ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.7753 | 0.0168 | -0.2051 | -0.6839 | -0.6385 | -0.3213 |
(p-val) | (0.0169 ) | (0.922 ) | (0.141 ) | (0.0256 ) | (0 ) | (0.0423 ) |
Estimates ( 2 ) | 0.7905 | 0 | -0.1969 | -0.6917 | -0.638 | -0.3227 |
(p-val) | (0.0046 ) | (NA ) | (0.0764 ) | (0.016 ) | (0 ) | (0.0406 ) |
Estimates ( 3 ) | 0.2739 | 0 | 0 | -0.1587 | -0.6112 | -0.3027 |
(p-val) | (0.6096 ) | (NA ) | (NA ) | (0.7678 ) | (0 ) | (0.0515 ) |
Estimates ( 4 ) | 0.1125 | 0 | 0 | 0 | -0.6078 | -0.2999 |
(p-val) | (0.4105 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0537 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.5829 | -0.2598 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (0.0828 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.462 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (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 |
0.301434196679473 |
-10.9885569496653 |
-147.382902129745 |
39.1110014567179 |
-81.4425158848203 |
-12.078351316037 |
-42.4167898608249 |
67.0464277246091 |
37.8428418702217 |
18.4314513017798 |
-111.599531586494 |
-11.2759436805746 |
-47.6190106764637 |
45.1295567616807 |
96.3949212605634 |
35.4549809232933 |
-42.5067325049227 |
-39.5106000459369 |
46.9122253745604 |
-69.7450856362277 |
-7.44911781151631 |
-31.5356325195384 |
24.0379786394387 |
-54.5570370501466 |
-93.2909029093278 |
105.213596474247 |
-64.2380159923767 |
-91.5430827853697 |
42.1999755112746 |
-94.5820429378453 |
28.8081775951816 |
-92.9181285764655 |
-15.7008914377071 |
-86.1670452181312 |
-34.7676599037846 |
4.65069696972995 |
144.606779953989 |
37.2453323846002 |
48.1742144956917 |
-68.6546403829656 |
4.87820783207272 |
20.6251674578333 |
-59.805697698129 |
-1.40591825236111 |
-44.017816738313 |
16.8375159453306 |
88.3821248073404 |
125.545657877887 |
17.3818753647663 |
-132.257103819181 |
-36.9514981610545 |
-33.3829833012458 |
-22.3470579048364 |
-35.6064434401149 |
18.0077388974 |
31.6056388861829 |
78.6548876487979 |
146.754223638938 |
42.6573284139453 |
20.9997316330412 |
55.7429010408792 |