ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7271 | -0.2429 | 0.2622 | -0.4739 | 0.3071 | -0.1218 | -0.386 |
(p-val) | (0.0105 ) | (0.1639 ) | (0.0487 ) | (0.081 ) | (0.8309 ) | (0.584 ) | (0.7943 ) |
Estimates ( 2 ) | 0.7269 | -0.2405 | 0.2612 | -0.4715 | 0 | -0.1417 | -0.0717 |
(p-val) | (0.0105 ) | (0.1675 ) | (0.0495 ) | (0.082 ) | (NA ) | (0.4046 ) | (0.6017 ) |
Estimates ( 3 ) | 0.7175 | -0.22 | 0.2505 | -0.4736 | 0 | -0.1366 | 0 |
(p-val) | (0.0116 ) | (0.1928 ) | (0.0577 ) | (0.0805 ) | (NA ) | (0.4228 ) | (NA ) |
Estimates ( 4 ) | 0.7114 | -0.1943 | 0.2332 | -0.4562 | 0 | 0 | 0 |
(p-val) | (0.0179 ) | (0.2493 ) | (0.0758 ) | (0.1133 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.4784 | 0 | 0.1771 | -0.2721 | 0 | 0 | 0 |
(p-val) | (0.247 ) | (NA ) | (0.1785 ) | (0.6077 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0.269 | 0 | 0.1938 | 0 | 0 | 0 | 0 |
(p-val) | (0.0298 ) | (NA ) | (0.1124 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0.2857 | 0 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (0.0243 ) | (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 |
2.92143833219936 |
56.5344284127095 |
79.2296009557986 |
-5.12722202061804 |
-5.51330036147182 |
-80.703113494064 |
46.6965395704133 |
52.1461871331117 |
89.401169048745 |
-12.8166246666951 |
0.494862768920029 |
45.2444653292746 |
107.861655479071 |
134.294278590169 |
86.2248242993783 |
40.3924618139404 |
-84.1643974353265 |
-116.708914931070 |
-225.861164357119 |
197.961774502377 |
143.592629308019 |
109.365237280355 |
113.934166310223 |
-15.2067473460529 |
53.7741261274832 |
95.867342318922 |
5.70338809923305 |
-179.119186803822 |
243.819264386672 |
31.2867263221897 |
-75.7638154727301 |
-83.6357629065078 |
-365.048433375402 |
205.535875730324 |
124.810475177602 |
-297.547051217732 |
82.0717647815727 |
-302.168586730156 |
13.6647622911596 |
-15.5850743707274 |
248.494942869131 |
-81.9111397696606 |
-272.449405577557 |
-427.466807236786 |
152.293381308511 |
-31.0787281140497 |
-650.318920418352 |
19.4847676203190 |
-85.8833312810832 |
231.514178201253 |
-70.3401490735866 |
-86.1405619842415 |
224.02539523368 |
153.592495131008 |
-45.5702269081949 |
9.59564736101333 |
175.139973697092 |
94.3319606501136 |
21.5990257010335 |
-108.184405181233 |