ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1315 | 0.124 | 0.111 | -0.3842 | -0.1757 | 0.3306 |
(p-val) | (0.2388 ) | (0.2455 ) | (0.33 ) | (0.3705 ) | (0.1847 ) | (0.4412 ) |
Estimates ( 2 ) | 0.1285 | 0.1375 | 0.1183 | -0.0672 | -0.1548 | 0 |
(p-val) | (0.2521 ) | (0.1968 ) | (0.3026 ) | (0.6267 ) | (0.2417 ) | (NA ) |
Estimates ( 3 ) | 0.1151 | 0.1237 | 0.0966 | 0 | -0.1375 | 0 |
(p-val) | (0.2989 ) | (0.2308 ) | (0.3681 ) | (NA ) | (0.2905 ) | (NA ) |
Estimates ( 4 ) | 0.1184 | 0.1378 | 0 | 0 | -0.1186 | 0 |
(p-val) | (0.2958 ) | (0.183 ) | (NA ) | (NA ) | (0.3775 ) | (NA ) |
Estimates ( 5 ) | 0.0693 | 0.1164 | 0 | 0 | 0 | 0 |
(p-val) | (0.4846 ) | (0.2517 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0.1218 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.2305 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
4.5260977028923 |
90.0250802424305 |
-58.363011247074 |
167.755774033309 |
41.4598730634089 |
-181.571858907099 |
71.6234073796786 |
50.6582944818483 |
4.07009560873576 |
20.0008836806401 |
92.7805049023246 |
-154.898043858999 |
10.9052378029628 |
39.4085154020086 |
50.3724293091773 |
10.6550791322234 |
23.0341962641669 |
14.4926815571944 |
46.3078868134253 |
33.139558565972 |
-33.676150780002 |
39.9259941407208 |
-13.9392432559516 |
61.1179185475739 |
3.90656129246599 |
-29.297475488379 |
65.3808202123446 |
-29.7185491676146 |
-40.8878855945504 |
55.4330595229267 |
61.3061194521451 |
11.3290227420821 |
-27.477223240362 |
-29.143091257075 |
-53.7037857517025 |
118.28769681483 |
56.6432800367957 |
46.4968468997968 |
-55.5639741251316 |
13.9331238038058 |
56.8274441605217 |
36.5063725127457 |
8.21425932617058 |
-32.3610720540692 |
130.846561698757 |
51.8607567440486 |
90.153755642722 |
4.49432238817553 |
-1.74378412653641 |
111.633627893546 |
13.1362146545889 |
40.8525566520611 |
102.534385043888 |
251.351546441121 |
8.29974897085867 |
72.4842304360645 |
-81.3570975226457 |
-73.0515444096618 |
-13.7047959626434 |
77.8546995413244 |
42.43716058465 |
-33.9845416831686 |
9.67804467158203 |
-9.20712966308565 |
-1.66561495611222 |
88.5977285489789 |
-66.2121766548707 |
68.9941336084548 |
17.4609455237687 |
74.3073827236849 |
21.1553944422449 |
45.7716099094168 |
-86.1153940359518 |
-10.8189267270554 |
139.155330161365 |
102.087066194789 |
81.7921152180324 |
-32.9714813476576 |
43.5277615020013 |
3.10839090316676 |
21.1541332021625 |
81.1269400707815 |
72.7027132913427 |
-28.0874437542307 |
64.3335656441259 |
-1.48384881370657 |
-36.5620179841299 |
-35.6494637698197 |
69.1607567440487 |
1.4957724079768 |
35.7877610957094 |
37.6531229912225 |
40.7666251670535 |
137.358107733586 |
-12.6134378949509 |
5.7213267398356 |
36.7523658408818 |
72.3993693799603 |
59.1285809017627 |
-47.0568444620467 |
-118.032175842287 |
151.214952195633 |
67.0308503213264 |