ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | -0.6386 | -0.3238 | 0.2613 | -0.1224 | -0.5097 | -0.1361 |
(p-val) | (0.3078 ) | (0.5523 ) | (0.4994 ) | (0.8534 ) | (0.0195 ) | (0.4688 ) |
Estimates ( 2 ) | -0.7526 | -0.4211 | 0.1919 | 0 | -0.4957 | -0.1308 |
(p-val) | (0 ) | (0.038 ) | (0.1904 ) | (NA ) | (0.0161 ) | (0.4834 ) |
Estimates ( 3 ) | -0.7529 | -0.4281 | 0.1864 | 0 | -0.4452 | 0 |
(p-val) | (0 ) | (0.0287 ) | (0.1997 ) | (NA ) | (0.0127 ) | (NA ) |
Estimates ( 4 ) | -0.8882 | -0.6165 | 0 | 0 | -0.5087 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (0.0024 ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-40.0773145770015 |
-944.3090675283 |
-755.493006161797 |
-864.171968020738 |
-748.594746897021 |
655.776034094448 |
241.710863914870 |
-89.761185014749 |
-2266.58800397020 |
-538.343157794077 |
-527.154113675421 |
-454.253954904547 |
461.308328061409 |
101.363641675860 |
-118.120368669388 |
1228.38045657721 |
13.0747418678968 |
-101.150393286875 |
-122.257508682854 |
-262.014772446559 |
188.636887179756 |
246.530098588317 |
-140.991669811856 |
-458.889264792147 |
-223.296626512760 |
359.568221176066 |
-440.776766237153 |
492.026140438708 |
-666.667505337468 |
266.241377259319 |
28.0602660582081 |
-258.428435565225 |
826.31655655241 |
62.1838154439847 |
71.3851824921149 |
766.66827525525 |
-351.449632349837 |
326.252841422085 |
812.534768167345 |
580.844218543327 |
-1172.41707607847 |
1106.19568989441 |
-143.280782777419 |
1013.24827178323 |
-528.346735198787 |
-78.6395384033913 |
503.980717068289 |
725.643853242509 |
-358.432838164363 |
-846.688073021162 |
245.166243246207 |
527.297038078363 |
155.047731508594 |