ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2967 | -0.1459 | 0.1127 | 0.2022 | 0.247 | 0.2104 | -0.2551 |
(p-val) | (0.6252 ) | (0.376 ) | (0.5019 ) | (0.738 ) | (0.7185 ) | (0.3034 ) | (0.7211 ) |
Estimates ( 2 ) | -0.1005 | -0.1282 | 0.1334 | 0 | 0.2597 | 0.2053 | -0.2578 |
(p-val) | (0.4597 ) | (0.3911 ) | (0.3379 ) | (NA ) | (0.7022 ) | (0.3194 ) | (0.7161 ) |
Estimates ( 3 ) | -0.1032 | -0.1314 | 0.1376 | 0 | 0.0179 | 0.1903 | 0 |
(p-val) | (0.4472 ) | (0.3774 ) | (0.3193 ) | (NA ) | (0.9053 ) | (0.3115 ) | (NA ) |
Estimates ( 4 ) | -0.1016 | -0.1241 | 0.136 | 0 | 0 | 0.1944 | 0 |
(p-val) | (0.452 ) | (0.3598 ) | (0.3226 ) | (NA ) | (NA ) | (0.2905 ) | (NA ) |
Estimates ( 5 ) | 0 | -0.1135 | 0.1509 | 0 | 0 | 0.1948 | 0 |
(p-val) | (NA ) | (0.401 ) | (0.271 ) | (NA ) | (NA ) | (0.2901 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.1575 | 0 | 0 | 0.2087 | 0 |
(p-val) | (NA ) | (NA ) | (0.2544 ) | (NA ) | (NA ) | (0.2573 ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0.1879 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.1615 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
-6.83742905902228 |
-2.9465500916022 |
7.85844074391834 |
-6.87235830967062 |
-35.436224722519 |
44.4965992599184 |
-8.68452435242671 |
3.76530333037863 |
1.35544574451615 |
-6.12074907489478 |
3.56377527753193 |
21.1207490748948 |
1.50340074008454 |
-21.5637752775319 |
10.6777228722585 |
4 |
-10.0535730572792 |
-10.8188763876578 |
-13.7517003700423 |
-23.3690487048525 |
-12.4965992599155 |
20.4430262026372 |
24.8860524052734 |
4.6309512951475 |
8.61734833481023 |
8.24149814978955 |
-32.3758501850207 |
0.744898889874094 |
-13.2551011101259 |
-10.9863970396636 |
-9.56377527753193 |
2.06717601761557 |
23.1947265726785 |
-26.3086741674051 |
47 |
34.2414981497896 |
16.2619025902941 |
-23.8324793479942 |
-1.14115351539931 |
3.93282398238444 |
-36.1811236123422 |
2.87244944493705 |
-0.127550555062953 |
-7.67092139209035 |
16.2482996299577 |
2.81207490748966 |
2.81887638765784 |
-29.1947265726785 |
3.43622472246807 |
21 |
4.88605240527341 |
7.24829962995773 |
7.05357305727921 |
-22 |
4.49659925991637 |