ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4445 | 0.0132 | 0.1412 | -1 | -0.9546 | -0.0032 | 0.7351 |
(p-val) | (0.0114 ) | (0.9409 ) | (0.4029 ) | (0 ) | (0.2698 ) | (0.9949 ) | (0.5592 ) |
Estimates ( 2 ) | 0.4447 | 0.0122 | 0.141 | -1 | -0.9536 | 0 | 0.7401 |
(p-val) | (0.0102 ) | (0.9435 ) | (0.4012 ) | (0 ) | (0.0014 ) | (NA ) | (0.3458 ) |
Estimates ( 3 ) | 0.4488 | 0 | 0.1453 | -1 | -0.9605 | 0 | 0.7601 |
(p-val) | (0.0063 ) | (NA ) | (0.3528 ) | (0 ) | (2e-04 ) | (NA ) | (0.2972 ) |
Estimates ( 4 ) | 0.4505 | 0 | 0 | -1.0002 | -0.979 | 0 | 0.8052 |
(p-val) | (0.0081 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.1218 ) |
Estimates ( 5 ) | 0.1169 | 0 | 0 | -0.5975 | -0.4693 | 0 | 0 |
(p-val) | (0.7138 ) | (NA ) | (NA ) | (0.0321 ) | (8e-04 ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.508 | -0.4722 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (7e-04 ) | (6e-04 ) | (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 |
-3.23867359396615 |
-15.029882976993 |
38.7592323001421 |
-28.4091986354608 |
-37.8687419216920 |
-0.0914070765300648 |
-85.3669358829892 |
-9.74032591479496 |
11.4240384708137 |
-67.4949759030068 |
21.0111127636912 |
34.8158240943366 |
-12.0894559654237 |
95.5345910490821 |
236.866613731195 |
-7.95929632978546 |
-86.3902026526851 |
63.6583720351418 |
-30.989046090982 |
83.283980471407 |
-7.14228826054788 |
35.1821224328996 |
-19.9546414660797 |
27.6249074493309 |
2.61756723411409 |
-108.565069295543 |
-139.170743225888 |
-123.577534925698 |
92.4622916044699 |
30.9710335115405 |
-76.810263648768 |
63.9179137523403 |
-62.5383515291437 |
-13.9076919962165 |
74.5163529600401 |
98.7885881626992 |
-39.1532956894515 |
-6.39580231556333 |
51.657942330964 |
-136.416203012947 |
79.8710661342752 |
-34.0765890275933 |
44.0160773038695 |
5.26606351712951 |
32.9977673935592 |
138.814078392876 |
-22.2469091297435 |
62.8538461413041 |