ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3175 | 0.0513 | 0.165 | 0.2055 | 0.1709 | 0.1782 | -0.9998 |
(p-val) | (0.5002 ) | (0.6584 ) | (0.0921 ) | (0.6639 ) | (0.1484 ) | (0.1456 ) | (0.0119 ) |
Estimates ( 2 ) | -0.1167 | 0.0745 | 0.152 | 0 | 0.1748 | 0.1788 | -0.9997 |
(p-val) | (0.2353 ) | (0.4439 ) | (0.1239 ) | (NA ) | (0.1382 ) | (0.1431 ) | (0.0108 ) |
Estimates ( 3 ) | -0.1281 | 0 | 0.1467 | 0 | 0.161 | 0.1925 | -1.0003 |
(p-val) | (0.1915 ) | (NA ) | (0.137 ) | (NA ) | (0.1686 ) | (0.113 ) | (0.0326 ) |
Estimates ( 4 ) | 0 | 0 | 0.1365 | 0 | 0.1934 | 0.1598 | -1.0001 |
(p-val) | (NA ) | (NA ) | (0.1688 ) | (NA ) | (0.0895 ) | (0.1791 ) | (0.0088 ) |
Estimates ( 5 ) | 0 | 0 | 0.1446 | 0 | 0.0987 | 0 | -0.8051 |
(p-val) | (NA ) | (NA ) | (0.1552 ) | (NA ) | (0.5434 ) | (NA ) | (0 ) |
Estimates ( 6 ) | 0 | 0 | 0.1578 | 0 | 0 | 0 | -0.7255 |
(p-val) | (NA ) | (NA ) | (0.1125 ) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.7476 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
-20.7255792605697 |
51.1730083230995 |
364.584954309629 |
396.563324072351 |
443.560523351816 |
-44.6408477162737 |
79.8148182471269 |
198.055660824557 |
126.841023560082 |
218.488009710104 |
-19.0392656090287 |
88.5911378698456 |
65.2682360897622 |
44.8579293496602 |
-67.5979344216213 |
229.55317954745 |
230.940813859739 |
-46.9302004742101 |
-157.984268694817 |
-427.429402856871 |
-376.276372590741 |
350.480307508112 |
-315.405812226057 |
317.174039569544 |
377.125686734109 |
-106.297889098779 |
-206.985390295338 |
314.973420636291 |
13.4375086992769 |
-118.572243688164 |
273.21026206406 |
232.421530049615 |
77.5413025670385 |
82.0021738996598 |
-17.8562608585248 |
-86.1468827769171 |
-209.971829705431 |
-230.300217913333 |
-322.869855017402 |
414.796154022729 |
-258.980935417113 |
-1.40561721985836 |
-115.26061689122 |
-635.51249349541 |
90.8577745286899 |
-59.9163597942485 |
127.125983517245 |
287.706910297163 |
-46.0856744097104 |
-210.86790477281 |
-294.884539205336 |
496.462598535023 |
-95.776885205666 |
436.550984814557 |
-28.110827360023 |
125.837926523645 |
230.861478076635 |
138.267986113014 |
-110.273816889196 |
200.660100389585 |
-382.94131501803 |
476.961454220868 |
-341.305598174038 |
-247.5642276766 |
137.629188374798 |
-6.50185068553642 |
184.356419128732 |
185.554691185865 |
120.811803580155 |
-86.3776188142889 |
111.994006864084 |
-6.70128318929939 |
-165.712809760531 |
-208.870558761589 |
-125.769200009303 |
6.2507639061747 |
105.097142024869 |
-41.4149059368903 |
-375.175218500479 |
275.165499790399 |
158.234598181987 |
-214.354188779043 |
93.9674056507312 |
104.091831199731 |
137.997046485534 |
-140.223899331786 |
-259.50405282694 |
-72.363837812229 |
347.02919379578 |
167.465609911943 |
-64.7331872160749 |
117.688476015313 |
-58.8944643161926 |
-68.5537161520938 |
-89.928379544078 |
-259.36279164381 |
91.0829412408438 |
-325.474442242352 |
364.165090490723 |
-291.76469604537 |
-113.068008567998 |
252.877017936257 |
262.461378075562 |
-110.924111448509 |
-23.7746770525645 |
19.3995423157701 |
181.692183966881 |
123.861123302996 |
-61.6834591526375 |
133.519085116483 |
-278.375191728305 |
217.757984142686 |
-493.202800738359 |
338.814436106487 |