ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7519 | -0.1632 | 0.1256 | -0.3392 | -0.1742 | 0.1694 | -0.9998 |
(p-val) | (0.2749 ) | (0.6181 ) | (0.4393 ) | (0.6182 ) | (0.5085 ) | (0.5631 ) | (0.1919 ) |
Estimates ( 2 ) | 0.4185 | -0.0198 | 0.135 | 0 | -0.1823 | 0.1672 | -0.9999 |
(p-val) | (0.0052 ) | (0.9041 ) | (0.3621 ) | (NA ) | (0.4887 ) | (0.5681 ) | (0.1989 ) |
Estimates ( 3 ) | 0.4115 | 0 | 0.1276 | 0 | -0.1901 | 0.1614 | -1.0002 |
(p-val) | (0.0028 ) | (NA ) | (0.3439 ) | (NA ) | (0.4552 ) | (0.5752 ) | (0.2004 ) |
Estimates ( 4 ) | 0.4159 | 0 | 0.1331 | 0 | -0.3667 | 0 | -0.6666 |
(p-val) | (0.0026 ) | (NA ) | (0.3232 ) | (NA ) | (0.1666 ) | (NA ) | (0.2562 ) |
Estimates ( 5 ) | 0.4504 | 0 | 0 | 0 | -0.3539 | 0 | -0.7004 |
(p-val) | (9e-04 ) | (NA ) | (NA ) | (NA ) | (0.2093 ) | (NA ) | (0.3044 ) |
Estimates ( 6 ) | 0.4182 | 0 | 0 | 0 | -0.6897 | 0 | 0 |
(p-val) | (0.002 ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.60499812614048 |
-219.236680760478 |
-521.20260826423 |
482.927830041167 |
-147.204530470576 |
-145.432081071953 |
80.6086100516124 |
196.214940558138 |
44.6491154297207 |
164.782634516565 |
220.253632696728 |
259.779416310964 |
-68.5303693253219 |
62.2065882876812 |
-8.65246798735436 |
240.84627339046 |
555.615590954205 |
58.0030307635308 |
430.015553172425 |
-254.144625380234 |
117.027624842844 |
375.425205445409 |
23.9285543068113 |
-901.361591360364 |
448.302606917196 |
153.490252948633 |
-12.9378635347481 |
-39.4671338228205 |
228.517957248230 |
-7.34572938124658 |
451.942565355992 |
77.7171256677967 |
-228.006219241165 |
423.919339108727 |
207.966345817754 |
923.727856670796 |
777.528028758897 |
-686.472259429622 |
58.8926772421796 |
-57.9567706074544 |
-59.0642282836198 |
140.441660565683 |
-245.378974963409 |
-188.670199414414 |
-87.4060445975076 |
13.3476891900010 |
-26.9947557449186 |
-55.5097147829353 |
362.558592953968 |