ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 0.2263 | 0.1764 | -0.3236 | 0.2317 | -0.6128 | -0.0509 |
(p-val) | (0.6137 ) | (0.5498 ) | (0.0754 ) | (0.6112 ) | (4e-04 ) | (0.8577 ) |
Estimates ( 2 ) | 0.2947 | 0.1366 | -0.3247 | 0.1595 | -0.6035 | 0 |
(p-val) | (0.2488 ) | (0.5172 ) | (0.0822 ) | (0.4948 ) | (4e-04 ) | (NA ) |
Estimates ( 3 ) | 0.3926 | 0 | -0.2463 | 0.0789 | -0.546 | 0 |
(p-val) | (0.1228 ) | (NA ) | (0.1158 ) | (0.7635 ) | (2e-04 ) | (NA ) |
Estimates ( 4 ) | 0.4567 | 0 | -0.2175 | 0 | -0.5566 | 0 |
(p-val) | (3e-04 ) | (NA ) | (0.0796 ) | (NA ) | (0 ) | (NA ) |
Estimates ( 5 ) | 0.4467 | 0 | 0 | 0 | -0.601 | 0 |
(p-val) | (3e-04 ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
325.411745913805 |
479.190003609842 |
1761.69015456995 |
-11221.7482099728 |
6055.16809424284 |
-9309.13765398136 |
1227.67939266249 |
-7303.37260959477 |
-5238.42454413473 |
-4048.84346645517 |
1390.43208646456 |
24081.3434820281 |
-9026.78198028745 |
10514.5239190921 |
-9813.7593046922 |
2247.94060634529 |
-719.1709250638 |
-2880.75356115876 |
-5551.40102850398 |
-6559.90639862236 |
-4279.10381946704 |
-3175.42919115501 |
8627.1424063199 |
10926.3586381256 |
1258.06176631304 |
-1158.63412218687 |
-10224.7286657635 |
-4243.1931675034 |
-5788.35747159896 |
-4199.33228693672 |
-13016.5626003642 |
-8384.92307895024 |
-7379.93002122095 |
-11959.9285718442 |
-4118.80778102835 |
26780.766722319 |
-12458.098888388 |
-5166.6655132866 |
-2628.50734203357 |
-6575.48089222957 |
223.190679083621 |
-5063.41970180548 |
-8471.2527558937 |
-6963.9724558971 |
-3644.38194624128 |
-13416.8971190479 |
7663.95162547803 |
18548.3401343712 |
-6523.27973255793 |
-4645.04781905248 |
-548.035047933361 |
-2490.41070918608 |
3861.5320862337 |
-2192.44710970139 |
-263.763805311346 |
-1374.49632240407 |
379.871282715466 |
-6764.17276645975 |
10970.0332134578 |
22042.1932906294 |
-1970.68091676891 |
-2597.68735664804 |