ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2546 | -0.6236 | -0.3583 | 0.0553 |
(p-val) | (0.0479 ) | (0.3026 ) | (0.2078 ) | (0.9324 ) |
Estimates ( 2 ) | -0.2532 | -0.5739 | -0.3375 | 0 |
(p-val) | (0.0476 ) | (0 ) | (0.0331 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
867.887523349344 |
-2281.19235728193 |
33995.4062612879 |
9358.87058578244 |
24.1779685670895 |
23874.675258339 |
19813.1686532612 |
267978.217710728 |
-114267.214620167 |
-40265.306508172 |
73786.350086527 |
29000.1997827658 |
-76434.0156682785 |
-20664.0087744748 |
-50658.493382462 |
23501.6403174908 |
100262.20162646 |
-185115.892788044 |
88358.9504684404 |
-164419.034226518 |
124021.529714842 |
185074.446181391 |
112403.506649358 |
104376.88770705 |
136706.372582719 |
83407.2435349616 |
29494.659130923 |
-21038.6356843677 |
-27161.476938448 |
-107933.932032702 |
-102445.035617911 |
-153461.719808505 |
27650.9499343898 |
47573.6827366892 |
-3435.74188907323 |
-32393.1581258751 |
-9778.24359202163 |
-48930.9351671306 |
56212.035198271 |
63865.4211866991 |
-175593.61251862 |
61686.9599393504 |
-12215.4393794863 |
-115544.539966771 |
151857.999525218 |
64734.4898074722 |
6285.31098228317 |
8638.47590946478 |
-1569.06672539419 |
27036.8827216908 |
-45406.3731457943 |
-82079.2131424946 |
-30290.0039515995 |
-50933.0724551137 |
-52161.8966121828 |
-49100.5170625373 |
44943.2612207427 |
-20436.2833597664 |
-20192.3975896362 |
-33876.5705349554 |
-35416.4142591565 |