ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1558 | -0.106 | 0.0737 | -0.5025 | -0.0319 | -0.248 | -0.3326 |
(p-val) | (0.7294 ) | (0.7243 ) | (0.7251 ) | (0.2446 ) | (0.9556 ) | (0.2983 ) | (0.5906 ) |
Estimates ( 2 ) | -0.1549 | -0.1039 | 0.0747 | -0.5035 | 0 | -0.2369 | -0.3663 |
(p-val) | (0.7315 ) | (0.729 ) | (0.7212 ) | (0.2447 ) | (NA ) | (0.0848 ) | (0.0053 ) |
Estimates ( 3 ) | 0 | -0.0078 | 0.14 | -0.6441 | 0 | -0.237 | -0.3638 |
(p-val) | (NA ) | (0.9533 ) | (0.2545 ) | (0 ) | (NA ) | (0.087 ) | (0.0057 ) |
Estimates ( 4 ) | 0 | 0 | 0.1421 | -0.6471 | 0 | -0.2357 | -0.362 |
(p-val) | (NA ) | (NA ) | (0.2255 ) | (0 ) | (NA ) | (0.0841 ) | (0.0047 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.6225 | 0 | -0.2652 | -0.3831 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0487 ) | (0.003 ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-12.3623396614095 |
-0.0293040752367858 |
-42.6848742112531 |
-27.8676241599963 |
-63.4861363488505 |
-34.4976399299591 |
23.4819970589727 |
-115.365588150562 |
-166.225637927605 |
115.259402749741 |
-43.130367881288 |
74.9435310848619 |
-69.8539756293883 |
21.484215388263 |
-57.0216768351723 |
210.648612912124 |
118.032800379476 |
37.527531797114 |
-44.7005634195582 |
32.44631962837 |
51.393174346073 |
49.5024589403065 |
130.894451140108 |
101.754253414899 |
-2.1364636888707 |
49.0672656158292 |
145.045412023812 |
34.0804913772712 |
-52.5017455058413 |
32.6612420702387 |
-19.060688854051 |
31.7519320965156 |
-6.58609608046869 |
15.0947566013581 |
155.312321083283 |
83.9388971005339 |
-294.50819471867 |
-25.8880057507652 |
-33.6481076863718 |
-38.5081501192988 |
-124.60512671964 |
-59.7072184025558 |
-59.0194511288679 |
-141.554792834723 |
111.914963059605 |
69.2079027252232 |
0.570865702022658 |
-35.6585871092528 |
-8.68638074618922 |
81.6912147653401 |
-17.9096319225856 |
27.3462927256038 |
-231.788781270102 |
40.3113485001227 |
-52.2501245442782 |
70.6789742461478 |
94.6663262007896 |
7.09792014660528 |
8.07831240776879 |
-169.573202035308 |
-116.473669167648 |
-63.4227138026701 |
44.5479511900308 |
22.2924125494176 |
164.412453375427 |
162.736667749087 |
-119.694087205881 |
-8.84671443476587 |
59.1280067436098 |
97.0811482597169 |
219.536201807775 |
-177.904295036828 |
110.682416343917 |
152.54484370472 |
-8.34524813621979 |
-67.6435056169557 |
249.168357998487 |
-158.338438791958 |
8.05672618102222 |
-132.315981741757 |
-10.319678864245 |
126.079002069327 |
-43.7126885587174 |
-29.4743206391005 |
104.811549748857 |
-136.24135351223 |
-219.640580964577 |
-23.4443120095567 |
-112.987576458727 |
172.057146906368 |