4116 | 0 | 0.4755 | -0.2622 | -0.9997 |
(p-val) | (0.0062 ) | (0.7994 ) | (0.0035 ) | (NA ) | (0.056 ) | (0.3346 ) | (0.2584 ) |
Estimates ( 3 ) | -0.4786 | 0 | 0.3926 | 0 | 0.4766 | -0.2467 | -1.0007 |
(p-val) | (0.0011 ) | (NA ) | (9e-04 ) | (NA ) | (0.06 ) | (0.3595 ) | (0.2842 ) |
Estimates ( 4 ) | -0.5264 | 0 | 0.395 | 0 | 0.5668 | 0 | -0.9999 |
(p-val) | (0 ) | (NA ) | (6e-04 ) | (NA ) | (0.0195 ) | (NA ) | (0.0336 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-53.691041642481 |
-956.038737741658 |
784.966813979029 |
261.08812454808 |
504.250400635337 |
-797.549006897268 |
615.159153830158 |
-1872.01800710714 |
1420.84015255526 |
87.576148172622 |
485.673427592755 |
-1107.28368813339 |
-345.063542981823 |
1142.75728215268 |
-146.991582176823 |
-1492.53933929314 |
566.069713036562 |
617.987379765858 |
-41.211672989147 |
-234.233128414752 |
-44.4048382381846 |
407.973764927968 |
697.71363227073 |
196.201588248311 |
-1358.69568887242 |
765.861533747486 |
-183.725630206960 |
-566.871972815612 |
819.532899116255 |
1496.40772202339 |
-1705.10509868898 |
1507.91807803124 |
-387.318220243987 |
1133.71012596957 |
-814.291409467433 |
-1391.85212039824 |
291.140250371666 |
-857.681186318743 |
-3127.48505446733 |
-1626.58088736611 |
-990.248073454437 |
310.879970504109 |
150.332098332375 |
-616.639440417395 |
-121.940328000835 |
128.564991754316 |
1568.86937222919 |
1571.00397584026 |