ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.8566 | -0.5894 | -0.0622 | -0.2075 |
(p-val) | (0.0768 ) | (0.2091 ) | (0.8456 ) | (0.655 ) |
Estimates ( 2 ) | -0.7717 | -0.5046 | 0 | -0.285 |
(p-val) | (1e-04 ) | (0.0014 ) | (NA ) | (0.1463 ) |
Estimates ( 3 ) | -0.9413 | -0.6008 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-52.3790054485179 |
-289.481355589424 |
494.54194663302 |
-161.125204916602 |
-45.2267527881661 |
1005.83628177171 |
-36.925832079854 |
342.83495958438 |
1314.25091544284 |
886.810954721906 |
-316.233471096358 |
973.745937230418 |
-92.417005828337 |
1076.25126575013 |
-75.5456237596632 |
-214.411641621588 |
626.287476189197 |
379.357831457496 |
-137.635148298157 |
-812.262311443738 |
-609.835033108426 |
-44.651415815144 |
472.685585828795 |
-562.929480961792 |
-1192.81827342019 |
-237.703233795914 |
566.534266798622 |
-793.652665734495 |
460.448716456503 |
423.638176953718 |
957.424373075894 |
-106.311946635185 |
570.668466212301 |
-2032.19598908302 |
693.606967808613 |
92.597484465634 |
809.012710462503 |
-494.504523392054 |
-1073.88309892307 |
881.714920620533 |
36.6734655900618 |
-1601.5256027092 |
-224.158321349372 |
183.388509822322 |
118.159975774703 |
709.77497795103 |
197.046298972702 |
609.162452013902 |
973.491760730554 |