ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2175 | 0.1361 | 0.2121 | -0.9997 | -0.7582 | -0.4061 | 0.225 |
(p-val) | (0.1025 ) | (0.3196 ) | (0.107 ) | (0 ) | (0.2197 ) | (0.1327 ) | (0.7396 ) |
Estimates ( 2 ) | -0.2114 | 0.1441 | 0.2017 | -1 | -0.5541 | -0.3221 | 0 |
(p-val) | (0.1091 ) | (0.2828 ) | (0.1156 ) | (0 ) | (0 ) | (0.0521 ) | (NA ) |
Estimates ( 3 ) | -0.2396 | 0 | 0.1685 | -0.9989 | -0.5676 | -0.3461 | 0 |
(p-val) | (0.0665 ) | (NA ) | (0.177 ) | (0.0022 ) | (0 ) | (0.034 ) | (NA ) |
Estimates ( 4 ) | -0.2251 | 0 | 0 | -0.9682 | -0.5723 | -0.3439 | 0 |
(p-val) | (0.0945 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0344 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1 | -0.5894 | -0.3946 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0114 ) | (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 |
-1152.75918154302 |
5348.17135261314 |
-2082.93777840942 |
-3038.30620094456 |
2315.9632029541 |
946.286149236411 |
47465.6082788128 |
-34460.4991350681 |
-12682.540895806 |
11132.372257148 |
51.9740120703961 |
-22538.3760585571 |
-9265.39440844205 |
-15035.3315953777 |
3319.0915358632 |
18046.143188663 |
-43416.373081312 |
19795.949811464 |
-34510.1475481878 |
27534.2966474366 |
36859.5520099716 |
19205.5142476856 |
17087.9113775153 |
24078.2733755357 |
7710.82420478521 |
-5610.96609433603 |
-15994.4143340416 |
-15482.7119771537 |
-30917.118510447 |
-26966.9974797549 |
-33533.4886330366 |
4725.82561880232 |
7749.67964433954 |
-3134.13977090693 |
-9241.83597034314 |
-3760.35746121048 |
-12736.8984786597 |
12204.4271790687 |
12530.7715934768 |
-39634.1144307288 |
13724.1812148872 |
-3655.5113231166 |
-23480.7929496745 |
32399.4170073524 |
12130.8416956459 |
455.694457234106 |
971.934545282112 |
-1542.91420728179 |
5209.95656544408 |
-12104.3422691448 |
-19091.8680373586 |
-6519.47096778 |
-11630.2658303336 |
-10756.6291553218 |
-10515.9359261693 |
11292.9124875491 |
-3626.33226773318 |
-3291.2803335266 |
-6535.16272394248 |
-6195.6226520275 |