ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1771 | 0.2883 | 0.5322 | -0.2691 | 0.2971 | -0.2373 | -0.7791 |
(p-val) | (0.3249 ) | (0.0342 ) | (0.0012 ) | (0.1772 ) | (0.5706 ) | (0.3778 ) | (0.4368 ) |
Estimates ( 2 ) | 0.1715 | 0.2677 | 0.5518 | -0.2845 | 0 | -0.3179 | -0.3767 |
(p-val) | (0.3257 ) | (0.0408 ) | (5e-04 ) | (0.1445 ) | (NA ) | (0.0983 ) | (0.0881 ) |
Estimates ( 3 ) | 0 | 0.3408 | 0.6485 | -0.1414 | 0 | -0.3444 | -0.4076 |
(p-val) | (NA ) | (0.0012 ) | (0 ) | (0.3808 ) | (NA ) | (0.0632 ) | (0.0761 ) |
Estimates ( 4 ) | 0 | 0.3372 | 0.6457 | 0 | 0 | -0.3488 | -0.3612 |
(p-val) | (NA ) | (6e-04 ) | (0 ) | (NA ) | (NA ) | (0.0596 ) | (0.0912 ) |
Estimates ( 5 ) | 0 | 0.3052 | 0.6475 | 0 | 0 | -0.3381 | 0 |
(p-val) | (NA ) | (0.0017 ) | (0 ) | (NA ) | (NA ) | (0.0746 ) | (NA ) |
Estimates ( 6 ) | 0 | 0.3199 | 0.5947 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.0018 ) | (0 ) | (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 |
11.7032737383631 |
264.356768894977 |
-333.507345971856 |
-210.795948711155 |
876.162613265277 |
-8.61846001953114 |
267.009743569356 |
1118.53563491084 |
906.410832575907 |
-458.432025138732 |
815.392038134514 |
31.019956032327 |
1070.06915779427 |
-234.631306248794 |
-15.8187211838894 |
549.179571267712 |
487.731728358624 |
-49.6649825931385 |
-829.487053446068 |
-346.733856423507 |
171.805426436390 |
529.552492525113 |
-430.912570671991 |
-1077.30977379593 |
-130.281229908720 |
892.911060652452 |
-808.774174855754 |
390.528244214586 |
795.513231061164 |
1091.07902624628 |
-226.112387479156 |
1019.12784471833 |
-1690.47689313543 |
711.774734718149 |
441.417475136136 |
1074.69484842079 |
-407.144429648537 |
-1010.89757360976 |
1007.06372345535 |
324.541623150037 |
-1365.93479414930 |
-300.092617054041 |
176.084612504594 |
163.029932085366 |
560.291738727123 |
447.233851137611 |
471.658207325498 |
446.18676462425 |
841.709435611576 |
-331.151070912627 |