ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6081 | -0.0627 | 0.4543 | -0.665 | 0.44 | 0.3609 | -0.9999 |
(p-val) | (6e-04 ) | (0.7224 ) | (0.0069 ) | (0 ) | (0.0278 ) | (0.1184 ) | (0.0068 ) |
Estimates ( 2 ) | 0.5788 | 0 | 0.4206 | -0.6595 | 0.4319 | 0.3647 | -1.0033 |
(p-val) | (9e-04 ) | (NA ) | (0.0078 ) | (1e-04 ) | (0.1304 ) | (0.2166 ) | (0 ) |
Estimates ( 3 ) | 0.5841 | 0 | 0.4009 | -0.6827 | -0.5329 | 0 | 0.0719 |
(p-val) | (2e-04 ) | (NA ) | (0.006 ) | (0 ) | (0.2324 ) | (NA ) | (0.8966 ) |
Estimates ( 4 ) | 0.5795 | 0 | 0.4057 | -0.6761 | -0.4769 | 0 | 0 |
(p-val) | (1e-04 ) | (NA ) | (0.0043 ) | (0 ) | (0.0031 ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
4.81625124989096 |
-40.7405859454576 |
-4127.43177901184 |
1538.09680321135 |
3093.59359712013 |
1791.43203957305 |
447.326213633494 |
2706.45844677902 |
1355.37591997818 |
-738.505051596789 |
909.216486212919 |
-2312.39178409079 |
2487.78213425067 |
2011.69396697183 |
83.9377846766223 |
728.623121090734 |
772.394753576827 |
641.197212963218 |
452.674952010586 |
1046.66172581520 |
-877.777839412817 |
-1708.20887990002 |
671.279888297017 |
-552.85740161756 |
961.130246165213 |
772.299425920204 |
-1653.53156764065 |
570.783234206145 |
-821.217717903705 |
717.482501498676 |
1059.92691958277 |
1082.60738373741 |
-2466.13097677612 |
4305.80738228721 |
1104.50486345819 |
1167.88452306055 |
-1599.77034270801 |
-1065.92135163817 |
1342.58123044124 |
2387.34080062424 |
790.258274022624 |
1702.75050267666 |
-454.555481312378 |
458.414819644545 |
846.858198637233 |
719.172892236993 |
1192.9941395174 |
1056.21126544710 |
-836.055995202895 |