ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sma1 |
Estimates ( 1 ) | 0.3594 | 0.2039 | 0.3901 | 0.659 | -0.4647 |
(p-val) | (0 ) | (0.0212 ) | (0 ) | (0.0071 ) | (0.0852 ) |
Estimates ( 2 ) | 0.3713 | 0.1959 | 0.3984 | 0.2123 | 0 |
(p-val) | (0 ) | (0.0274 ) | (0 ) | (0.0213 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
726.920541180058 |
-835.464474963114 |
1052.17895048999 |
966.903327502056 |
795.150137066313 |
-736.211724631392 |
-155.290150134677 |
253.250362147399 |
-623.151553655914 |
222.471834385114 |
-33.2953522362827 |
45.9642984956699 |
1160.85464307857 |
-498.57849585193 |
-80.1905597728201 |
758.149338963244 |
145.285178471253 |
247.764827198772 |
-899.774413455089 |
266.612052435587 |
935.659053363758 |
1025.55459790085 |
-903.944091970662 |
333.783045467242 |
215.939961071106 |
2091.11125122594 |
-465.651015142686 |
1520.69371977184 |
-685.061716561409 |
-400.670215697265 |
-1722.22447860434 |
415.52770575946 |
-296.656285011034 |
425.095601199875 |
-93.4498414072714 |
-497.368431598716 |
291.492270567442 |
-1516.5488785967 |
775.923548658583 |
-791.019078287106 |
1902.46636578483 |
221.702303400163 |
-816.931803688331 |
-132.99125565604 |
1020.89020739846 |
-57.511526419763 |
199.129733923442 |
433.62063525211 |
-509.74296716723 |
-1090.26132254052 |
766.423910390642 |
2438.44891533092 |
-91.8566262708494 |
-694.16686029749 |
911.176618517199 |
-909.485042703343 |
-1204.78511996565 |
-558.841358734888 |
2121.34864780106 |
-608.43856539054 |
304.641170464506 |
467.237885910803 |
124.391364118122 |
1938.92560565835 |
-669.421255454137 |
-336.051503772931 |
409.63500630129 |
-325.413259482164 |
343.172788808719 |
712.517012997721 |
-329.888100204114 |
-1535.99737197761 |
-288.017907242907 |
-1.95204083386195 |
777.602314779239 |
-491.946261143132 |
675.688368638687 |
1136.02455017678 |
1059.7757417105 |
1018.81181062491 |
-878.373407519558 |
423.125245123225 |
116.536308990539 |
326.447908000776 |
-305.286429570862 |
-1561.27477432359 |
-375.536289351027 |
-780.526005455411 |
173.049387193163 |
-291.990093670529 |
274.6036066294 |
1398.02650855736 |
-44.9691624564928 |
-50.9143867075697 |
506.381092428069 |
373.704270040581 |
-344.400441685041 |
-278.148990846597 |
-1056.2373838281 |
144.46449054688 |
219.511444105443 |
1013.01062908489 |
1358.50474800822 |
-901.086582371793 |
-420.72835129178 |
925.013543408577 |
-401.02910794345 |
-491.169984172271 |
-475.426875756126 |
800.864895367658 |
-699.783252855806 |
-270.925679029953 |
258.725159401325 |
-140.764753344935 |
442.276808338505 |
703.213781698139 |
-379.53158529972 |
349.305865579528 |
-632.28631796445 |
452.021246623962 |
388.058063267012 |
235.885359778851 |
-196.61715462479 |
-397.519524053754 |
-357.721340913117 |