ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.37 | -1 | 0.37 | -1 |
(p-val) | (0.1464 ) | (0 ) | (0.1464 ) | (0 ) |
Estimates ( 2 ) | 0 | -1 | 0.6376 | -1 |
(p-val) | (NA ) | (0 ) | (0 ) | (0 ) |
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 |
-392.32094187639 |
10502.4497801894 |
152144.861168011 |
-146660.672391444 |
-314309.518086604 |
1033352.98508868 |
-615896.083340119 |
-1250518.94750376 |
-139069.644494797 |
-580236.994210381 |
-264430.912418433 |
-403894.366375311 |
54691.2803791657 |
18114.0473219394 |
317188.261671039 |
104714.946964039 |
-134217.717888661 |
1628094.35940755 |
-658253.462664285 |
-794755.547350127 |
19666.4751670206 |
-567747.72743825 |
-335586.027976585 |
-350871.928269012 |
-59012.313565884 |
84337.0884286829 |
361305.236675166 |
-172260.435302553 |
217512.09800495 |
1230315.9884075 |
14036.3848981241 |
-853317.742769002 |
29229.5912431938 |
-476435.652727066 |
-241296.69718977 |
-428379.239767485 |
-70202.0052710424 |
-13579.025869319 |
313643.988776252 |
-108659.676517228 |
25609.5019570457 |
1343466.32908633 |
41242.6228163853 |
-857926.131594233 |
27561.8978948639 |
-493038.090932728 |
-235989.576331394 |
-462011.310698618 |
51605.5999519827 |
-17406.7290305024 |
110920.154789809 |
210264.423802213 |
-119864.352623466 |
1415354.23542864 |
139346.068114965 |
-905293.308116032 |
76943.8437783358 |
-477249.702559225 |
-272472.396130718 |
-390953.278680793 |
-102826.982787449 |
-17371.0379476117 |
271195.302829088 |
-41920.6591223965 |
30398.5832195456 |
1343272.83747797 |
214764.768656356 |
-920395.830321641 |
98861.4160715073 |
-484172.168136737 |
-244300.230695393 |