ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1079 | 0.1785 | -0.1373 | -0.7429 | 0.6312 | -0.1222 | -0.4578 |
(p-val) | (0.4446 ) | (0.1315 ) | (0.1693 ) | (0 ) | (0.4959 ) | (0.5032 ) | (0.6213 ) |
Estimates ( 2 ) | 0.1063 | 0.1769 | -0.135 | -0.7436 | 0.1742 | -0.029 | 0 |
(p-val) | (0.4533 ) | (0.1353 ) | (0.176 ) | (0 ) | (0.0762 ) | (0.8161 ) | (NA ) |
Estimates ( 3 ) | 0.1093 | 0.175 | -0.1346 | -0.7443 | 0.1736 | 0 | 0 |
(p-val) | (0.4392 ) | (0.1383 ) | (0.1776 ) | (0 ) | (0.0761 ) | (NA ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1239 | -0.155 | -0.6616 | 0.16 | 0 | 0 |
(p-val) | (NA ) | (0.2299 ) | (0.1012 ) | (0 ) | (0.0981 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | -0.1764 | -0.6098 | 0.1544 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0589 ) | (0 ) | (0.1124 ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | -0.1761 | -0.604 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0614 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | -0.6536 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
3.64699743165516 |
-1484.67498475619 |
1997.87414795554 |
-376.878321300404 |
-840.670082486035 |
1868.14089673695 |
-791.96937090683 |
-820.519763285021 |
607.438331124589 |
-772.374569976307 |
117.182264603839 |
2519.04221590701 |
-1439.60938507432 |
-1669.83411984048 |
1642.61383215521 |
-741.930884759918 |
9.28119246691994 |
970.787346274633 |
-274.860599741593 |
-1062.17641127529 |
213.848678771503 |
-559.076118619175 |
-654.65642747335 |
585.561583162759 |
241.405686642847 |
-1171.85098849757 |
1501.56504248489 |
984.97583167185 |
-135.800764047642 |
1693.75750420981 |
-944.918413269222 |
-716.291692805205 |
536.212919660064 |
-626.18090873495 |
-834.237842756073 |
-891.065438171221 |
2341.97596358316 |
-1036.04012941154 |
-178.264415326884 |
1905.18447649036 |
2990.96715586331 |
3706.22484459856 |
421.349649464417 |
-2008.86664960041 |
-1883.44102940673 |
-1641.6821400498 |
-2276.15862915055 |
375.25645980304 |
-1319.65578786082 |
-1532.74616957785 |
880.082109755468 |
409.517422201182 |
-1158.91500206828 |
1674.38767972389 |
-1783.994378411 |
-2117.78418245492 |
94.5440715534521 |
1401.30771696506 |
3897.53780737959 |
-958.688923869042 |
-2731.81645134633 |
1333.52399295803 |
382.986176462365 |
-1477.89900924068 |
288.73326958745 |
-544.798972554659 |
67.7702682871059 |
2084.89177280795 |
1196.62202257651 |
3846.09576181307 |
-188.50240378415 |
-1408.52398235265 |
357.065119084689 |
-1232.89007589314 |
609.190435985591 |
3027.16164811478 |
2190.56821213529 |
-4188.99208832251 |
-1407.75204535761 |
-1021.09191948437 |
-1547.54708673717 |
-1220.81365053653 |
1057.1628372612 |
-407.82294972356 |
1645.36080040878 |
3914.97358646937 |
-1045.46465158984 |
-1088.74219970489 |
-1748.22973938628 |
-384.48262879647 |
1476.36768647079 |
1972.08233387763 |
-1003.70941145319 |
2814.57709574155 |
-1246.78461403505 |
-261.974740816168 |
-278.179212114239 |
-1350.91169536513 |
-334.608569848304 |
2090.7931659506 |
521.256215855939 |
1651.18144786948 |
1964.69341475466 |
2042.33361824935 |
-1044.05880260499 |
456.036461757361 |
3256.73066488138 |
7397.20211223511 |
-2806.72799749282 |
3651.83045321292 |
6728.54506711838 |
5100.08335457536 |
-6821.19328004412 |
8972.57957710643 |
-5310.25811792115 |
-1295.47725349665 |
-5956.9904294538 |
1809.75733671759 |
2778.31374014271 |
3627.78873379092 |
2247.00719626805 |
4266.89156208745 |
4643.10285879188 |
-3363.38929828308 |
-3587.46947796711 |
1154.34785870277 |