ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.1428 | -0.3732 | -0.197 | -0.9607 | -0.147 | -0.2447 | -0.9607 |
(p-val) | (7e-04 ) | (0.4677 ) | (0.4926 ) | (0 ) | (0.6454 ) | (0.0823 ) | (0 ) |
Estimates ( 2 ) | 1.0049 | -0.1709 | -0.2981 | -0.9611 | 0 | -0.2791 | -0.9611 |
(p-val) | (0 ) | (0.2816 ) | (0.0132 ) | (0 ) | (NA ) | (0.031 ) | (0 ) |
Estimates ( 3 ) | 0.9324 | 0 | -0.4109 | -0.9586 | 0 | -0.3591 | -0.9586 |
(p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (1e-04 ) | (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 |
-0.136846644743055 |
5.4667493877268 |
-10.7713683953540 |
-5.1065079240981 |
12.7382281344519 |
1.1199434317353 |
-6.80694174924182 |
-11.1487406966319 |
-11.6209138249603 |
-8.85434872619538 |
13.3724728867581 |
-12.7379436768417 |
7.16262397476902 |
5.59422261985806 |
-11.2863539608069 |
-4.90640349891731 |
25.4397244846922 |
13.6460243707999 |
1.16515431154108 |
-2.74469259834954 |
-14.4278096104339 |
-8.77238026112592 |
25.7875803113664 |
-8.50832462223939 |
0.969130838788997 |
21.8164383143843 |
-21.8367706092113 |
18.3801781941699 |
6.52990273608348 |
24.4937904781679 |
3.95585346552291 |
-3.73310746623237 |
-9.66330007610214 |
-8.5924148711724 |
18.4535684650934 |
-7.70291725066488 |
2.35105436444450 |
4.90881133369898 |
-17.5749638237206 |
4.9722668119885 |
31.5238187431581 |
6.17629886430256 |
20.3010113004674 |
-22.4052016715638 |
1.05458533958350 |
-12.1107758240031 |
21.5154687828848 |
-11.0185143557838 |
-7.17968926001762 |
30.8115712123986 |
-14.6488342778704 |
0.343235794090967 |
19.3620186669950 |
22.3519678682566 |
15.3617280540961 |
-20.8278438107744 |
-7.00965974421249 |
-25.8236530753554 |
16.9439185861605 |
-19.1117851256522 |
-32.7963833980471 |
29.7284090757051 |
-37.6554253699458 |
2.08043110378836 |
20.3461568593737 |
29.1388211527646 |
-4.47254087311537 |
-12.9391373822432 |
-10.2556364283197 |
-17.5459430761444 |
23.3790806247905 |
-7.38328154599442 |
-22.9755207712301 |
23.2543876476621 |
-16.6294077397935 |
0.452418182855431 |
45.2853427565136 |
45.4961902970217 |
-2.4426021263369 |
1.57866717311925 |
-7.22510552275124 |
-16.7042912920498 |
46.9671074503568 |
-13.6353977401984 |
-13.8292779696149 |
31.4211761365979 |
-20.7130402880036 |
10.1541101082951 |
57.9867130918549 |
38.2267981559099 |
14.9780599733333 |
-11.2091525002652 |
-10.4135643792438 |
-12.9636938067361 |
36.6358892142617 |
-13.544903533712 |
-28.3858024156121 |
40.2993084107085 |
-34.9568516584571 |
9.14622547968767 |
64.3281531395407 |
37.9053818809498 |
26.5853091637665 |
-21.9407912529329 |
-10.1534296872204 |
-16.4104203337118 |
33.3402697466117 |
-20.7685037616465 |
-41.5555345066807 |
21.7666641301317 |
-51.5425042080953 |
2.14076611130209 |
51.1206433684914 |
36.0082728498236 |
24.9681453312179 |
-67.6666872147266 |
4.38912780701314 |
-37.857246775149 |
23.0311003940391 |
-10.9346992354661 |
-52.0207782421399 |
37.3055687476342 |
-51.8717237700231 |
16.5121019267543 |
39.3256827887376 |
70.6902487362703 |
26.9305756686884 |
-48.4341919232925 |
4.88955092698196 |
-20.8865462033567 |
47.2866706040831 |
-14.103390517921 |
-44.8239287232602 |
10.5044591473250 |
8.79112124990451 |
-8.39855741515234 |
61.7445759867994 |
83.8911385351213 |
5.12246741009614 |
-34.7266210582844 |
15.8923092744175 |
-45.8713831503159 |
52.8507682221234 |