ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.5737 | -0.1293 | 0.2027 | -0.9962 | -0.6538 | -0.1017 | -0.028 |
(p-val) | (6e-04 ) | (0.49 ) | (0.1698 ) | (0 ) | (0.8345 ) | (0.9548 ) | (0.9931 ) |
Estimates ( 2 ) | -0.5718 | -0.1278 | 0.2016 | -0.9835 | -0.6838 | -0.1192 | 0 |
(p-val) | (6e-04 ) | (0.4947 ) | (0.1777 ) | (0 ) | (9e-04 ) | (0.5975 ) | (NA ) |
Estimates ( 3 ) | -0.5904 | -0.1429 | 0.1978 | -1.0122 | -0.6093 | 0 | 0 |
(p-val) | (3e-04 ) | (0.4391 ) | (0.1862 ) | (0 ) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | -0.5232 | 0 | 0.2676 | -1.0053 | -0.6327 | 0 | 0 |
(p-val) | (1e-04 ) | (NA ) | (0.0279 ) | (0 ) | (0 ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (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 |
0.633621329294116 |
4.77836053550782 |
-5.03822536990257 |
15.4094104734941 |
-5.25636005092733 |
27.0606563293149 |
-18.8005836727666 |
-0.087809207843086 |
31.6742171360919 |
19.7780444396614 |
-39.8805773503001 |
-30.8725218355347 |
-24.0462130469381 |
59.0801588141248 |
-46.3712355516772 |
-0.209845470002021 |
-34.8714962005317 |
-2.68070063530275 |
-31.2148236550538 |
32.1026118141053 |
61.961204456991 |
-11.0908514597262 |
-17.3709632374006 |
36.0235691171691 |
9.8625045943802 |
-94.5822067805587 |
57.5257747267995 |
21.9755651206047 |
10.6227310131967 |
-11.9981494827979 |
-48.470682585790 |
39.788527501812 |
22.5578920227326 |
29.4483544963258 |
101.452786253041 |
-31.595658482905 |
34.5483263242259 |
18.3635711206508 |
-8.45568586107267 |
-83.4158404308507 |
-4.62877490197433 |
-57.3573669595227 |
-32.9975743651262 |
-24.7653139019548 |
-6.4837861495204 |
-36.6999272803440 |