ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | 0.3821 | 0.0152 | 0.3423 | -1 |
(p-val) | (0 ) | (0.875 ) | (2e-04 ) | (0 ) |
Estimates ( 2 ) | 0.3873 | 0 | 0.3476 | -1 |
(p-val) | (0 ) | (NA ) | (1e-04 ) | (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 |
-6.27617489490905 |
0.801618307964213 |
-21.4081113749008 |
10.9933639346123 |
-20.8317208895228 |
10.488308505283 |
-32.1119761771978 |
-9.81719001416412 |
14.9551990037741 |
-26.007645078765 |
-7.07062624310888 |
5.77154629813148 |
-6.75043154253643 |
7.9901063467357 |
-7.79552911366606 |
-6.32829350543356 |
7.58150135902173 |
-27.3437181993903 |
-22.8072940785909 |
11.5421884288542 |
-26.8287337005004 |
28.7964237767401 |
12.8272034341357 |
12.9757509612766 |
32.4878052899034 |
-20.1932343738316 |
-4.78968618549728 |
1.5852801346389 |
43.5763528785816 |
3.33009756608356 |
20.9485024992844 |
5.35645573938652 |
-24.500228814031 |
-2.49351966893142 |
16.6566899109011 |
-42.4133858565764 |
10.5316792484521 |
33.2078021866008 |
24.2535092121934 |
52.507855828232 |
5.65735313798205 |
17.2203700887105 |
8.54544869380799 |
-7.84416122572502 |
0.841791920901672 |
39.0547106757727 |
92.7887142992009 |
-54.5700271576628 |
-70.537639318358 |
-52.50139987829 |
57.0896234927106 |
-22.9670249962396 |
-73.5019938552087 |
-32.2237517360037 |
7.7819906236374 |
10.5631436486815 |
65.9709158389797 |
-87.230742286381 |
-44.1065289960613 |
47.9776001716333 |
-23.1498866249762 |
33.1771680133958 |
20.3979257153238 |
-9.27171991471137 |
27.6948772759851 |
-20.6938535501056 |
-34.3168975763216 |
-36.040780146128 |
-16.0390183108921 |
-8.92374417158775 |
3.44948534472223 |
-31.2534784071077 |
-26.6718247805812 |
-22.7012282332236 |
-30.2283004569989 |
-43.3513529452269 |
-0.816287583985273 |
61.276947548537 |
-6.78052282764475 |
15.4720492897525 |
16.567242410414 |
-22.0775219157082 |
37.9806750398606 |
-40.0752063630732 |
9.77000680060089 |
-7.11186834513992 |
15.0691628615773 |
-50.7171184626741 |
38.9503790083812 |
-43.6507183305287 |
49.4064919912548 |
5.36052324715215 |
-50.7551828097274 |
-1.70798282481315 |
2.50739498393477 |
-7.60901806013743 |
40.3161184783288 |
22.7981197431509 |
-21.455097662561 |
30.0351088170921 |
33.6614692261137 |
-24.576980222522 |
9.83372477195196 |
-29.9674995646607 |
32.2698111300982 |
53.7626086975008 |
20.0598921349746 |
64.2687258506861 |
61.4255491140549 |
-0.789740457363577 |
-40.9963078163021 |
-1.63176494477935 |
-62.6664048217547 |
54.3931362060815 |
39.8065650974165 |