ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7867 | 0.0543 | -0.2308 | -0.691 | -0.0221 | -0.0413 | -0.9999 |
(p-val) | (0.0096 ) | (0.7489 ) | (0.1082 ) | (0.0152 ) | (0.9023 ) | (0.8206 ) | (0.0182 ) |
Estimates ( 2 ) | 0.7833 | 0.0528 | -0.2263 | -0.6914 | 0 | -0.0314 | -1 |
(p-val) | (0.0103 ) | (0.7544 ) | (0.1023 ) | (0.0164 ) | (NA ) | (0.8485 ) | (0.0082 ) |
Estimates ( 3 ) | 0.7729 | 0.0537 | -0.2266 | -0.6828 | 0 | 0 | -1 |
(p-val) | (0.0099 ) | (0.7478 ) | (0.1005 ) | (0.016 ) | (NA ) | (NA ) | (0.0061 ) |
Estimates ( 4 ) | 0.8172 | 0 | -0.2012 | -0.7033 | 0 | 0 | -0.9999 |
(p-val) | (0.0012 ) | (NA ) | (0.0724 ) | (0.0057 ) | (NA ) | (NA ) | (0.0076 ) |
Estimates ( 5 ) | 0.3549 | 0 | 0 | -0.2352 | 0 | 0 | -1.0009 |
(p-val) | (0.4632 ) | (NA ) | (NA ) | (0.6306 ) | (NA ) | (NA ) | (0.021 ) |
Estimates ( 6 ) | 0.1135 | 0 | 0 | 0 | 0 | 0 | -1.0001 |
(p-val) | (0.3821 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0356 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9998 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1859 ) |
Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
0.301434100964753 |
-9.07732859138089 |
-121.749405495877 |
32.3087545572606 |
-67.277635525028 |
-9.97756039628097 |
-35.0394130971711 |
55.3854972085055 |
31.2610926642272 |
15.2258576755427 |
-92.1896035271622 |
-9.31472676851129 |
-39.3368470152097 |
37.7716103666462 |
76.2692117107173 |
31.3733828038746 |
-38.842772779207 |
-33.8408454683803 |
38.1607170750693 |
-56.5921879271339 |
-4.95249089029816 |
-26.0113334864686 |
16.3558588310539 |
-46.5359194139528 |
-80.5834384755742 |
94.1310736779828 |
-53.5794870940099 |
-75.2479031716778 |
30.4926583613523 |
-85.3119257927662 |
26.9837039963265 |
-83.3593177083428 |
-12.8274567332438 |
-76.3514403904401 |
-32.2318628062792 |
-0.466931195741008 |
116.563405860474 |
53.3981167637519 |
24.6005326556967 |
-64.6632378622251 |
-6.90951987970371 |
-2.68641873782745 |
-49.2149568424506 |
-14.5258282226568 |
-37.1502688557721 |
0.717861581392767 |
60.6560419314868 |
104.126720617948 |
17.8309589644546 |
-84.0017898130218 |
-23.5319325719976 |
-52.7973109298354 |
-23.7543504066712 |
-55.606054653589 |
17.9710411636059 |
-0.907757610481808 |
60.2207855716526 |
114.828962078643 |
49.5254492584056 |
33.1436961876452 |
61.0291520448214 |