ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | sma1 |
Estimates ( 1 ) | 0.3783 | -0.2154 | 0.2483 | -0.9998 |
(p-val) | (0.0063 ) | (0.1351 ) | (0.0688 ) | (0.0198 ) |
Estimates ( 2 ) | 0.3063 | 0 | 0.1791 | -0.9999 |
(p-val) | (0.0188 ) | (NA ) | (0.1727 ) | (0.0016 ) |
Estimates ( 3 ) | 0.2961 | 0 | 0 | -1.0011 |
(p-val) | (0.0249 ) | (NA ) | (NA ) | (0.0571 ) |
Estimates ( 4 ) | 0.0849 | 0 | 0 | 0 |
(p-val) | (0.5171 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
2.51199853072912 |
-101.63204101167 |
345.658829450542 |
205.391906633097 |
-76.8643734322115 |
-139.161242367254 |
83.2242298039808 |
-120.027224416272 |
30.677515261884 |
-201.782700177471 |
-270.021903045458 |
-98.6364308736273 |
335.441529621131 |
-173.589407545883 |
1014.39401077477 |
155.939734271803 |
-506.458606826842 |
-192.743224407282 |
-126.135626566469 |
-105.605989225233 |
-234.982922798476 |
-19.2018312341236 |
-130.604380609653 |
-51.624675042337 |
-8.65189946020337 |
316.188466786622 |
-1623.74050269898 |
-658.42989584039 |
500.403044898391 |
75.2424200994919 |
-35.5077342929721 |
11.2071526037257 |
60.2359856371718 |
-15.1783195702794 |
-88.1510951524133 |
-365.444746856478 |
-498.335849185013 |
-242.0080430779 |
867.363569125741 |
222.437321348434 |
-499.957802519052 |
162.322980260373 |
68.6433608594411 |
24.2936517040644 |
2.36839497248093 |
10.5755475762066 |
5.06620466765457 |
-105.509342908552 |
206.913500899661 |
252.191684017781 |
-554.835540400084 |
-60.8382621083829 |
182.99839138442 |
-191.77094434801 |
-113.974384197714 |
-57.0491274661304 |
-6.22744703640979 |
-22.9813141828959 |
-75.9626283657917 |
252.621457811177 |
-596.883059250635 |