ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | 0.0702 | -0.1355 | -0.1095 | -0.6964 |
(p-val) | (0.6178 ) | (0.2119 ) | (0.3179 ) | (0 ) |
Estimates ( 2 ) | 0 | -0.1568 | -0.1365 | -0.6501 |
(p-val) | (NA ) | (0.1211 ) | (0.1468 ) | (0 ) |
Estimates ( 3 ) | 0 | -0.1433 | 0 | -0.6882 |
(p-val) | (NA ) | (0.1621 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -1.3546 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
2.66993799152037 |
88.6864590948936 |
-77.1774260364736 |
-46.5307936437066 |
369.001801570518 |
-79.6448784839128 |
6.70005925782055 |
-34.0777936688173 |
-145.603623415872 |
58.2071792247138 |
121.696844486588 |
232.896015070231 |
-94.3140867608679 |
129.848148970616 |
-78.3478176082914 |
27.2941471089502 |
80.7680053455247 |
-61.9841374361508 |
-77.1788258324763 |
-87.3930204475 |
-46.8248222057289 |
146.422169741115 |
55.7615415350954 |
446.774326776856 |
-78.2736439149752 |
21.0105068588159 |
-65.3453669778059 |
-45.4949117055892 |
117.395910670449 |
33.063497326411 |
174.851657635806 |
-29.3595279306856 |
-7.25488852267357 |
117.322625092969 |
335.200538869182 |
868.269442405562 |
-292.695618959857 |
-73.2591245873583 |
-106.136749113411 |
225.43067770087 |
164.472935242966 |
-9.507238908622 |
133.410676692972 |
23.7514312375623 |
-39.0597074932756 |
43.8870369628484 |
386.781303651899 |
1132.17586125832 |
-167.227496400732 |
-80.7465062037463 |
-250.84074125134 |
3.89199722098783 |
50.3938470921416 |
-188.707231728701 |
-145.457719649094 |
-196.24669622393 |
322.056537878211 |
61.7622746030133 |
-25.5154722308148 |
213.403354622959 |
-212.826712233813 |
-226.114724501221 |
-59.13089804727 |
-19.8994900375551 |
-115.251768668983 |
160.065278661029 |
-6.66514643515848 |
160.015031622847 |
-100.248818864588 |
-82.9256018373239 |
294.038730114623 |
272.545092281546 |
-164.563560019506 |
18.5613270136982 |
-192.466759760707 |
-94.4195915212217 |
219.294738124004 |
-169.37926999453 |
-102.341128067423 |
-121.682883882957 |
-15.2350216010359 |
-60.9097859915037 |
83.028203627106 |
414.772934593504 |
60.037101347119 |
107.457797092349 |
-138.62839846706 |
-149.196281172975 |
54.7433006792721 |
-151.321058582821 |
-137.340002802308 |
-124.098768743009 |
86.9797081430202 |
50.4369394516393 |
-54.3014760783244 |
848.114578352871 |
-352.869394664439 |
-87.4628634997594 |
-193.222729193716 |
-197.420803190728 |
35.5505048074037 |
-47.7925181150276 |
-88.2179404871504 |
-7.50028090157548 |
-32.8565050218558 |
66.6177968565858 |
371.33810465245 |
463.123776877269 |
-57.9361384214299 |
22.190012216789 |
40.5909379675227 |
144.901784383092 |
116.292167702085 |
-54.7215530268772 |
102.368832324015 |
27.3523889344297 |