ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | 0.2576 | 0.1047 | 0.0558 | -0.8505 |
(p-val) | (0.0584 ) | (0.3528 ) | (0.5961 ) | (0 ) |
Estimates ( 2 ) | 0.2307 | 0.0944 | 0 | -0.8195 |
(p-val) | (0.1018 ) | (0.4239 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.1681 | 0 | 0 | -0.7488 |
(p-val) | (0.2746 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.6292 |
(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 |
2.75499814459054 |
8.61763771835605 |
223.298790507443 |
6.55460847371788 |
71.9173402129208 |
390.580520385834 |
-242.945200556538 |
118.585121030331 |
86.3869266068343 |
28.6617739479075 |
-328.341065885841 |
-330.934099912555 |
326.607146734288 |
57.0334936931043 |
503.646480806391 |
197.268077407036 |
35.3556152445801 |
128.328224903599 |
-412.361818067407 |
209.464358319725 |
218.701658789039 |
56.0576848220721 |
286.264741316062 |
-144.325726420047 |
230.735926716778 |
164.849270249125 |
446.707679644603 |
43.9949438924073 |
122.452293268831 |
-16.7188439240384 |
-410.705440362445 |
2.25320482466283 |
-163.664077402295 |
103.470761730651 |
-171.991642129799 |
-217.6329072827 |
3.06093866600904 |
-67.0869300449841 |
-122.666312745008 |
-168.397508032363 |
139.04199852631 |
-287.923091079724 |
-476.740455354478 |
-138.163670726946 |
-86.1931870527729 |
32.8959459291689 |
-148.022403865859 |
-269.773444501036 |
1814.10787025563 |
664.597520986642 |
573.152330108166 |
481.632884248859 |
526.38137844037 |
-200.288234131268 |
135.025161330696 |
-530.842949077975 |
593.402814943804 |
-545.318039224201 |
47.9156061285998 |
-167.083542498387 |
-504.886355575216 |
325.052788728753 |
1241.62473070427 |
43.8981239446293 |
-139.439763719138 |
229.350458247749 |
138.811926389043 |
656.415182134825 |
133.186782593074 |
299.279677877679 |
168.029182767622 |
-424.142190387353 |
-469.269532453661 |
-465.179473238656 |
1372.75131159463 |
122.884077649907 |
836.251539988606 |
-786.449587051216 |
-904.454161221395 |
1307.72839159718 |
70.5713754898152 |
27.0378638658849 |
-473.738821921068 |
-223.130817079934 |
-79.6377833510787 |
-505.602113597422 |
423.720105342054 |
-525.46925334982 |
497.602031694622 |
-501.874453963921 |
-550.527823795622 |
893.224533182918 |
-542.190290432243 |
302.15834130829 |
170.454579509783 |
-613.254592781351 |
-115.606367891424 |
-283.550278268208 |
254.58904786721 |
-583.350515304341 |
-49.0998721594356 |
497.840777337949 |
865.24900373906 |
408.669117843196 |
-1020.46579234364 |
112.889184699521 |
-674.757318372925 |
-690.948334980362 |
177.242304095892 |
-525.731481441443 |
-456.176409413551 |
-220.507533992577 |
-156.080066393718 |
-96.0701123951171 |
163.863076357953 |
302.343294924668 |
254.394655651175 |
509.552669250513 |
241.05091846461 |
84.7808776874172 |
671.975018058304 |
-426.047148392468 |
210.539848166533 |
337.073604809884 |
-483.8038482507 |
-200.403734644513 |