ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.0277 | -0.369 | 0.2354 | -0.6437 | 0.4722 | 0.5241 | -0.9512 |
(p-val) | (5e-04 ) | (0.0896 ) | (0.1298 ) | (0.0199 ) | (0.0034 ) | (8e-04 ) | (0.0148 ) |
Estimates ( 2 ) | -0.1033 | 0.1398 | 0 | 0.5602 | 0.4611 | 0.5328 | -0.9236 |
(p-val) | (0.8146 ) | (0.5509 ) | (NA ) | (0.1787 ) | (0.0024 ) | (5e-04 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.1019 | 0 | 0.4654 | 0.4567 | 0.5312 | -0.8941 |
(p-val) | (NA ) | (0.5033 ) | (NA ) | (0.002 ) | (0.0034 ) | (5e-04 ) | (1e-04 ) |
Estimates ( 4 ) | 0 | 0 | 0 | 0.4371 | 0.4698 | 0.5171 | -0.8921 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0011 ) | (0.0037 ) | (9e-04 ) | (4e-04 ) |
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 |
14.4185717827122 |
1905.08294077189 |
-42.3697729694769 |
516.957662167605 |
445.920977246939 |
-423.68717891732 |
1263.21378679677 |
162.926306550356 |
45.8010131564645 |
-979.774858831754 |
-75.2960747697593 |
-654.101703728591 |
-665.182336462981 |
282.469395730669 |
-427.233125274925 |
-350.969978218600 |
1222.02695742683 |
-511.516603256168 |
-847.13710201931 |
950.445463205383 |
2378.53764025348 |
367.839115036776 |
-1273.85028579492 |
-751.256386527368 |
1365.85176414999 |
-1090.53783995135 |
1552.07455282611 |
-1518.91829972923 |
121.872571263455 |
72.7447067676821 |
205.153185159493 |
766.241103363454 |
807.720249711671 |
-1564.74113104929 |
515.752519162284 |
849.907913254887 |
614.925186250922 |
2284.84367574674 |
-364.661989014408 |
-44.738161053552 |
1926.49592302795 |
-470.14449796069 |
-651.160753365166 |
1568.11858562715 |
-729.281161961644 |
1448.84838225509 |
1463.75529339658 |
1383.68157403081 |
-34.0248421994264 |
240.016149910507 |
150.932207788956 |