ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0815 | -0.1445 | -0.0885 | -0.718 | 0.477 | -0.171 | -1 |
(p-val) | (0.6886 ) | (0.3825 ) | (0.5739 ) | (0 ) | (0.0115 ) | (0.3465 ) | (0.0012 ) |
Estimates ( 2 ) | 0 | -0.1156 | -0.0599 | -1.3185 | 0.485 | -0.1913 | -0.9999 |
(p-val) | (NA ) | (0.4371 ) | (0.6749 ) | (0 ) | (0.0092 ) | (0.2699 ) | (0.0013 ) |
Estimates ( 3 ) | 0 | -0.1019 | 0 | -1.2939 | 0.47 | -0.1867 | -1.0003 |
(p-val) | (NA ) | (0.4878 ) | (NA ) | (0 ) | (0.0108 ) | (0.2846 ) | (0.0012 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -1.2524 | 0.4673 | -0.1609 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0126 ) | (0.3477 ) | (0.0012 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1.2456 | 0.5 | 0 | -1.0001 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0078 ) | (NA ) | (0 ) |
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 |
-33.0103633296844 |
-42.9288425984687 |
32.1389385283013 |
-167.979167299611 |
113.169297820156 |
-54.7633252111429 |
-375.83562356303 |
-358.690205578645 |
-212.419698408249 |
171.877719351263 |
5.46202105964608 |
238.982539629879 |
79.8677714410106 |
-123.068667823498 |
232.929177834545 |
145.922739483409 |
5.74104303932808 |
-216.365807530691 |
411.329992667999 |
-142.84030349784 |
308.294157882894 |
158.820370232653 |
-178.114038440795 |
258.87511922207 |
-139.409274081713 |
22.1920761624398 |
283.176690688452 |
8.51582140872817 |
289.633748970542 |
147.518631664387 |
-351.790680593387 |
-268.480629356084 |
306.520641148151 |
54.2052616089381 |
303.498992913279 |
79.8331707685868 |
-44.8348627219691 |
181.974269926558 |
213.826268476131 |
-201.645896016367 |
-69.1624571342423 |
192.160770668015 |
132.017012165289 |
106.054865521961 |
-47.0960552335742 |
-396.007436349641 |
129.786340352233 |
107.092974713343 |
107.246441643367 |
-168.898362225517 |
-62.9174230159119 |
128.34948322589 |
-27.9935063728378 |
131.136498582435 |
-177.99424576412 |
308.371321736794 |
124.995550180169 |
-12.4645256718253 |
35.2512876061691 |
292.662641726643 |
204.496918690166 |
80.8102836238113 |
-406.386201103494 |