ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1787 | 0.2522 | 0.2912 | -0.9998 | -1.0966 | -0.0974 | 0.958 |
(p-val) | (0.2565 ) | (0.0937 ) | (0.0874 ) | (0 ) | (0 ) | (0.6762 ) | (4e-04 ) |
Estimates ( 2 ) | 0.189 | 0.2558 | 0.2811 | -1.0001 | -0.9908 | 0 | 0.854 |
(p-val) | (0.2279 ) | (0.0886 ) | (0.0979 ) | (0 ) | (0 ) | (NA ) | (1e-04 ) |
Estimates ( 3 ) | 0 | 0.1197 | 0.2001 | -0.7882 | -0.9893 | 0 | 0.8364 |
(p-val) | (NA ) | (0.5342 ) | (0.2947 ) | (0 ) | (0 ) | (NA ) | (0.0022 ) |
Estimates ( 4 ) | 0 | 0 | 0.1667 | -0.7329 | -0.989 | 0 | 0.8399 |
(p-val) | (NA ) | (NA ) | (0.345 ) | (0 ) | (0 ) | (NA ) | (0.0023 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.6947 | -0.9889 | 0 | 0.8573 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (6e-04 ) |
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 |
-130.45709864009 |
-3419.38152759832 |
736.786819744927 |
-2496.95473299575 |
-2263.95842326422 |
-552.690715640517 |
-3019.51261635116 |
334.270101278433 |
5257.86336409686 |
7238.98473691207 |
1339.64269549695 |
-5622.96478632479 |
686.81388845831 |
-5803.20852282771 |
4493.68853600987 |
-1916.62169386525 |
-2324.16900824339 |
2248.47671277158 |
-6310.46843521626 |
-1144.61868424052 |
-4901.15398338905 |
-3103.327216413 |
1225.6200363472 |
4839.63465264752 |
-4570.28029277616 |
1335.94660833037 |
-206.732141425032 |
3318.44577096099 |
1536.77512609761 |
4402.74611370282 |
30.1059003540817 |
4907.1299900482 |
2231.95575826251 |
-3239.17729710604 |
4098.51861786614 |
6234.76929016697 |
-1525.01338240217 |
1631.86443130497 |
-1938.83883004590 |
-4924.97289483606 |
3303.29241668103 |
1431.68425190638 |
3245.42201856955 |
1886.23303051468 |
-4777.29387728419 |
670.77887339051 |
-4895.38872458391 |
102.531737081036 |