ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.7114 | -0.3485 | -0.3022 | -0.0616 | -0.4651 | 0.026 |
(p-val) | (0.0172 ) | (0.2182 ) | (0.1559 ) | (0.828 ) | (0.0116 ) | (0.9032 ) |
Estimates ( 2 ) | 0.7127 | -0.3509 | -0.3016 | -0.064 | -0.4787 | 0 |
(p-val) | (0.0171 ) | (0.2147 ) | (0.1577 ) | (0.8215 ) | (0.0013 ) | (NA ) |
Estimates ( 3 ) | 0.6565 | -0.3026 | -0.3356 | 0 | -0.4806 | 0 |
(p-val) | (0 ) | (0.075 ) | (0.0173 ) | (NA ) | (0.0011 ) | (NA ) |
Estimates ( 4 ) | 0.4811 | 0 | -0.5243 | 0 | -0.4323 | 0 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0052 ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-2.10457560171121 |
-2.84995330886347 |
46.140022736294 |
-23.0236734627402 |
5.32691752260588 |
3.72935141864758 |
23.9357195514575 |
-20.8918147400443 |
4.94238022179089 |
8.2403700989428 |
-9.96879456704038 |
-12.8245800000455 |
12.1884733668824 |
-16.596767603085 |
-6.28041271958511 |
0.00200133562462745 |
-27.0884803839886 |
34.6239466878922 |
-18.6903340929129 |
24.2454000280314 |
45.5064216840231 |
-32.6476425596332 |
5.18773085547615 |
-17.6380054935301 |
-28.6229667343393 |
-37.9484017903124 |
13.0628829120880 |
-25.0625726558261 |
11.7257898782491 |
21.1437621946249 |
-18.0925033164274 |
-7.8950783732251 |
-19.4671275087715 |
15.9046364581795 |
44.35406275576 |
58.817686332312 |
9.92451786878418 |
-19.0079561095446 |
25.5925321178723 |
-2.38227219240559 |
49.3449023447611 |
26.6795876335442 |
6.31396353155265 |
29.0054007275384 |
-16.8667866377469 |
31.5249662572948 |
24.8496104596407 |
-44.6099867045676 |
-1.86410501419414 |