ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | -0.7526 | -0.4211 | 0.1919 | -0.4957 | -0.1308 |
(p-val) | (0 ) | (0.038 ) | (0.1904 ) | (0.0161 ) | (0.4834 ) |
Estimates ( 2 ) | -0.7529 | -0.4281 | 0.1864 | -0.4452 | 0 |
(p-val) | (0 ) | (0.0287 ) | (0.1997 ) | (0.0127 ) | (NA ) |
Estimates ( 3 ) | -0.8882 | -0.6165 | 0 | -0.5087 | 0 |
(p-val) | (0 ) | (0 ) | (NA ) | (0.0024 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-40.0773145770001 |
-944.309059327985 |
-755.49300216454 |
-864.171973539122 |
-748.59475119742 |
655.776022634095 |
241.710865395620 |
-89.7611795839961 |
-2266.58799868467 |
-538.343168212334 |
-527.15412329574 |
-454.253961371221 |
461.30833015144 |
101.363638814497 |
-118.120370150914 |
1228.38044740478 |
13.0747435040647 |
-101.150380919666 |
-122.257510515295 |
-262.014773847752 |
188.636869362280 |
246.530091151399 |
-140.991670007085 |
-458.889266967592 |
-223.296630608335 |
359.56822267783 |
-440.77676224317 |
492.026149880559 |
-666.667500690598 |
266.241371791490 |
28.0602629949353 |
-258.4284352988 |
826.316564314024 |
62.1838231776 |
71.3851882979361 |
766.668272470095 |
-351.44962940294 |
326.252844844963 |
812.534762740932 |
580.844224686282 |
-1172.41707406428 |
1106.19568473486 |
-143.280777791439 |
1013.24827624312 |
-528.346729847553 |
-78.6395391130773 |
503.980715778809 |
725.643861463972 |
-358.432830936539 |
-846.688072147333 |
245.166242597443 |
527.297043602557 |
155.047730547059 |