ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0512 | 0.1364 | 0.1758 | -0.904 | 0.1273 | 0.4121 | -0.9999 |
(p-val) | (0.7882 ) | (0.3815 ) | (0.2288 ) | (0 ) | (0.4858 ) | (0.0215 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.1801 | 0.1576 | -1.0951 | -1.2478 | -0.2563 | 0.879 |
(p-val) | (NA ) | (0.2222 ) | (0.2623 ) | (0 ) | (0 ) | (0.1549 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.1352 | 0 | -0.8627 | -1.2278 | -0.2371 | 0.8784 |
(p-val) | (NA ) | (0.369 ) | (NA ) | (0 ) | (0 ) | (0.1899 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0 | -0.8176 | -1.2588 | -0.2681 | 0.8805 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.1345 ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.8173 | -0.8996 | 0 | 0.4974 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0414 ) |
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 |
-91.1475791030107 |
3190.42180503223 |
185.862605252137 |
1550.17928222182 |
-4051.53466892196 |
-4004.1469034324 |
-2204.90421033094 |
-3175.02179676197 |
1617.67360074152 |
-2295.61084112079 |
-2267.28881152434 |
-178.308096584080 |
-2907.55001941824 |
-1216.53734921381 |
48.5092400249178 |
-1514.62908371032 |
-1870.08923636928 |
1737.07276264525 |
1322.68307094671 |
1531.26030628704 |
3529.536136408 |
1083.53779125802 |
114.816768829857 |
4962.3367137392 |
-4410.15761457681 |
-705.030349962284 |
5667.18502395077 |
1692.68355190490 |
-385.471443157229 |
2226.52946084297 |
-2876.4779008572 |
1925.6448223277 |
-163.367556720991 |
-438.55153453541 |
3334.65989098450 |
982.184861050696 |
1029.03345213034 |
-513.875854018738 |
-2510.83330372982 |
-40.1510898266841 |
706.29012138126 |
2780.73665444619 |
-1915.73938576603 |
461.574896705557 |
-194.41601170322 |
-4379.00588135181 |
401.364395856297 |
-3520.92308360079 |
4320.31714492519 |
1061.20811234363 |
918.831327257089 |
-3585.968081328 |
5000.39576505044 |
-1487.92693874835 |
1216.74262983933 |
99.3537263031683 |
-1778.52956044609 |
1253.83574142802 |
-636.914399484525 |
-1370.94420414171 |
829.700192929427 |
1312.98017076556 |
1055.28939393764 |
1642.24197042200 |
243.858906129592 |
-162.001034384922 |
1636.89305297192 |
-431.237688133459 |