ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1858 | 0.4307 | 0.8621 | -0.1858 | 0.4307 | 0.8621 |
(p-val) | (0.2691 ) | (0 ) | (0 ) | (0.2691 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0.8694 | 0.0662 | 0.0704 | 0 | -0.2367 | 0.0704 |
(p-val) | (0.2213 ) | (0.9202 ) | (0.5968 ) | (NA ) | (0.0481 ) | (0.5968 ) |
Estimates ( 3 ) | -0.5999 | 0 | 0.8984 | 0 | 0.8163 | 0.8984 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0 ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
252763.276135812 |
263753.529751669 |
287540.609034478 |
555851.070638031 |
237729.67414228 |
27837.5467509175 |
1601848.58659173 |
-272124.795644052 |
-787142.266741997 |
75454.0449627428 |
-564732.776154115 |
53885.1131907752 |
-233482.289812151 |
317316.139973744 |
188787.461262996 |
571847.723803291 |
255950.600729871 |
16097.2649767038 |
1905363.09095083 |
-802049.780802273 |
-471929.153610713 |
11865.0801709222 |
-578395.479257045 |
-31265.8733313988 |
-157588.469730131 |
217918.748949208 |
320709.606517423 |
607015.026318069 |
-46092.5317352638 |
414370.085525298 |
1319269.54295897 |
-71401.3381491378 |
-752096.18362593 |
81855.8329052685 |
-567835.564495284 |
27913.1088689943 |
-245713.194822166 |
231297.429759363 |
210835.309391181 |
579751.293046493 |
29061.0457216369 |
216737.500947516 |
1469788.86987465 |
-114093.632279669 |
-752341.249178685 |
69906.3121600226 |
-594566.281163677 |
39895.5338691872 |
-272125.049392404 |
380693.334843944 |
191830.343919278 |
382578.99615481 |
380768.94508414 |
-19568.5070645164 |
1596530.19315754 |
-95473.9500747365 |
-836648.894188938 |
114485.203973582 |
-615639.109904271 |
-942.197051530471 |
-192942.784928461 |
205647.21489267 |
234974.927248271 |
537703.126010801 |
108271.985633554 |
206553.390393858 |
1453266.98345674 |
14976.851669915 |
-886871.794774738 |
143456.615894666 |
-638740.264005275 |
29120.595268735 |