ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3813 | 0.3231 | 0.1871 | 0.9508 | 0.049 | -0.9706 |
(p-val) | (0.0022 ) | (0.0106 ) | (0.1427 ) | (0 ) | (0.7544 ) | (0 ) |
Estimates ( 2 ) | 0.3756 | 0.3228 | 0.1962 | 0.9964 | 0 | -0.8903 |
(p-val) | (0.002 ) | (0.0103 ) | (0.1173 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.4409 | 0.4079 | 0 | 0.9969 | 0 | -0.8806 |
(p-val) | (3e-04 ) | (4e-04 ) | (NA ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
11.3408968271658 |
11.4224881943598 |
9.20596985162059 |
1.41968696301501 |
-0.432130324779298 |
2.49870924603236 |
-9.89829987384917 |
-15.1339630080447 |
10.8280444861446 |
17.383232698961 |
-3.19844813326059 |
0.656851235600882 |
-4.77552688210195 |
-16.2799712241498 |
17.4517684958952 |
-5.72919402483479 |
4.7981106983225 |
-1.52476893117308 |
10.0694343555535 |
-1.82842062767452 |
3.1412178227323 |
-11.9230254953377 |
-0.6595593855356 |
-1.8050743983937 |
10.8322865440062 |
13.1071008832008 |
3.26904730351139 |
-13.285087919939 |
-6.34700487733586 |
9.53170584643637 |
-10.2507024557329 |
-1.85692576053148 |
1.73544242115869 |
9.65492506631182 |
-8.50394795598373 |
-10.3324328870574 |
21.0877999749665 |
-6.7835311766886 |
-6.69476534355987 |
8.09276773549723 |
-10.5246681979891 |
10.7071111192642 |
-14.3945843178603 |
1.94780722905526 |
-4.48998762036096 |
6.51075253367059 |
5.12274980603934 |
21.2473937303814 |
2.96873500503254 |
-3.52581223116855 |
-14.3315921774083 |
-0.774559172695317 |
2.27632153317374 |
-4.11065500257101 |
-0.297766208531791 |
-6.34466399671647 |
7.24893441768439 |
14.1204237560842 |
13.8123042323297 |
-5.51677014558157 |
-21.2668153844199 |
-1.6220431467282 |
-0.4948692931249 |
2.58359765605209 |
-4.43803666372515 |
9.49575382228604 |
1.74247723261362 |
10.2938082488605 |
13.5663371992202 |
-0.495703126268228 |
-5.14780218305988 |
1.8880583582169 |