ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2471 | 0.1929 | 0.3594 | -0.5537 | 0.35 | -0.2434 | -0.2724 |
(p-val) | (0.5376 ) | (0.2433 ) | (0.0219 ) | (0.2102 ) | (0.7396 ) | (0.2913 ) | (0.8035 ) |
Estimates ( 2 ) | 0.2081 | 0.1835 | 0.362 | -0.5117 | 0.0901 | -0.2164 | 0 |
(p-val) | (0.5923 ) | (0.2521 ) | (0.0182 ) | (0.2319 ) | (0.6274 ) | (0.3247 ) | (NA ) |
Estimates ( 3 ) | 0.1663 | 0.2029 | 0.3737 | -0.4802 | 0 | -0.2209 | 0 |
(p-val) | (0.6915 ) | (0.2039 ) | (0.0159 ) | (0.3122 ) | (NA ) | (0.319 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1697 | 0.3938 | -0.2989 | 0 | -0.1919 | 0 |
(p-val) | (NA ) | (0.225 ) | (0.0035 ) | (0.0508 ) | (NA ) | (0.358 ) | (NA ) |
Estimates ( 5 ) | 0 | 0.1404 | 0.3889 | -0.2913 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.301 ) | (0.004 ) | (0.0514 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0.3867 | -0.2546 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0053 ) | (0.0497 ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
2.07499637734079 |
153.675517441929 |
103.419623762635 |
216.189803152609 |
335.382010451738 |
463.370543682255 |
-382.820070251666 |
-186.903140522640 |
-303.415413794258 |
238.674290066074 |
176.076176195619 |
96.5778356789821 |
95.3392188336864 |
216.60373476563 |
274.960742656616 |
-244.168173910860 |
354.989326442553 |
-17.8193942637513 |
-12.8538062127354 |
943.698908296033 |
-472.607381256773 |
-100.888252979811 |
-304.016474181599 |
275.092987823520 |
50.2014972680345 |
-30.6825960547155 |
-399.523719975333 |
-171.407448165688 |
-4.33915556164447 |
100.990368385169 |
-45.1250611081332 |
60.524272205952 |
150.909545634929 |
405.306656410578 |
-65.4800539151238 |
-103.487491889994 |
-130.737362685940 |
-57.0348319265543 |
-145.575463339584 |
253.094314834186 |
28.2061072575052 |
24.6319668588603 |
607.70263792905 |
-0.307703691212737 |
95.4911734363877 |
644.358106638274 |
190.496299237879 |
-221.756674923333 |
-140.369181621094 |