ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | 0.9649 | -0.059 | 0.0769 | -0.8377 |
(p-val) | (0.001 ) | (0.8284 ) | (0.725 ) | (4e-04 ) |
Estimates ( 2 ) | 0.9314 | 0 | 0.0505 | -0.8329 |
(p-val) | (1e-04 ) | (NA ) | (0.7823 ) | (4e-04 ) |
Estimates ( 3 ) | 0.9872 | 0 | 0 | -0.8664 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) |
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 |
163.413873189958 |
190.957766625954 |
751.886612719851 |
279.45068818933 |
2916.31213440319 |
2075.0583701753 |
1881.13080810695 |
2512.22179510240 |
6158.2845538771 |
4050.25638614473 |
2814.09069921838 |
-60.8260230686774 |
-1034.00664234818 |
-5112.31878741769 |
3642.40538652637 |
29367.8721547024 |
-3516.67724349781 |
3049.07912718700 |
-2650.67969658921 |
2095.09749835630 |
3850.43831976282 |
-4800.6531230095 |
-2425.23215366126 |
-3347.29533509188 |
2455.71885787564 |
218.264793269816 |
3380.86702571120 |