ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2497 | -0.9732 | -0.692 | -0.3825 | 0.1407 |
(p-val) | (0.0627 ) | (0 ) | (0.2429 ) | (0.1543 ) | (0.8269 ) |
Estimates ( 2 ) | -0.2453 | -0.977 | -0.5646 | -0.3309 | 0 |
(p-val) | (0.0654 ) | (0 ) | (0 ) | (0.0428 ) | (NA ) |
Estimates ( 3 ) | 0 | -1 | -0.5852 | -0.3803 | 0 |
(p-val) | (NA ) | (0 ) | (0 ) | (0.0159 ) | (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 |
-4777.30287053444 |
23071.5804810537 |
-8821.90758479004 |
-13680.6059274328 |
11180.6431859368 |
5010.70366559048 |
236686.426510867 |
-161382.43751021 |
-66551.5717990828 |
49073.4992984785 |
-413.579724682996 |
-100246.75557144 |
-45069.0622565955 |
-68984.340566736 |
11587.8243828723 |
82438.9054299304 |
-201027.657199657 |
85807.7578120245 |
-171502.900557798 |
128842.545448143 |
174219.98827181 |
90023.5043965286 |
76255.5771808329 |
105984.189658277 |
33460.4969000584 |
-24997.2691200537 |
-71616.2708199637 |
-71566.4692484726 |
-141248.034929073 |
-127227.666344241 |
-166094.02966984 |
20636.220249879 |
36285.7623870828 |
-15214.6142334066 |
-42214.2569277333 |
-17654.5750936827 |
-54792.3589212138 |
52868.7065927132 |
57002.7227176984 |
-181749.294592801 |
62082.1421692693 |
-14715.8892153173 |
-111679.1304132 |
152168.277727722 |
58976.3510147485 |
2103.79221311361 |
3673.51609817266 |
-8617.92276139197 |
21094.9552196742 |
-53529.2660967265 |
-86184.7871929051 |
-29372.2046019369 |
-55864.1209120939 |
-49955.0564130308 |
-52452.7767755142 |
52290.4699061889 |
-14832.9041624974 |
-15917.3798344151 |
-29056.8728519534 |
-27610.2822678382 |