ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.575 | 0.0276 | 0.154 | -0.4922 | 0.2955 | -0.2487 | -0.3713 |
(p-val) | (0.1569 ) | (0.8661 ) | (0.3326 ) | (0.2198 ) | (0.655 ) | (0.1243 ) | (0.5956 ) |
Estimates ( 2 ) | 0.609 | 0 | 0.1596 | -0.5154 | 0.2954 | -0.2506 | -0.3807 |
(p-val) | (0.0822 ) | (NA ) | (0.2978 ) | (0.159 ) | (0.6526 ) | (0.123 ) | (0.582 ) |
Estimates ( 3 ) | 0.6248 | 0 | 0.1681 | -0.5399 | 0 | -0.2635 | -0.0752 |
(p-val) | (0.0537 ) | (NA ) | (0.2638 ) | (0.1068 ) | (NA ) | (0.0842 ) | (0.6341 ) |
Estimates ( 4 ) | 0.6022 | 0 | 0.1711 | -0.5183 | 0 | -0.2497 | 0 |
(p-val) | (0.0674 ) | (NA ) | (0.2568 ) | (0.1232 ) | (NA ) | (0.0992 ) | (NA ) |
Estimates ( 5 ) | 0.902 | 0 | 0 | -0.7748 | 0 | -0.2639 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0722 ) | (NA ) |
Estimates ( 6 ) | 0.8858 | 0 | 0 | -0.7304 | 0 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
-479.356262605896 |
194.145478005273 |
-1751.87733807488 |
364.838644188769 |
427.113372745987 |
-1934.49080306807 |
1673.10732386674 |
-724.786315756258 |
-2164.66125777221 |
-10192.1727434332 |
1500.90932392907 |
1070.54024329451 |
3527.90083246713 |
-1408.14129632939 |
-1892.66234057567 |
3954.19774997086 |
1062.39681241087 |
-874.620969453868 |
137.913383758922 |
930.038990157556 |
-4060.21706131713 |
-6778.77858634586 |
164.513797026259 |
-3263.82868419063 |
1431.02785773364 |
-2037.20553964804 |
-2199.68894284213 |
1509.25473052606 |
-3489.56759812531 |
-4197.84243065681 |
5540.93487607549 |
2956.06341731868 |
-5750.06569176112 |
7202.36369841547 |
2634.30656114512 |
3452.67377987503 |
340.780188855808 |
-111.118941618168 |
852.904862281937 |
1441.84930359132 |
-1648.81122609111 |
8473.02947617536 |
-2727.53714403016 |
-2004.62934853521 |
1205.88985479501 |
-1607.54105991328 |
3594.41761800848 |
1561.62174837107 |
2345.94270881039 |
3518.9665216651 |
4819.31505744846 |
-180.744392159901 |
-652.15397274594 |
-1265.02850128227 |
1002.41249795826 |
886.53779948381 |
-3731.72097627028 |
524.2285325365 |
-976.86186982241 |
2851.3463796792 |
-2581.3222153057 |