ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1194 | 0.1745 | 0.0624 | 0.1476 | -0.0501 | -0.1649 | -0.8202 |
(p-val) | (0.9626 ) | (0.8018 ) | (0.873 ) | (0.9539 ) | (0.7715 ) | (0.2511 ) | (8e-04 ) |
Estimates ( 2 ) | 0 | 0.2069 | 0.0798 | 0.2677 | -0.0501 | -0.164 | -0.8208 |
(p-val) | (NA ) | (0.0413 ) | (0.3935 ) | (0.0123 ) | (0.7709 ) | (0.2527 ) | (8e-04 ) |
Estimates ( 3 ) | 0 | 0.2148 | 0.0772 | 0.2755 | 0 | -0.1391 | -0.8833 |
(p-val) | (NA ) | (0.0276 ) | (0.4059 ) | (0.0074 ) | (NA ) | (0.231 ) | (0 ) |
Estimates ( 4 ) | 0 | 0.2156 | 0 | 0.2765 | 0 | -0.1504 | -0.8801 |
(p-val) | (NA ) | (0.0251 ) | (NA ) | (0.0083 ) | (NA ) | (0.1881 ) | (0 ) |
Estimates ( 5 ) | 0 | 0.2266 | 0 | 0.3226 | 0 | 0 | -1.0001 |
(p-val) | (NA ) | (0.017 ) | (NA ) | (0.0011 ) | (NA ) | (NA ) | (0.0051 ) |
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 |
-18.5457164018856 |
-261.195462661567 |
-247.952813200408 |
-17.7610864476825 |
25.4503778583408 |
107.8941103548 |
90.6708529591224 |
29.8929125302565 |
252.251459687043 |
-315.878849711532 |
-892.775445782088 |
-33.1516473039986 |
411.991727801215 |
191.119648079663 |
91.4611873674338 |
194.695137350833 |
123.806525302225 |
91.1127935930945 |
-18.2276979973015 |
95.0112715179762 |
404.747519307811 |
175.903225509287 |
340.556560978557 |
790.175603191633 |
22.4401418619969 |
-113.429922016933 |
88.9620447696018 |
60.0508453804852 |
-54.796611030451 |
-2.1117328729533 |
273.52007745274 |
-46.7970265846053 |
153.675901696532 |
259.196564610962 |
-314.522204534127 |
-577.166575276817 |
270.806867202906 |
63.0486488270652 |
393.02988610383 |
-79.3974584350711 |
-79.2535464359132 |
265.359935023193 |
-328.657416121503 |
-33.654173500208 |
-432.735817190804 |
-408.104267003718 |
-830.681020006998 |
-507.448124876144 |
-730.838053001691 |
-3.62611875747336 |
-234.134572047261 |
50.3458330071006 |
-39.4677335032483 |
-50.9388108679438 |
168.5870168542 |
21.4624203878353 |
-67.047296795897 |
-63.8887337194213 |
1868.71086747724 |
-1537.6373399932 |
384.311687686989 |
26.2375599547824 |
31.3291047203423 |
119.384331564966 |
-32.1888691024076 |
308.408142108302 |
-264.609320062142 |
208.54718255341 |
765.423191773131 |
245.943168542202 |
-393.239757341397 |
678.511400416934 |
-49.8233621406765 |
304.001650419065 |
107.120951511289 |
180.867537038942 |
336.967799227359 |
-224.3692129456 |
708.900973946637 |
-630.564681874823 |
437.391302135652 |
-450.622925644459 |
-1789.61602697009 |
-466.983992114484 |
470.130712624275 |
53.4961784433762 |
-237.927823402962 |
-101.931329041667 |
-97.6090331218571 |
-278.073260329273 |
-462.13447830699 |
10.0316747547199 |
1620.48820550266 |
331.859785265848 |
-772.957503901587 |
390.462341291902 |
-121.254192830608 |
-123.590733891299 |
-148.010846394658 |
60.2340657514883 |
-136.146643677058 |
-152.394838433285 |
343.684572864673 |
-113.026390978561 |
273.456318749625 |
1069.57490998837 |
446.527488038639 |
369.70364336849 |
-428.549945652914 |
-227.089976458605 |
-284.132603385588 |
-382.904476740702 |
-119.272605409541 |
-622.648625726134 |