ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.5801 | 0.2288 | -0.9783 | -0.9027 | 0.8117 |
(p-val) | (0 ) | (0.0104 ) | (0 ) | (4e-04 ) | (0.0203 ) |
Estimates ( 2 ) | 0.6027 | 0.2005 | -0.9765 | -0.1381 | 0 |
(p-val) | (0 ) | (0.0258 ) | (0 ) | (0.1637 ) | (NA ) |
Estimates ( 3 ) | 0.5959 | 0.2142 | -0.9818 | 0 | 0 |
(p-val) | (0 ) | (0.0162 ) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.426993154054498 |
4.58988358697848 |
2.37907464717268 |
-2.24742027966834 |
-2.4621600833754 |
9.1272874080273 |
10.7976786086319 |
3.45326807773491 |
1.65001169771876 |
-6.25172802370994 |
-5.11950339635767 |
10.7742925607926 |
11.3800288663935 |
-1.31551726812363 |
13.4000210690695 |
-3.31221162951189 |
18.360046086899 |
-8.20218098268121 |
-0.552627775036482 |
2.11182514605369 |
-1.16810176588601 |
2.55160392655858 |
4.3452508546022 |
-1.97253479262803 |
1.31021989939439 |
4.61760643311724 |
-10.7923079066834 |
-1.388839686298 |
-4.11442378561112 |
24.6790521383099 |
-0.122960204494404 |
11.936139195455 |
-12.1872075836229 |
1.25111056901555 |
-0.336459669045598 |
1.51200875673299 |
-1.71059511243869 |
-8.51178015330186 |
22.2682476757047 |
19.7060582416092 |
-1.6514264667245 |
-15.4470265249072 |
4.74052959561997 |
1.00468475412472 |
-3.64236691357532 |
-7.80673168573007 |
-14.6045856038951 |
-5.97033538384186 |
-2.30422670997696 |
-19.6633228360071 |
1.83254749920452 |
-6.69341998171911 |
6.51185904548891 |
13.3601212310629 |
20.9634274293042 |
-10.716443214086 |
-2.80271517916067 |
-4.75046188438011 |
1.63894633762169 |
5.46373490666578 |
11.8559200039008 |
9.26254068228973 |
-7.90923428823929 |
7.60233907096605 |
0.180755695328839 |
18.0953976984957 |
21.4593715538424 |
-0.902462877227978 |
1.81699139835536 |
-4.18277866048639 |
-9.05858226726795 |
14.769724635728 |
1.4048240308948 |
4.5763858108108 |
8.00542227745467 |
0.0656765983939634 |
5.17396211901276 |
17.1290627140034 |
-0.275355789963798 |
10.1131595259485 |
-8.32158713440248 |
-12.682527323911 |
-1.56844520979371 |
-3.32134619538229 |
1.06182897875543 |
-6.12332145017701 |
13.4920581090767 |
0.150647695452057 |
2.43589681558722 |
14.3235209899242 |
8.54343545953614 |
15.492204672132 |
-7.2465436215382 |
-9.76236722223312 |
-7.49472175587528 |
-6.18401751429642 |
-6.3639956250993 |
-11.4464952651459 |
-13.7782413041237 |
-12.8241982765182 |
1.49412214798153 |
4.30302818358216 |
12.163944308854 |
15.7807913829831 |
-35.1650097865052 |
-2.13718307374906 |
-8.64107149623164 |
-10.3710996107305 |
12.5227920187489 |
4.99956638774256 |
17.9453824020661 |
8.9739848956828 |
13.2499349979827 |
-13.0969069466429 |
18.6179384363731 |
7.57086281709471 |
3.58365522965821 |
-5.42430546802333 |
3.41705249666286 |
18.8278543547085 |
0.090178103399321 |
-5.40796417694867 |
-32.3489948306788 |
42.4885853017891 |
4.72097389038343 |
9.39763805770805 |
20.3299016036871 |
-17.5083034484995 |
-4.64188611619713 |
9.2328364642434 |
-20.6774513277534 |
-5.14338431959401 |