ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4075 | 0.1306 | 0.842 | 0.9998 |
(p-val) | (0.0022 ) | (0.5743 ) | (7e-04 ) | (0.1025 ) |
Estimates ( 2 ) | 0.3965 | 0 | 0.9731 | 1 |
(p-val) | (0.0025 ) | (NA ) | (0 ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
1587.35868308939 |
1005.60167623220 |
1538.06420404763 |
1094.79516799656 |
1570.98015993861 |
1191.48493972855 |
1070.55426978693 |
1481.73192097534 |
1146.80967090567 |
1194.33312397666 |
1955.51711942527 |
1268.72698138754 |
1768.25544330390 |
3946.01046512666 |
-3455.59447689106 |
1608.32987279842 |
1262.80045827554 |
-320.862504089506 |
1037.56366487935 |
3318.72474314227 |
-674.941446655684 |
1754.42480731815 |
581.614218563289 |
-919.768859759633 |
1943.53470240451 |
735.579463724176 |
1629.49163427579 |
-270.494417355365 |
49.8373590519009 |
943.985148799792 |
1296.82466653276 |
-1869.81394127636 |
-1091.90710585421 |
285.734042327594 |
-233.095015459593 |
-541.610639071217 |
488.775570223078 |
-2759.86322224311 |
1506.66782823725 |
974.649688573155 |
2540.87066921619 |
-1398.7968251499 |
2484.35886541710 |
420.753297996888 |
933.135181679337 |
971.313399420422 |
87.8899041900164 |
3127.38602308454 |
345.676897901739 |
876.884613326442 |
1058.34100447531 |
-94.7803110852587 |
-283.112566922446 |
999.461693383476 |
-748.732983082293 |
880.636537356546 |
1722.25117375377 |
-603.283667899341 |
-1433.09044739980 |
86.6467919470443 |