ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.3889 | 0.2508 | 0.2645 | -1 | 0.2726 |
(p-val) | (7e-04 ) | (0.0313 ) | (0.018 ) | (0 ) | (0.0246 ) |
Estimates ( 2 ) | -0.033 | 0 | 0.1289 | -0.556 | 0.2504 |
(p-val) | (0.8814 ) | (NA ) | (0.302 ) | (0.0056 ) | (0.0453 ) |
Estimates ( 3 ) | 0 | 0 | 0.1356 | -0.5809 | 0.2494 |
(p-val) | (NA ) | (NA ) | (0.2516 ) | (0 ) | (0.0459 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.5591 | 0.2224 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0765 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.5867 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
1.32239908923026 |
-198.695969292951 |
-38.8258547893241 |
26.7010829087054 |
8.6876076901968 |
-38.2659113053339 |
-27.4143713371379 |
-107.264598885902 |
-54.7860309448781 |
34.188737453394 |
21.7489370252606 |
-54.1219158402805 |
-39.5320094939942 |
54.0080679866638 |
346.349006960169 |
128.451464104984 |
-157.817339766154 |
78.351548256856 |
-93.6236955562506 |
19.4359395982899 |
2.05304924688231 |
53.0177945130826 |
11.1895072167813 |
-109.821867780115 |
-20.967202363485 |
-105.068780733800 |
-73.9885994353073 |
-100.656290846427 |
131.017324245361 |
104.546790493881 |
-151.316248388005 |
17.3569842399628 |
-13.0376896541730 |
0.489840591326389 |
79.267379557419 |
89.5946214407044 |
-52.4130909119827 |
-76.3362785528505 |
264.517025060564 |
-161.533336762969 |
120.347567443937 |
64.0215776104083 |
-49.9655348094616 |
53.2964299816905 |
-3.94732478823684 |
266.062806138734 |
45.9807796985562 |
-32.6619384086238 |
-26.4674341442036 |
-60.937482323429 |
57.0221289557427 |
104.782558177311 |
165.1369523156 |
-9.85355925509095 |
34.8609759841153 |
-193.373574723796 |
-8.10409206531696 |
163.314720841515 |
97.2542948270346 |
-167.149780150889 |
175.178247107948 |
-272.204555081690 |
126.965706038675 |
257.569980029648 |
188.702185642345 |
268.716437947414 |
189.951746282412 |
-303.171465920752 |
164.571235783460 |
-124.118296542923 |
-14.4130468825157 |
57.3015108239108 |
-413.798782161496 |
-85.6310078160027 |
54.4541201830663 |
-194.348291390475 |
-237.693417992601 |
33.2199080908088 |
-30.2612262430432 |
-106.987697525117 |
-21.0975782968355 |