ARIMA Parameter Estimation and Backward Selection | |||
Iteration | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.5291 | -0.363 | -0.0751 |
(p-val) | (0.2651 ) | (0.1442 ) | (0.8848 ) |
Estimates ( 2 ) | -0.5949 | -0.3893 | 0 |
(p-val) | (0 ) | (0.0115 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
867.887373910806 |
-2310.76055426217 |
33887.6444887768 |
539.212673668442 |
-113.259367679531 |
23414.8578864401 |
13446.0831164117 |
259066.574123226 |
-177888.951403365 |
5856.66678472352 |
70767.1540921033 |
10451.1892309667 |
-77315.5472359485 |
-2418.16064652718 |
-49040.9588354121 |
35433.3186282645 |
89016.2017142809 |
-203759.028606354 |
138207.511744351 |
-196923.898982547 |
171820.046567019 |
137369.96882179 |
74651.4642686262 |
82999.1925511774 |
112247.954058301 |
55812.2299502235 |
16105.7301180323 |
-24185.7677692501 |
-19067.6885258149 |
-105343.791589883 |
-72847.2941706726 |
-123822.180263341 |
55494.1031166157 |
34855.7889978605 |
-6241.04390596573 |
-27228.7319681154 |
-4338.80585525193 |
-46532.2031794662 |
66263.4129813794 |
47856.5161251718 |
-182320.640182577 |
92648.4793757084 |
-33576.539295977 |
-119912.848295111 |
190001.306237099 |
29461.7334435329 |
6728.54203407036 |
12800.710369225 |
2664.86753728892 |
29709.7823695417 |
-50031.6542215556 |
-68503.3472991099 |
-20615.9001682726 |
-50976.3290766104 |
-46165.5086305187 |
-57358.8004246923 |
69559.3469957161 |
-31628.6645888941 |
-13602.2050428682 |
-32546.8811052622 |
-25768.7090451231 |