ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | 0.4338 | 0.0357 | 0.0891 | -0.5128 | -0.1802 |
(p-val) | (0.0014 ) | (0.8061 ) | (0.5013 ) | (8e-04 ) | (0.2792 ) |
Estimates ( 2 ) | 0.4471 | 0 | 0.1032 | -0.506 | -0.1782 |
(p-val) | (4e-04 ) | (NA ) | (0.3879 ) | (8e-04 ) | (0.2848 ) |
Estimates ( 3 ) | 0.4801 | 0 | 0 | -0.5171 | -0.1911 |
(p-val) | (1e-04 ) | (NA ) | (NA ) | (6e-04 ) | (0.2518 ) |
Estimates ( 4 ) | 0.4637 | 0 | 0 | -0.4234 | 0 |
(p-val) | (1e-04 ) | (NA ) | (NA ) | (6e-04 ) | (NA ) |
Estimated ARIMA Residuals |
Value |
4.46699193368938 |
67.4858452920268 |
299.971127940149 |
-412.841335067506 |
-127.867826053876 |
51.2797147921555 |
-257.185804209467 |
-6.34178373903017 |
81.3124510587375 |
-362.794605142081 |
-284.272547339735 |
-86.1362695863367 |
-385.080116553468 |
-5.95532491567377 |
-282.547425478256 |
84.8249742780857 |
-429.934573711546 |
-130.742277131268 |
-282.250591558963 |
280.981616674588 |
189.106801133655 |
-334.432185848183 |
-124.638403987761 |
257.995775759249 |
-668.226325083358 |
230.902404609833 |
-95.633966486676 |
119.312348637854 |
174.473708253070 |
-42.8904323042844 |
87.3679783164216 |
-65.3544896655735 |
341.17644603306 |
-68.3988315042034 |
-248.530024254875 |
-839.011043609716 |
-235.68386890323 |
406.348658339874 |
-174.470866039452 |
33.6748733646614 |
156.840914639043 |
-91.2208427848163 |
387.051368753146 |
144.025748341642 |
46.178907518537 |
238.576641456797 |
-19.2513280673666 |
547.045441750367 |
325.076012611341 |
-411.885098996517 |
-32.6463925460957 |
-60.4607114648511 |
31.4512915718246 |
81.993640331225 |
-79.2702652744729 |
-113.694580447362 |
81.750068371758 |
44.7139589137832 |
-171.280556794001 |
-37.4114281843631 |
364.207238309089 |