ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1471 | 0.5553 | 0.2298 | -0.4055 | 0.8059 | -0.6301 | -0.4055 |
(p-val) | (0.5785 ) | (0 ) | (0.2476 ) | (0.6672 ) | (0 ) | (0 ) | (0.6672 ) |
Estimates ( 2 ) | 0.0619 | 0.6058 | 0.2749 | 0 | 0.7527 | -0.577 | -0.6733 |
(p-val) | (0.7712 ) | (0 ) | (0.1088 ) | (NA ) | (0 ) | (0 ) | (4e-04 ) |
Estimates ( 3 ) | 0 | -0.1099 | -0.2662 | 0 | 0.8998 | 0.0767 | -0.7619 |
(p-val) | (NA ) | (0.3408 ) | (0.0141 ) | (NA ) | (0 ) | (0.6044 ) | (0 ) |
Estimates ( 4 ) | 0 | 0.3943 | 0.066 | 0 | -0.1872 | 0 | 0.5141 |
(p-val) | (NA ) | (0.0119 ) | (0.5652 ) | (NA ) | (0.606 ) | (NA ) | (0.1577 ) |
Estimates ( 5 ) | 0 | 0.3342 | 0.0886 | 0 | 0 | 0 | 0.3326 |
(p-val) | (NA ) | (7e-04 ) | (0.3362 ) | (NA ) | (NA ) | (NA ) | (0.0011 ) |
Estimates ( 6 ) | 0 | 0.3439 | 0 | 0 | 0 | 0 | 0.354 |
(p-val) | (NA ) | (3e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (5e-04 ) |
Estimated ARIMA Residuals |
Value |
33.2589783931702 |
-7.91207710197769 |
-361.373925608862 |
-323.127352578253 |
-323.416963031977 |
295.49889116074 |
1396.83160777466 |
-1.53942013119187 |
-654.970842701264 |
-999.268592844647 |
-128.230079218773 |
629.960866705679 |
752.495166138516 |
-1040.43151502322 |
-306.566331038141 |
-47.1680714328868 |
-7.94380414353873 |
59.5019832446051 |
1583.34295374734 |
689.517531520149 |
-2186.24698182053 |
-373.396925606117 |
-81.7828083237073 |
610.03134056583 |
642.175633634328 |
-763.032139252598 |
-702.468198403101 |
102.955594970743 |
-140.310747491072 |
88.22104774541 |
1786.48774930462 |
-197.194697576077 |
-1533.08867998589 |
-222.211339484114 |
-201.035644446551 |
497.200941114224 |
741.67070056298 |
-474.182639264101 |
-533.327495230016 |
-261.666061897497 |
353.99456439419 |
-73.8694846667713 |
1409.68726726279 |
251.156918319095 |
-297.64246160382 |
-40.9012137305763 |
-1170.40449425815 |
939.743035174404 |
868.56635648735 |
-844.452992859297 |
-289.025039897489 |
-1170.10570210361 |
527.103203940831 |
269.508209532814 |
2463.00225766685 |
-196.781088932275 |
-1100.78178718414 |
760.59576550527 |
727.060345229867 |
200.321967987962 |
1324.544541926 |
-287.309595685416 |
485.398156638017 |
357.078185471408 |
-98.0137042901843 |
373.910386689597 |
2978.11549994820 |
271.654417158112 |
-2547.58785471595 |
739.459190414549 |
478.200400026268 |
1694.32550114839 |
1051.91468486965 |
-26.3276182624395 |
577.405732246669 |
823.467266661974 |
-570.142172614927 |
1203.52261708272 |
2290.10202817534 |
7882.15736374175 |
-3668.20707581607 |
509.926903934174 |
-204.975728871941 |
565.964646540087 |
1285.41848132442 |
355.42213297596 |
148.319977325635 |
91.9301727439743 |
378.282165482553 |
812.625778745933 |
2311.02185708241 |
379.724480361692 |
-1312.94215564092 |
740.036983688959 |
1254.40500137889 |
1029.47829220077 |
1015.27587738143 |
-143.454748029340 |
369.792672066033 |
-489.006167269414 |
1360.75527131109 |
-40.4902609045675 |
1298.49186009378 |
-2.19699673212017 |
334.176281947308 |
-662.248740938259 |
-30.2252180153155 |
367.431243500658 |