ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 |
Estimates ( 1 ) | 0.2093 | -0.3938 | -0.1383 | -1 | -0.266 |
(p-val) | (0.6774 ) | (0.1408 ) | (0.6088 ) | (1e-04 ) | (0.5948 ) |
Estimates ( 2 ) | 0 | -0.3342 | -0.2135 | -1 | -0.0629 |
(p-val) | (NA ) | (0.0273 ) | (0.1486 ) | (0 ) | (0.7026 ) |
Estimates ( 3 ) | 0 | -0.3292 | -0.2065 | -1 | 0 |
(p-val) | (NA ) | (0.0297 ) | (0.1611 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0 | -0.3313 | 0 | -1 | 0 |
(p-val) | (NA ) | (0.0339 ) | (NA ) | (0 ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-4.93721275509088 |
-153.324167752682 |
385.287885036815 |
92.6504249487018 |
-2.7768570690882 |
274.14810415172 |
-372.750685330144 |
360.0303803982 |
-107.75443985866 |
-32.0035926240079 |
-285.506749433904 |
248.800967473107 |
-123.382890369075 |
-89.2256861351043 |
334.831160673694 |
4.04115308585888 |
173.620630384736 |
341.721683418905 |
336.493722460892 |
48.9741852217967 |
494.647418385295 |
267.882468190967 |
-201.195519298901 |
24.7546462377849 |
321.91856355362 |
393.11533747199 |
-34.6118023387212 |
-789.128055334711 |
265.776997127716 |
255.304536070115 |
139.958037811521 |
374.750894741363 |
-489.99534162196 |
51.5865042510164 |
-758.387754438348 |
-136.46080237973 |
386.288383300641 |
-184.290651042781 |
118.725258800694 |
156.700658444123 |