ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | 0.0437 | 0.3869 | 0.4531 | 0.2065 |
(p-val) | (0.8478 ) | (0.0066 ) | (0.0021 ) | (0.3763 ) |
Estimates ( 2 ) | 0 | 0.4045 | 0.4711 | 0.244 |
(p-val) | (NA ) | (2e-04 ) | (0 ) | (0.0518 ) |
Estimates ( 3 ) | 0 | 0.4129 | 0.4691 | 0 |
(p-val) | (NA ) | (5e-04 ) | (1e-04 ) | (NA ) |
Estimated ARIMA Residuals |
Value |
10.9846622141056 |
432.907328441546 |
107.043170430094 |
-310.718340613830 |
-563.066680162026 |
-821.88221024375 |
304.409150311039 |
222.739102478217 |
-153.617567620326 |
117.903300209547 |
263.985770460607 |
137.436428442010 |
118.639481312424 |
-380.133330845621 |
135.687022465525 |
1101.94387046273 |
282.984862022675 |
-277.656619420353 |
1213.63229289218 |
-205.937519696414 |
837.416857980847 |
70.1576377968922 |
-457.026488841564 |
285.390734606293 |
633.253313527115 |
-24.3105989163414 |
-361.404686409927 |
-59.5061904717804 |
439.442498115066 |
576.516427060546 |
-682.949120465639 |
-727.451380194614 |
134.705463012109 |
768.15499178165 |
-584.071129605762 |
967.307222238165 |
516.449625765914 |
1055.90052753478 |
-189.924399550924 |
920.784714361121 |
-1400.11827739204 |
787.658453797334 |
-365.585953900272 |
446.272932939253 |
-211.579722277853 |
-488.398843808552 |
667.771097626739 |
-565.189276526768 |
-1909.29498007315 |
-213.161114599616 |
379.222878002443 |
-508.45398793519 |
1441.35142606928 |
1235.12491915561 |
800.229725020592 |
935.058799094239 |