ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1818 | 0.2504 | 0.2843 | -1 | -1.0636 | -0.0776 | 0.8306 |
(p-val) | (0.25 ) | (0.0965 ) | (0.0958 ) | (0 ) | (6e-04 ) | (0.7621 ) | (0.0587 ) |
Estimates ( 2 ) | 0.1886 | 0.2558 | 0.2814 | -1 | -0.9908 | 0 | 0.8533 |
(p-val) | (0.2289 ) | (0.0886 ) | (0.0975 ) | (0 ) | (0 ) | (NA ) | (1e-04 ) |
Estimates ( 3 ) | 0 | 0.1197 | 0.2001 | -0.7882 | -0.9893 | 0 | 0.8364 |
(p-val) | (NA ) | (0.5342 ) | (0.2947 ) | (0 ) | (0 ) | (NA ) | (0.0022 ) |
Estimates ( 4 ) | 0 | 0 | 0.1667 | -0.7329 | -0.9891 | 0 | 0.8399 |
(p-val) | (NA ) | (NA ) | (0.3449 ) | (0 ) | (0 ) | (NA ) | (0.0012 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.6948 | -0.9889 | 0 | 0.857 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (6e-04 ) |
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 |
-144.458634798520 |
4738.17184449676 |
-56.6723703044119 |
3199.12961927171 |
-6994.10971384746 |
-5542.8260725268 |
-3704.13531761553 |
-2240.16206742915 |
4096.8878617092 |
-1005.77678609539 |
-1060.60311327861 |
95.265490199972 |
-2620.40670196995 |
-363.119908866254 |
1110.64788838372 |
237.657779935602 |
-1982.73602399722 |
2762.59479837024 |
1176.83390819240 |
2497.43479290561 |
5001.15735308267 |
3146.96815246879 |
-528.136486348389 |
5047.30491807552 |
-6305.79110970972 |
544.417430627553 |
8301.77633677279 |
2369.45747035618 |
-819.380008422531 |
1851.13498715499 |
-5721.16766581126 |
1911.73296637402 |
-3304.11797831615 |
-1326.40649294826 |
4407.63290009201 |
185.325702366445 |
2114.73159553015 |
-2193.22566856287 |
-5447.05907286864 |
296.06132547831 |
1627.28729433005 |
3795.02071852417 |
-3441.67404764907 |
-247.404854969439 |
-535.257504876322 |
-5694.1843676201 |
1113.57611491407 |
-6675.2542461228 |