ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.4057 | -0.2841 | -0.1464 | -0.2908 | 0.0262 | 0.0686 | -0.8591 |
(p-val) | (0.2361 ) | (0.2322 ) | (0.3672 ) | (0.3955 ) | (0.9046 ) | (0.7252 ) | (0.0041 ) |
Estimates ( 2 ) | -0.4139 | -0.2868 | -0.1496 | -0.2807 | 0 | 0.0572 | -0.8316 |
(p-val) | (0.2329 ) | (0.2335 ) | (0.3562 ) | (0.4176 ) | (NA ) | (0.7333 ) | (0 ) |
Estimates ( 3 ) | -0.4212 | -0.294 | -0.1427 | -0.2776 | 0 | 0 | -0.8179 |
(p-val) | (0.2293 ) | (0.2272 ) | (0.3862 ) | (0.4277 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | -0.6824 | -0.4563 | -0.2272 | 0 | 0 | 0 | -1.202 |
(p-val) | (0 ) | (1e-04 ) | (0.0237 ) | (NA ) | (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 |
-19.13577055795 |
-3.65957555794956 |
-10.9227073536597 |
-8.15924473741152 |
-35.4355157612088 |
2.88582801606673 |
-260.927618339162 |
346.929317139206 |
-66.1009507474112 |
-92.7362950528768 |
-161.49561091688 |
-63.9781224207688 |
-24.3809020990444 |
-3.54954066338427 |
-243.561396047807 |
51.1907933467011 |
6.83981151920024 |
24.7252594492629 |
155.372870939547 |
130.511703703625 |
-100.943140812302 |
-55.0344049913344 |
2.52972574479108 |
-55.9825886127076 |
21.0067608444904 |
3.95487657933501 |
67.3868823416131 |
-73.1572354388292 |
-28.3945610837207 |
-28.3239351756759 |
74.0789033987178 |
86.9165166762305 |
-87.7985234288072 |
-33.5432347361958 |
-4.53710861704261 |
-32.5245351483796 |
-12.5368709066764 |
-18.7873297688586 |
54.0347235797212 |
-87.3060020039313 |
18.3004682558417 |
-10.7357908621778 |
67.3794189793215 |
75.6917496377728 |
-62.1865490159402 |
-36.9502072305854 |
-35.0351573179554 |
-56.4809598022167 |
-50.7833143314714 |
-41.6308163865338 |
-8.42155602300948 |
-36.6545466637151 |
-49.6370550018465 |
-72.0109891860645 |
13.403948190608 |
38.8538408621974 |
-47.1472000031582 |
-44.7806280986517 |
-31.4300900215126 |
-72.9386130601415 |
-67.218761756474 |
-80.9548387508373 |
-25.0940035293449 |
-51.810011917289 |
-27.412675193777 |
-31.2354647018235 |
24.5283206005658 |
40.9127659729146 |
-18.6329493378787 |
16.8379444376597 |
26.2004919030688 |
17.3633925238705 |
-271.356010974634 |
145.315488567642 |
176.657439081746 |
138.892610958301 |
142.663504324242 |
30.6007702300798 |
74.0149690543682 |
83.3341421888942 |
-37.4327547672294 |
72.8908623475173 |
88.2000185360396 |
80.3248648107666 |
160.701029348473 |
59.0018279946765 |
66.6533679735123 |
45.7316446492171 |
30.2257096518777 |
42.3161982700176 |
37.0533366209149 |
32.7280809715352 |
-28.5534226579017 |
-543.800052305453 |
251.482860788851 |
188.924723201765 |
252.027293722674 |
171.222313946863 |
11.071858113347 |
76.7844048597868 |
-43.9238200923376 |
84.5127933972057 |
104.716040141504 |
-20.1071213109123 |
-7.44909910837694 |
192.221330457901 |
36.6458826253384 |
-303.059912965148 |
174.901220393918 |