ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 0.7121 | -0.688 | 0.7791 | -0.6944 | 1.009 | -0.6812 |
(p-val) | (0 ) | (0 ) | (0 ) | (4e-04 ) | (0 ) | (4e-04 ) |
Estimates ( 2 ) | 0.5406 | -0.0639 | 0.1775 | -0.5809 | 0.3727 | 0 |
(p-val) | (0.3013 ) | (0.8544 ) | (0.4488 ) | (0.264 ) | (0.2896 ) | (NA ) |
Estimates ( 3 ) | 0.4773 | 0 | 0.1881 | -0.5232 | 0.3136 | 0 |
(p-val) | (0.1782 ) | (NA ) | (0.3794 ) | (0.168 ) | (0.0445 ) | (NA ) |
Estimates ( 4 ) | 0.7436 | 0 | 0 | -0.803 | 0.3831 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0157 ) | (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 |
-913.7405469891 |
24.025938424574 |
469.770976705126 |
925.17379976708 |
867.264150444836 |
-2558.73020401392 |
-892.359257514508 |
-3949.92465932083 |
468.236999418351 |
1019.97386287778 |
1079.35985669932 |
390.573050590053 |
-1685.56643702443 |
106.695251701438 |
-1028.28855525554 |
3730.31956749523 |
2814.97041357006 |
-1332.27016561938 |
-5542.8375677624 |
-4086.8661665032 |
1661.93802735166 |
-7038.01812250005 |
-988.770529645025 |
-2599.58396641646 |
8865.7281633998 |
-1943.13221720733 |
-5812.49047882328 |
-1136.98101984736 |
-4141.39736038153 |
-5366.74324006666 |
6875.26419737742 |
5763.24936052627 |
-6329.17828396056 |
7545.03227234026 |
2441.34364635224 |
7349.46206503647 |
-4147.19291406312 |
-2564.22373851168 |
-1108.02547955728 |
1914.9310950707 |
-4023.81474406208 |
11094.0226892508 |
-1084.58028601823 |
-4291.04834240908 |
1781.91451676274 |
2449.66416728837 |
8466.3688627783 |
4542.85557309727 |
3657.36059655349 |
3043.14909205236 |
8413.82329727845 |
-3021.88176287321 |
-1074.00162736728 |
-1103.38855774049 |
-2354.75337495538 |