ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.0342 | 0.4031 | 0.5346 | 0.139 | -0.3888 | -0.3652 |
(p-val) | (0.8499 ) | (0.0013 ) | (2e-04 ) | (0.4891 ) | (0.0291 ) | (0.0311 ) |
Estimates ( 2 ) | 0 | 0.418 | 0.5526 | 0.1676 | -0.3887 | -0.3684 |
(p-val) | (NA ) | (0 ) | (0 ) | (0.2064 ) | (0.0291 ) | (0.0285 ) |
Estimates ( 3 ) | 0 | 0.4222 | 0.5569 | 0 | -0.4797 | -0.392 |
(p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0048 ) | (0.0158 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
10.9845028700717 |
349.098142273962 |
81.4633471855314 |
-278.766706594484 |
-560.89491396613 |
-787.622056802042 |
223.81041933827 |
252.583430955455 |
-64.2640640254719 |
80.73040441068 |
270.627944194231 |
192.475870416700 |
89.0883775511372 |
-302.316979338774 |
122.280120354141 |
941.407337774104 |
198.398814682621 |
-512.471564985318 |
1093.51318763054 |
-48.423853621373 |
692.910224832028 |
26.079799286632 |
-381.837971016715 |
166.213763786132 |
575.99873286274 |
-138.603318979601 |
-400.786387170289 |
109.657795744652 |
267.895560706265 |
71.0440187583216 |
-221.237482722575 |
-859.12342391504 |
227.217599437225 |
783.905790519395 |
-660.231228952141 |
932.01242663218 |
773.101071239821 |
906.591178563678 |
-434.797368190746 |
1106.02138904352 |
-1203.47774140879 |
637.713874315654 |
-339.209390388509 |
-23.1384684077148 |
-80.7725113823799 |
-294.659095720157 |
114.889591721596 |
-242.372208125449 |
-1600.54130499084 |
-83.8242244224257 |
98.4060165844421 |
-164.177550448057 |
916.333965820262 |
1772.39376664942 |
474.247518575659 |
654.942821965808 |