ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.873 | 1.3748 | -0.3748 | 0.4493 |
(p-val) | (0 ) | (0 ) | (0.0365 ) | (0.0424 ) |
Estimates ( 2 ) | 0.9848 | 1.6071 | -0.6104 | 0 |
(p-val) | (0 ) | (0 ) | (0 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
238.062931743434 |
134.196255236253 |
184.823475832214 |
143.259279491303 |
170.094439063408 |
144.978792940636 |
200.315165985152 |
170.940897824544 |
197.843010497108 |
168.030041681407 |
172.134525430037 |
38.7586473768255 |
5074.25472784224 |
6527.49745497863 |
10857.2289187117 |
4767.59341861155 |
9611.11139014742 |
9815.39322808685 |
15880.487630175 |
-1953.87934078772 |
9088.36887108634 |
3896.36998157015 |
25061.7495290512 |
5965.80787615933 |
30096.4201613827 |
6197.80389231876 |
18808.6527754912 |
18467.6046928547 |
16942.9300083847 |
19837.6405813962 |
13320.8372509661 |
31256.7953234686 |
19448.4938739834 |
18503.2525593878 |
-2544.12417984496 |
18765.3647110512 |
-4866.2405389827 |
18297.8475810416 |
3987.80327013155 |
-1962.13385727643 |
5965.81589072695 |
-3615.57117716371 |
-5405.14755401159 |
-3089.15057406328 |
-3354.40774300017 |
15836.2487599974 |
12656.2961322389 |
6278.15920654889 |
1773.25671311402 |
4252.74914249067 |
-518.772307000538 |
16330.3093012522 |
1198.87731463900 |
11132.6279358748 |
12193.9500404376 |
-696.664276599008 |
5939.46957788695 |
-27295.3784181949 |
-4238.01142166526 |
-17571.4374794949 |
3935.43972295109 |
-16029.5083877595 |
-2966.92222599916 |
-14478.8463008854 |
-508.995630107440 |
-10960.0677565972 |
-11617.6118488806 |
-4181.27723627569 |
-12905.1320819068 |
-3599.39251750014 |
-14388.1116529129 |
-18386.3000479872 |