ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5054 | -0.0354 | 0.0592 | -1 | 1.101 | -0.1017 | -0.9493 |
(p-val) | (0 ) | (0.788 ) | (0.6121 ) | (0 ) | (0 ) | (0.507 ) | (0 ) |
Estimates ( 2 ) | 0.4906 | 0 | 0.0458 | -1 | 1.076 | -0.0807 | -0.869 |
(p-val) | (0 ) | (NA ) | (0.6765 ) | (0 ) | (0 ) | (0.6289 ) | (0 ) |
Estimates ( 3 ) | 0.4993 | 0 | 0 | -1 | 1.0665 | -0.0712 | -0.8707 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.6638 ) | (0 ) |
Estimates ( 4 ) | 0.5016 | 0 | 0 | -1 | 0.9942 | 0 | -0.8501 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
3.80399295137371 |
-162.589275774698 |
312.058803869603 |
130.7708880178 |
339.359675209682 |
248.481766550390 |
-311.460748120753 |
-170.522388845296 |
504.564593555147 |
317.740069302953 |
-170.263062467675 |
195.205357260261 |
-124.303763057399 |
145.072742969804 |
-333.944429415204 |
-105.03475575158 |
168.560440202986 |
-149.651519213554 |
-139.541941883557 |
-9.93836940008193 |
-148.422709881937 |
-132.325177158313 |
-147.134654003805 |
-292.998150520191 |
-77.3955978762976 |
-304.474021643595 |
90.0296754679455 |
-391.974195728403 |
-15.8577319608271 |
-209.232460348780 |
182.831715363433 |
130.752526079163 |
-213.779547678341 |
-47.55565979137 |
187.586174536045 |
-618.085752171794 |
161.708738526645 |
-136.257735942186 |
104.170252614067 |
105.320888984526 |
19.7430992056638 |
64.1755528763942 |
-91.355618683123 |
317.603036321296 |
-61.6473207806175 |
-220.840567021166 |
-798.862949661279 |
-317.235286986109 |
370.958831774730 |
-232.555562102427 |
32.0448497906002 |
81.8181224181985 |
-53.5161502554158 |
327.593714248071 |
129.001158549729 |
123.111695578202 |
159.383687961607 |
-87.3324370957195 |
386.207911431425 |
75.2057206436759 |
-319.520523652889 |
-161.095290607845 |
-13.1508007628756 |
10.0689124204705 |
76.49322223263 |
-25.5223026634428 |
-76.6284868242768 |
201.822496678983 |
31.9265800608789 |
-242.885481257777 |
-106.293642782682 |
193.99189065979 |