ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.4753 | -0.529 | 0.0517 | -0.9188 | 1.1461 | -0.1484 | -0.9186 |
(p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.676 | 0.2682 | 0.6897 | 1.1075 | -0.1115 | -0.881 |
(p-val) | (NA ) | (0 ) | (0.0183 ) | (0 ) | (0 ) | (0.5106 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.6814 | 0.26 | 0.693 | 0.9851 | 0 | -0.7556 |
(p-val) | (NA ) | (0 ) | (0.0196 ) | (0 ) | (0 ) | (NA ) | (0.0058 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
417.127658007363 |
-212.194668470488 |
490.329893350204 |
288.125482126609 |
473.732721976609 |
275.235150464233 |
-482.769707442293 |
-325.420703784923 |
736.407589929015 |
601.276218236079 |
-268.064991862188 |
104.414552859321 |
-369.231267298241 |
170.867979332293 |
-552.197023425143 |
-14.1643820198486 |
243.457949263750 |
-18.3063524477978 |
25.3083498614951 |
-48.7486988103792 |
-109.998981391337 |
-144.270133319235 |
-20.4779190512227 |
-268.557149443918 |
73.4973074975386 |
-299.557350395007 |
529.584706308896 |
-389.488306133626 |
116.513238604612 |
-37.3600499082073 |
548.76240865537 |
199.933717244935 |
-90.2814989297118 |
-320.946904437108 |
343.874244118772 |
-738.354127299012 |
282.737825300481 |
-22.565346525694 |
186.575693399288 |
252.827343791413 |
204.404373000786 |
-22.1718178607569 |
-142.305092743622 |
418.20957534884 |
-277.230843183094 |
-390.388196758858 |
-1062.20309177000 |
-231.418983918833 |
923.451899866601 |
-48.1622191134834 |
98.1488331518557 |
270.309388844823 |
-81.6135796003743 |
327.691689511935 |
0.453629384238194 |
208.745441120593 |
-248.150694596317 |
-411.293933486247 |
411.998164250189 |
-95.1780902277769 |
-648.474861652161 |
-220.088281807961 |
113.531484746907 |
186.566401348056 |
480.44124446954 |
-91.5996791525565 |
-56.4463789664464 |
296.106416841665 |
47.0509088382925 |
-385.047195935872 |
11.3334402342258 |
317.328312194855 |