ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7351 | -0.1605 | 0.2248 | -0.506 | -0.5655 | -0.4404 | -0.475 |
(p-val) | (0.0802 ) | (0.4307 ) | (0.1902 ) | (0.2068 ) | (0.1101 ) | (0.091 ) | (0.4427 ) |
Estimates ( 2 ) | 0.6743 | -0.1119 | 0.1758 | -0.3897 | -0.829 | -0.5886 | 0 |
(p-val) | (0.1677 ) | (0.609 ) | (0.2836 ) | (0.4084 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 3 ) | 0.4894 | 0 | 0.1605 | -0.2278 | -0.817 | -0.5931 | 0 |
(p-val) | (0.2039 ) | (NA ) | (0.303 ) | (0.6072 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0.2997 | 0 | 0.1809 | 0 | -0.8239 | -0.5937 | 0 |
(p-val) | (0.043 ) | (NA ) | (0.2078 ) | (NA ) | (0 ) | (0 ) | (NA ) |
Estimates ( 5 ) | 0.33 | 0 | 0 | 0 | -0.8122 | -0.6218 | 0 |
(p-val) | (0.0285 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(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 |
3.92399029242162 |
75.6211589914564 |
63.5386867268408 |
-98.0465067604086 |
291.347148733612 |
216.449004934625 |
-147.761991357888 |
357.113120022239 |
276.469024273474 |
316.766358114744 |
-274.701130312602 |
-177.839211856224 |
16.4010481040969 |
406.320066352934 |
-22.5021920554171 |
62.7645273701096 |
37.0567934060334 |
194.223949586791 |
165.246422077262 |
246.535472247193 |
-417.894982542661 |
134.590713258734 |
-89.0430701174169 |
-34.9467651968433 |
-1.9241028843045 |
185.484643726903 |
43.0722546999734 |
8.76244213257575 |
-99.0059227711038 |
342.942963351255 |
578.122978042988 |
-197.686670114592 |
70.6416784123854 |
-148.313514285781 |
-286.421342740116 |
5.78907583254938 |
-304.022553332911 |
322.886776456884 |
-144.974672508071 |
-253.535544615309 |
-202.77178139155 |
240.499598153182 |
-589.492615779753 |
-93.657007138317 |
44.9348795541004 |
217.508300129296 |
28.289883849959 |
91.3871629486912 |
257.470962690904 |