ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6348 | 0.106 | 0.2436 | -0.7809 | 0.6439 | 0.3229 | -0.9557 |
(p-val) | (0 ) | (0.3499 ) | (0.0573 ) | (0 ) | (0.0147 ) | (0.0096 ) | (8e-04 ) |
Estimates ( 2 ) | 0.6998 | 0 | 0.2852 | -0.7956 | 0.6626 | 0.3289 | -0.9802 |
(p-val) | (0 ) | (NA ) | (0.0109 ) | (0 ) | (0 ) | (0.0012 ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
5.80435517819141 |
372.738968709699 |
593.322441615601 |
-176.12254124628 |
869.588919567148 |
-72.0298064845098 |
-169.963769165257 |
111.498108627911 |
14.8781958010149 |
-42.6151235669198 |
133.584277471147 |
20.6516723951206 |
-83.6560865412668 |
207.941679679858 |
208.996185058568 |
-114.29337955828 |
1100.33038209786 |
-265.420799065851 |
-387.385142827028 |
-188.439790871266 |
-581.13257934815 |
-65.7257540202096 |
43.166070996225 |
-466.762918558351 |
5.85028337420182 |
213.670540550413 |
-379.155854927933 |
-472.177124178915 |
-596.694191234086 |
139.980032824474 |
179.160572513486 |
340.372023741127 |
-309.892372902092 |
81.6513884120001 |
-213.825082516659 |
-264.160807458691 |
668.875019157854 |
384.657722101684 |
-126.13034787345 |
133.994415755257 |
2457.97844465366 |
256.034446260373 |
236.657389584483 |
-794.253109835823 |
-554.270339150571 |
658.533169771989 |
-234.337716033555 |
-210.628224863006 |
160.536543404226 |
-534.657096759184 |
-181.989857494664 |
388.17927502403 |
-945.49309657806 |
512.987143754692 |
1182.00947094771 |
-587.107386601371 |
307.938003131462 |
135.183752150291 |
-312.724832647264 |
128.538355626316 |
301.747843445113 |
171.620258036911 |
-340.46615280308 |
-251.627123145181 |
669.271725192181 |
991.515798399382 |
933.391485250631 |
-234.537495832826 |
-7.02671762513084 |
-741.127839907436 |
-442.079392674083 |
-14.7808089129265 |
-961.77183972951 |
413.8851434542 |
-294.412142738635 |
-815.020205968293 |
803.094837944567 |
-315.099328799209 |
25.8533775175935 |
105.879157181888 |
-73.1985381512353 |
-166.181822415748 |
399.227898180088 |
-333.933955086647 |
535.790771681314 |
-123.215956914917 |
-152.121003699527 |
-766.975965919895 |
-367.78534487422 |
-1217.40843683943 |
-1243.76561043273 |
289.410362030915 |
-204.451608028249 |
730.083680360395 |
298.411257818282 |
181.237713986205 |
323.427399944678 |
118.090673580783 |
-636.808724597566 |
336.280229094421 |
-550.114245791689 |
-557.169260379246 |
1098.29072325102 |
264.53779783036 |
76.8712194346358 |