ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 1.1941 | -0.5065 | 0.3124 | -0.9798 | -0.9675 |
(p-val) | (0 ) | (0.0129 ) | (0.0235 ) | (0 ) | (0 ) |
Estimates ( 2 ) | -0.1453 | -0.0457 | 0 | 0.5037 | -1.1959 |
(p-val) | (0.6835 ) | (0.8286 ) | (NA ) | (0.1372 ) | (0.0499 ) |
Estimates ( 3 ) | -0.1842 | 0 | 0 | 0.5525 | -1.1345 |
(p-val) | (0.5458 ) | (NA ) | (NA ) | (0.0236 ) | (0.0962 ) |
Estimates ( 4 ) | 0 | 0 | 0 | 0.4068 | -0.9998 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0049 ) | (0.1258 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0.2095 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.2973 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 |
(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 |
2.51199822816355 |
-99.8330426289464 |
357.141936908044 |
159.238437220973 |
-90.3602108362018 |
-125.068840528182 |
97.2029151224329 |
-134.364784255572 |
49.1504916842264 |
-210.297419198496 |
-242.941016972121 |
-72.1019234251681 |
340.105926821397 |
-217.254898510222 |
1047.51663032757 |
21.5369289653023 |
-490.512158026458 |
-131.233799002628 |
-118.505474644677 |
-93.1721598999247 |
-225.479690961873 |
7.23978980550214 |
-135.516793584331 |
-34.6081531922894 |
-6.74931646665755 |
316.414035516261 |
-1663.2912587184 |
-445.527243486986 |
526.34150337517 |
1.72726599328439 |
-26.3618759725671 |
14.5230228252944 |
57.9573111321879 |
-22.1425179531561 |
-84.3609662608217 |
-355.325706155841 |
-455.55643659219 |
-191.557300848893 |
883.13277909513 |
108.976654097609 |
-497.831476357436 |
226.299656440742 |
31.588420900729 |
24.3819744152013 |
-0.108217691375103 |
11.0226724676265 |
3.69066239072663 |
-105.773223144121 |
220.160332077196 |
222.87465821658 |
-578.694014712415 |
15.2410017953198 |
170.806888823713 |
-212.785402627363 |
-84.4197646319487 |
-50.3133874291252 |
-1.4589448991369 |
-23.6943394321722 |
-73.0358473103224 |
261.301591289611 |
-630.744763023698 |