ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0161 | 0.34 | 0.5105 | 0.3417 | -0.1783 | -0.2964 | -0.5275 |
(p-val) | (0.9152 ) | (0.0026 ) | (0 ) | (0.0307 ) | (0.3997 ) | (0.0326 ) | (0.0154 ) |
Estimates ( 2 ) | 0 | 0.346 | 0.5157 | 0.3551 | -0.1821 | -0.2982 | -0.5238 |
(p-val) | (NA ) | (5e-04 ) | (0 ) | (2e-04 ) | (0.3818 ) | (0.0301 ) | (0.0149 ) |
Estimates ( 3 ) | 0 | 0.3839 | 0.4729 | 0.38 | 0 | -0.2285 | -0.6714 |
(p-val) | (NA ) | (1e-04 ) | (0 ) | (1e-04 ) | (NA ) | (0.0529 ) | (0 ) |
Estimates ( 4 ) | 0 | 0.351 | 0.4885 | 0.3578 | 0 | 0 | -1.3207 |
(p-val) | (NA ) | (2e-04 ) | (0 ) | (1e-04 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
4.68994266950877 |
404.219944528865 |
311.846683193867 |
81.305654208977 |
-239.783116504484 |
-365.690551325534 |
14.1070908628847 |
-21.3753751526442 |
271.182149024718 |
-248.806905773901 |
344.138818460068 |
-202.878412037689 |
-463.029506903377 |
31.7291973230469 |
141.400331337363 |
-93.480693991384 |
316.101457976834 |
37.4348627226207 |
27.2000312800344 |
165.606607793108 |
293.214129901625 |
186.481942222666 |
-27.4334736532448 |
-162.302775551608 |
-146.469078264525 |
355.92400218561 |
178.978782796676 |
22.5834167145821 |
295.765285873853 |
56.5059807202772 |
-356.757890526054 |
-315.440864661809 |
-97.3890455293967 |
248.216165414042 |
104.332775092413 |
-113.587804149818 |
1.76541127065008 |
69.5022147057894 |
114.777605508453 |
57.8358645231717 |
87.5624228418172 |
-242.473975947016 |
923.433231104919 |
332.985687195857 |
23.7776240795599 |
-51.7017906359784 |
-56.6641171445678 |
26.8452120077226 |
492.317845577131 |
-469.43739163203 |
-30.8220363533332 |
-19.626856709838 |
107.129591921221 |
-126.901193192856 |
172.22528499679 |
-140.884555084577 |
400.222822406647 |
185.804646857916 |
-149.671333257134 |
9.93958452357161 |
-382.307664962152 |
276.506620329727 |
42.2022651557897 |
388.268780196832 |
-286.939088691271 |
-40.8355656099545 |
186.417416122871 |
61.25758289046 |
259.266634839224 |
-115.002971369755 |
-42.7070407653684 |
-274.943926049601 |
-252.3368531856 |
90.2315639269535 |
-27.2418560283387 |
-83.3854242349839 |
-74.7613172382117 |
237.591671953156 |
66.6730624931696 |
-31.8418284927209 |
314.29492058836 |
-160.104723545138 |
36.1409021896849 |
-131.329161371886 |
-284.294854475612 |
-85.3767663279225 |
-161.575591696811 |
-328.216576566178 |
198.624664067341 |
120.276341488968 |
-24.4070168060616 |
366.493216346581 |
121.723736189924 |
-67.3221270365277 |
-24.5583965270945 |
139.919771173509 |
-168.909918678331 |
436.652332333136 |
133.894063790746 |
173.805137213911 |
-104.093359395382 |
-68.9408885910045 |
-106.992758387717 |
195.819261063415 |