ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2255 | 0.2823 | -0.3104 | -0.866 | -0.4403 | 0.5331 | 0.8421 |
(p-val) | (0.101 ) | (0.0286 ) | (0.0162 ) | (0 ) | (0.0231 ) | (1e-04 ) | (0.0922 ) |
Estimates ( 2 ) | 0 | 0.254 | -0.2779 | -0.7992 | -0.367 | 0.5999 | 0.8178 |
(p-val) | (NA ) | (0.0546 ) | (0.026 ) | (0 ) | (0.0293 ) | (0 ) | (0.0659 ) |
Estimates ( 3 ) | 0 | 0.2754 | -0.2774 | -0.7939 | 0.1808 | 0.3931 | 0 |
(p-val) | (NA ) | (0.0326 ) | (0.0225 ) | (0 ) | (0.0883 ) | (0.0016 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.2735 | -0.2963 | -0.7627 | 0 | 0.4447 | 0 |
(p-val) | (NA ) | (0.0347 ) | (0.0123 ) | (0 ) | (NA ) | (2e-04 ) | (NA ) |
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 |
0.0959998589161942 |
-12.2489013304751 |
5.26095330740671 |
16.5538828475092 |
24.9260641817094 |
19.8019417449109 |
-4.42077559934764 |
1.88717677513659 |
3.58017579239505 |
12.4166496522594 |
0.0375365061738873 |
-2.42345326040235 |
-8.32150085241321 |
21.0298529893017 |
-8.35226410696584 |
-2.34586572227532 |
-0.112752223924520 |
-1.57734263456875 |
-6.97139422930171 |
-10.3355718236882 |
8.24830717164313 |
7.52309512797548 |
6.78672131966721 |
3.50529351247595 |
-4.6319860534688 |
-16.2338183581143 |
-8.36453169543308 |
-0.141300134386066 |
-2.79073503396928 |
7.88488140706633 |
24.4415768629603 |
10.2874806377258 |
-0.201790829206433 |
-5.31200574896518 |
7.45442646003124 |
-13.9561610359058 |
-23.1491861160404 |
-8.5620487853513 |
-9.65455735136478 |
6.35335309930372 |
-8.62670769149218 |
-2.66596941030593 |
19.9624311030229 |
-19.6515752903281 |
10.3897932120047 |
-2.96335381729454 |
-19.3548733401503 |
-13.0349352165252 |
-1.78924505751632 |
-24.8936348519586 |
-0.544666284721132 |
1.44835436215606 |
-3.65256182620806 |
2.2014448935798 |
8.8311755130348 |
5.8222176275318 |
-17.3563746942671 |
-1.12902544522560 |
0.488864119369002 |
-16.4727479093581 |
15.2624612199785 |
0.971950580497457 |
-3.36740555857817 |
-5.52350273401874 |
3.67668762697204 |
4.38989103352718 |
-4.19187917557715 |
12.1540003251146 |
-18.5917304351301 |
-1.87929658778815 |
-0.167614266468764 |
11.9588943401845 |