ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2051 | -0.0719 | -0.2273 | 0.2491 | -0.5829 | -0.345 | -0.9869 |
(p-val) | (0.6793 ) | (0.6281 ) | (0.1384 ) | (0.6151 ) | (0.0052 ) | (0.0998 ) | (0.2339 ) |
Estimates ( 2 ) | 0 | -0.0792 | -0.2101 | 0.0534 | -0.5746 | -0.3372 | -0.9849 |
(p-val) | (NA ) | (0.5855 ) | (0.1808 ) | (0.7117 ) | (0.0055 ) | (0.1093 ) | (0.2566 ) |
Estimates ( 3 ) | 0 | -0.0794 | -0.2034 | 0 | -0.5623 | -0.3313 | -0.9869 |
(p-val) | (NA ) | (0.5843 ) | (0.1947 ) | (NA ) | (0.0067 ) | (0.1166 ) | (0.228 ) |
Estimates ( 4 ) | 0 | 0 | -0.2059 | 0 | -0.5466 | -0.3104 | -0.9677 |
(p-val) | (NA ) | (NA ) | (0.192 ) | (NA ) | (0.0103 ) | (0.1475 ) | (0.446 ) |
Estimates ( 5 ) | 0 | 0 | -0.1456 | 0 | -0.9532 | -0.5544 | 0 |
(p-val) | (NA ) | (NA ) | (0.3604 ) | (NA ) | (0 ) | (2e-04 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.9435 | -0.5703 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (1e-04 ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-38.2209256877886 |
-25.7062537484295 |
-8.78614604054669 |
-143.549433697964 |
-42.9624591079809 |
-88.9885459881577 |
14.0886325887361 |
-23.3914618674755 |
-3.91688057556558 |
-33.0598387059355 |
-26.2713299071082 |
43.9553272870348 |
-36.9019356180568 |
62.3813419251369 |
2.35446996941928 |
-92.274974039265 |
-94.7424012613132 |
31.3059146633623 |
-10.6487210360685 |
6.90342728015465 |
19.6619133704088 |
-54.7012097004945 |
15.2583646523227 |
11.261626980628 |
-35.0793183508263 |
18.5171282344817 |
-52.5298586714035 |
23.4750033012650 |
-40.7051183197006 |
-34.6020860920868 |
37.3239205977251 |
-4.97010837846055 |
-36.163765585957 |
111.429795553408 |
-32.3992721559408 |
-40.5775992934779 |
-9.22380434616887 |
54.9949346728775 |
85.2961638680839 |
19.5871368793974 |
42.8461686673343 |
66.6921201775877 |
47.6411089815228 |
2.92145998384694 |
-75.4623334127209 |
9.72848590678222 |
61.3092731667239 |
3.92785954109058 |