ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2193 | 0.3971 | 0.141 | 0.6664 | 0.175 | 0.0012 | -0.9991 |
(p-val) | (0.7564 ) | (0.2752 ) | (0.3602 ) | (0.3463 ) | (0.492 ) | (0.9965 ) | (0.07 ) |
Estimates ( 2 ) | -0.2134 | 0.3945 | 0.1406 | 0.6605 | 0.1747 | 0 | -0.9997 |
(p-val) | (0.7625 ) | (0.2769 ) | (0.363 ) | (0.3495 ) | (0.41 ) | (NA ) | (0.0709 ) |
Estimates ( 3 ) | 0 | 0.2996 | 0.1147 | 0.4497 | 0.1861 | 0 | -1.0002 |
(p-val) | (NA ) | (0.055 ) | (0.4232 ) | (0.0026 ) | (0.3767 ) | (NA ) | (0.0715 ) |
Estimates ( 4 ) | 0 | 0.3096 | 0 | 0.4683 | 0.1875 | 0 | -1.0001 |
(p-val) | (NA ) | (0.0417 ) | (NA ) | (0.0028 ) | (0.3808 ) | (NA ) | (0.0421 ) |
Estimates ( 5 ) | 0 | 0.311 | 0 | 0.4651 | 0 | 0 | -0.708 |
(p-val) | (NA ) | (0.0385 ) | (NA ) | (0.0035 ) | (NA ) | (NA ) | (0.056 ) |
Estimates ( 6 ) | 0 | 0.3524 | 0 | 0.5202 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.0479 ) | (NA ) | (6e-04 ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
4.46698911427547 |
61.2152693269461 |
274.315853476090 |
-380.537324522319 |
-148.899522836432 |
78.7732357072102 |
-232.147420692287 |
-6.25038286352474 |
98.727756925624 |
-332.730966578929 |
-264.244053978767 |
-55.7184581414308 |
-322.207563931369 |
-8.6473782671426 |
-223.494471104933 |
63.3878708250094 |
-380.093231253922 |
-132.757716041153 |
-235.436360434865 |
268.975679287145 |
218.955321513802 |
-349.364958476164 |
-141.319196101926 |
259.931735883740 |
-632.521068860442 |
181.001163408637 |
-39.3916784280434 |
73.581718295527 |
145.923484955356 |
-61.5361921411316 |
37.2033216234185 |
-36.7889618023292 |
345.104982163135 |
-109.542859608326 |
-302.877758393129 |
-789.580263159298 |
-311.698044353946 |
466.255079291524 |
-154.427391537523 |
-8.3506501638146 |
130.159419789995 |
-112.039569866513 |
319.748241662181 |
182.900884481214 |
101.284172613431 |
127.185930992282 |
-119.254896471998 |
427.008770501798 |
164.345683684487 |