ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2064 | 0.3815 | 0.4598 | 0.4398 | 0.1651 | 0.372 | -0.9999 |
(p-val) | (0.2718 ) | (0.001 ) | (5e-04 ) | (0.0233 ) | (0.2455 ) | (0.0525 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.3299 | 0.3932 | 0.2535 | 0.149 | 0.3558 | -0.9999 |
(p-val) | (NA ) | (0.0017 ) | (0.0026 ) | (0.0201 ) | (0.2937 ) | (0.0653 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.3332 | 0.3956 | 0.2345 | 0 | 0.2875 | -0.845 |
(p-val) | (NA ) | (0.0016 ) | (0.0027 ) | (0.0303 ) | (NA ) | (0.0867 ) | (2e-04 ) |
Estimates ( 4 ) | 0 | 0.313 | 0.2744 | 0.2465 | 0 | 0 | -0.8882 |
(p-val) | (NA ) | (0.0036 ) | (0.0116 ) | (0.0241 ) | (NA ) | (NA ) | (0.0137 ) |
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 |
21.6288512131751 |
6974.18047551552 |
-2219.97815727393 |
3809.00110019753 |
-4099.66982595372 |
639.731703483803 |
2960.84190613399 |
1522.73638937859 |
-242.291246635584 |
788.240457695642 |
154.461340506734 |
864.743153317947 |
2392.84663589772 |
3440.52362362842 |
9619.31637072732 |
7025.52018731049 |
-3383.3103204587 |
3771.87368380255 |
-7895.82898009795 |
-4071.30294223902 |
-1726.65188076872 |
510.865980157082 |
1783.63906945105 |
905.50631752082 |
-434.009925175784 |
-444.902632050644 |
-2531.03847246293 |
-4132.52548672587 |
-2105.98237171878 |
6584.56967558252 |
-104.925343699733 |
3430.29297776696 |
807.285723886878 |
-2881.34125782242 |
2466.2252483272 |
466.513311371683 |
-264.483650728024 |
-2789.10978127955 |
1144.39849918276 |
-3505.62623332734 |
2889.50118353807 |
-5590.24828111523 |
-4523.70247848402 |
-345.027967172216 |
-600.98949589701 |
3376.40330378249 |
63.5873516553276 |
-2720.45218562597 |
-725.455307270661 |
-3816.6525317439 |
-1177.99237742915 |
-867.139666881686 |
-260.259313071564 |
-3572.80488755889 |
576.187448366033 |
1019.91112590186 |
1634.64531017067 |
4716.18447878269 |
3237.5564096856 |
-2084.30967408175 |
4693.02487396459 |
-9292.23725778084 |
1156.27420908494 |
8655.05286789953 |
5068.75553190011 |
-6378.9274396912 |
-650.316697925805 |
-5513.90202116135 |
2535.95237438817 |
1362.18982935665 |
1017.67487452649 |
2849.2964103566 |
3387.67214971408 |
-2801.76849388047 |
-3878.88566513537 |
-840.902570937031 |
1769.62110375093 |
1861.41677560313 |
6682.45463006182 |
-5114.83249263579 |
1925.23966195238 |
-172.157018459091 |
-3604.36065179831 |
3148.45209533707 |
-3067.84882057874 |