ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0578 | 0.2554 | 0.5089 | -1 | 1.0292 | -0.0306 | -0.9225 |
(p-val) | (0.6752 ) | (0.0798 ) | (9e-04 ) | (0 ) | (2e-04 ) | (0.9029 ) | (0.0141 ) |
Estimates ( 2 ) | 0.0551 | 0.2544 | 0.5092 | -1 | 0.992 | 0 | -0.8145 |
(p-val) | (0.6798 ) | (0.0698 ) | (4e-04 ) | (0 ) | (0 ) | (NA ) | (4e-04 ) |
Estimates ( 3 ) | 0 | 0.2679 | 0.5259 | -1.0001 | 0.9931 | 0 | -0.8253 |
(p-val) | (NA ) | (0.0494 ) | (2e-04 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.00119999597320755 |
6.94812725542426 |
-14.6883630869423 |
-9.46548625144077 |
-5.43045572196068 |
-28.6396594026402 |
-1.9500291285655 |
35.2619586666326 |
26.2622515544823 |
-14.1086033191473 |
-24.7370450658388 |
-0.669824194772991 |
16.7403792134290 |
9.412287336519 |
12.8693442865935 |
12.5447836816182 |
18.1084145170852 |
0.34409096851287 |
-12.6698784026092 |
16.6257710766633 |
3.94900003408604 |
3.26809630045367 |
13.7318303535745 |
-14.0577858731503 |
-7.52157010068397 |
13.0038682232324 |
-15.7454494554867 |
-31.1206879578251 |
14.7113185991197 |
-10.1705983096955 |
6.00503300147641 |
-30.287060629949 |
-36.2812477836587 |
-51.3544961434843 |
-1.73415381032286 |
4.22511946760934 |
18.9118444734215 |
9.29855611788848 |
-4.04819992181066 |
-10.1077904704154 |
36.2158806812907 |
-53.1258316934973 |
7.98333769054018 |
-0.96067348710665 |
-2.69749180393841 |
27.9790888650381 |
-19.2430922116293 |