ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.974 | -0.0759 | 0.1012 | -0.7663 | 0.4738 | -0.1615 | -0.9817 |
(p-val) | (0 ) | (0.7039 ) | (0.5086 ) | (0 ) | (0.0155 ) | (0.3974 ) | (0 ) |
Estimates ( 2 ) | 0.9321 | 0 | 0.0676 | -0.7626 | 0.4666 | -0.1373 | -1.0091 |
(p-val) | (0 ) | (NA ) | (0.701 ) | (0 ) | (0.015 ) | (0.4675 ) | (0 ) |
Estimates ( 3 ) | 1.0008 | 0 | 0 | -1.2512 | 0.4782 | -0.144 | -0.9997 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0098 ) | (0.3905 ) | (0 ) |
Estimates ( 4 ) | 0.9944 | 0 | 0 | -0.806 | 0.4999 | 0 | -0.9998 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0067 ) | (NA ) | (0 ) |
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 |
9.25191650214777 |
22.2914871231093 |
-37.1571787652725 |
34.2241616971526 |
-175.791407724228 |
104.976083789095 |
-61.2440566196127 |
-396.729670521475 |
-396.444398116046 |
-260.009316249011 |
127.969010842559 |
-36.0298439891068 |
204.138369307228 |
44.2385868225793 |
-159.706287587307 |
203.135138015573 |
121.756524240115 |
-16.201912213436 |
-243.900810018248 |
391.694842812422 |
-164.230167511809 |
293.821184036089 |
150.197655606598 |
-191.027489040204 |
251.842321753795 |
-153.374881206835 |
8.18402595915808 |
276.197036933044 |
7.49356404026701 |
290.310133584149 |
154.709015296672 |
-344.563215955918 |
-268.812624672229 |
308.788007355503 |
53.4487117440732 |
309.745158451771 |
86.3072721968555 |
-34.8646306315522 |
196.561770309702 |
226.513512287148 |
-188.002590167187 |
-58.5622808865756 |
209.148059688065 |
145.969099712344 |
129.401752382899 |
-33.029934043082 |
-386.049808215712 |
144.248501282334 |
117.138964771591 |
129.897118044206 |
-152.218688907773 |
-55.023688192403 |
144.022136077333 |
-16.8566548273021 |
144.685804574834 |
-160.202973636103 |
329.620650922733 |
138.317376113334 |
9.00038368194928 |
50.5918463808212 |
313.87529752068 |
236.907637607133 |
110.05132904939 |
-383.848947466715 |