ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | 0.08 | 0.2216 | 0.3051 | 0.0197 | 0.2083 |
(p-val) | (0.5782 ) | (0.1223 ) | (0.0614 ) | (0.9142 ) | (0.2894 ) |
Estimates ( 2 ) | 0.0862 | 0.2222 | 0.313 | 0 | 0.203 |
(p-val) | (0.5107 ) | (0.1186 ) | (0.0308 ) | (NA ) | (0.2861 ) |
Estimates ( 3 ) | 0 | 0.2414 | 0.3418 | 0 | 0.1947 |
(p-val) | (NA ) | (0.0874 ) | (0.0159 ) | (NA ) | (0.3169 ) |
Estimates ( 4 ) | 0 | 0.2914 | 0.3943 | 0 | 0 |
(p-val) | (NA ) | (0.0198 ) | (0.0019 ) | (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 |
2.62239827890718 |
-13.0056695479807 |
-43.0115289998637 |
20.3342985328432 |
-18.0622905376014 |
10.4523650447898 |
52.7820609838151 |
-7.23132876760302 |
-6.8721137671494 |
-27.0456500850577 |
-59.48289180178 |
-6.36848650139771 |
-2.65642412986247 |
5.79182900517736 |
-45.0598172617763 |
-11.1301030727076 |
-24.7340622392508 |
-0.582926653249615 |
26.2044025276978 |
-17.3856847789302 |
-25.5826206166298 |
18.508086565038 |
25.6085647969921 |
17.0503692507232 |
-44.8111216052657 |
-14.5318618066071 |
1.92851557892345 |
5.4748215983941 |
-23.5792445980251 |
13.4123039606993 |
26.2864032721177 |
-56.4649799372903 |
-19.8870904218372 |
-10.7221912740229 |
-5.27946192695867 |
-30.024035102746 |
-10.9232034808692 |
-36.6405363947663 |
-23.7971064221663 |
39.9717967780159 |
5.44061034644687 |
-0.87397982405696 |
-71.8859362307485 |
37.8369641042652 |
8.03803626302852 |
-14.3263903680436 |
-16.753228958117 |
-24.8419519141585 |
24.4913543498863 |
5.12181093972913 |
8.58244752952623 |
-21.7601721257706 |
-18.4692883127225 |