ARIMA Parameter Estimation and Backward Selection | |||
Iteration | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.5069 | -0.3666 | -0.1068 |
(p-val) | (0.2673 ) | (0.1347 ) | (0.8321 ) |
Estimates ( 2 ) | -0.599 | -0.4034 | 0 |
(p-val) | (0 ) | (0.008 ) | (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 |
221.114385335279 |
-541.658038458393 |
7699.66063867279 |
119.918461655316 |
-24.3244828083869 |
4993.00631024603 |
2900.57200267351 |
51956.7664788345 |
-36421.0721919461 |
1280.82618527615 |
15460.3159420947 |
2365.58843197215 |
-17716.075511449 |
-565.161644688339 |
-11173.2791875738 |
7857.32230738204 |
19056.2419456623 |
-43708.6676458565 |
29631.1234865029 |
-39604.1957866939 |
35157.5244532399 |
29842.6935571535 |
16215.0282863449 |
18672.5067955142 |
25597.2905728771 |
13094.9425736828 |
3775.64000146981 |
-5373.31938180658 |
-4030.26865288976 |
-22800.7347488831 |
-15587.6761110008 |
-24389.3118734135 |
10977.0632993775 |
7794.44658137119 |
-1040.84670741035 |
-6054.37435646237 |
-1129.36011825466 |
-10857.1571298913 |
14965.4852659754 |
10781.696931855 |
-39276.0355900971 |
19028.4988051257 |
-6837.70297227528 |
-24991.9916330197 |
39622.0270991356 |
7105.6689639851 |
1826.45588636261 |
3220.30213779503 |
1072.88634413923 |
7143.65969352402 |
-11284.3599227611 |
-15314.7647050411 |
-4810.2027830269 |
-11271.6695112064 |
-10306.5767617736 |
-12690.6860183313 |
15061.957119863 |
-6685.36966776389 |
-3068.09515122222 |
-7455.91525870014 |
-5758.73147699848 |