ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3796 | -0.1975 | 0.0993 | -0.1323 | -0.5903 | -0.1691 | 0.2793 |
(p-val) | (0.7945 ) | (0.7952 ) | (0.8091 ) | (0.928 ) | (0.4649 ) | (0.5456 ) | (0.726 ) |
Estimates ( 2 ) | -0.5108 | -0.2658 | 0.0636 | 0 | -0.5953 | -0.1688 | 0.2922 |
(p-val) | (0.0018 ) | (0.1428 ) | (0.7714 ) | (NA ) | (0.4689 ) | (0.5426 ) | (0.7186 ) |
Estimates ( 3 ) | -0.5263 | -0.293 | 0 | 0 | -0.6096 | -0.1957 | 0.2632 |
(p-val) | (7e-04 ) | (0.0613 ) | (NA ) | (NA ) | (0.3785 ) | (0.4319 ) | (0.6986 ) |
Estimates ( 4 ) | -0.5268 | -0.3002 | 0 | 0 | -0.3414 | -0.101 | 0 |
(p-val) | (7e-04 ) | (0.0536 ) | (NA ) | (NA ) | (0.0365 ) | (0.5236 ) | (NA ) |
Estimates ( 5 ) | -0.516 | -0.3042 | 0 | 0 | -0.3012 | 0 | 0 |
(p-val) | (8e-04 ) | (0.0515 ) | (NA ) | (NA ) | (0.0428 ) | (NA ) | (NA ) |
Estimates ( 6 ) | -0.3885 | 0 | 0 | 0 | -0.3575 | 0 | 0 |
(p-val) | (0.0061 ) | (NA ) | (NA ) | (NA ) | (0.0156 ) | (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 |
-3.4017331915174 |
34.1204455521986 |
205.268788049863 |
-0.753810042627777 |
-91.2893018246676 |
17.5199651577966 |
129.591784063071 |
-116.050516058935 |
75.2807116962316 |
-207.446145814935 |
-134.952618234808 |
-104.164109946477 |
-156.673657812008 |
-77.8067817616043 |
287.900595915759 |
20.6548882956304 |
109.14132103461 |
16.6910183987052 |
-14.2875186351075 |
-54.3620717184276 |
-56.8069485728647 |
-71.3826774716781 |
-121.178733636847 |
-35.0002014872602 |
-78.8112108612927 |
-73.1823489379676 |
47.8259660193767 |
-99.932656975443 |
-150.485347907134 |
87.5173742899483 |
175.177094445363 |
-54.6566092548073 |
46.2042659635886 |
-103.943587549294 |
204.530982052489 |
-35.38671105308 |
1.92089607488606 |
-17.1285241868222 |
-54.7498990868944 |
101.001539402457 |
-30.5735397873814 |
38.9496695188009 |
85.8982289775496 |
-56.5312483036486 |
-30.1261124624916 |
133.601515489696 |
55.4296423380375 |