ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.8522 | -0.0465 | 0.0912 | 0.8528 | 0.2937 | -0.0564 | -0.8453 |
(p-val) | (0 ) | (0.7259 ) | (0.4075 ) | (0 ) | (0.3605 ) | (0.7768 ) | (0.07 ) |
Estimates ( 2 ) | -0.8461 | -0.0459 | 0.0867 | 0.8542 | 0.3486 | 0 | -0.9994 |
(p-val) | (0 ) | (0.7293 ) | (0.4225 ) | (0 ) | (0.0034 ) | (NA ) | (0.2014 ) |
Estimates ( 3 ) | -0.8225 | 0 | 0.1098 | 0.8534 | 0.3473 | 0 | -1.0003 |
(p-val) | (0 ) | (NA ) | (0.1951 ) | (0 ) | (0.0035 ) | (NA ) | (0.1671 ) |
Estimates ( 4 ) | -0.0079 | 0 | 0 | -0.0199 | 0.339 | 0 | -1.0017 |
(p-val) | (0.9749 ) | (NA ) | (NA ) | (0.5863 ) | (0.2132 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.0291 | 0.3371 | 0 | -0.9982 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.7799 ) | (0.0036 ) | (NA ) | (0.0996 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.338 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0034 ) | (NA ) | (0.0448 ) |
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 |
-13.7563133507184 |
44.660894477436 |
2.52181889708448 |
-1.77370738337853 |
-81.3255198392276 |
-67.6001936347366 |
16.0283189901382 |
-105.855373776171 |
-24.1658931323848 |
-4.93273523194193 |
-31.8731148071538 |
30.4811501425228 |
-72.8579303040625 |
38.8936628196623 |
0.865400254522251 |
-63.9048962930326 |
28.5717673454131 |
-64.5504640035462 |
-28.9991332291106 |
-5.49723481756123 |
-13.3847000915761 |
19.6747996261923 |
53.6958236548534 |
-36.594296451548 |
26.5077336234835 |
-100.531693411738 |
-175.609524282068 |
64.9195762555451 |
-62.619073083164 |
26.6067031685686 |
-68.0889501163241 |
69.5907125954849 |
95.5343148467975 |
-64.4421341865123 |
-30.7423367208228 |
19.7736740586538 |
27.4983438364709 |
199.349684114035 |
36.6266902526185 |
-0.28169254789482 |
-31.3428459445541 |
107.067346146011 |
92.7473283445345 |
-117.988681323194 |
63.6098692051651 |
24.9631573539082 |
-46.5323320105324 |
-49.3783758992668 |
9.84266441393682 |
-14.4977866984958 |
70.8329256017106 |
-4.52900909233375 |
0.0580469130286938 |
80.4380920118692 |
-73.4261957686153 |
89.5282514434621 |
-52.0288049302259 |
-28.9903292619456 |
29.064883934801 |
20.6098611516631 |
27.5013642892204 |
1.77815888745135 |
-3.18033234568361 |
43.2110392900522 |
-12.2714607164087 |
-27.3923224972393 |
-164.219098794161 |
66.0386845365379 |
-38.8072987810248 |
35.2957605544084 |
-49.4071340018648 |
-106.238999420951 |
75.9470285865822 |
28.291741288414 |
100.966370373729 |
-86.5359475746905 |
8.42278365173003 |
15.8178378339543 |
-23.7242332953985 |
326.46769941735 |
10.8436817102091 |
93.3188284911731 |
-96.1877714345981 |
-283.926262234285 |
-102.007845213179 |
-50.9221595906017 |
-98.6963085764837 |
55.4324231845963 |
126.98419547348 |
-128.956099289986 |
38.7657502893604 |
-66.1484137938691 |
-13.4681821287054 |
8.50613869081826 |
-13.6580168213598 |
-121.560967855047 |
-58.1533874049546 |
76.5784441361046 |
151.927304220602 |
1.33425358137497 |
-30.8808838991672 |
178.240510569899 |
-12.236724468577 |
-198.157177022811 |