ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1151 | -0.1467 | 0.0171 | -0.7735 | 0.4315 | -0.0784 | -0.9996 |
(p-val) | (0.3041 ) | (0.6085 ) | (0.9599 ) | (0 ) | (0.0044 ) | (0.9201 ) | (0 ) |
Estimates ( 2 ) | -0.1224 | -0.1538 | 0 | -0.7674 | 0.4365 | -0.0778 | -1.0001 |
(p-val) | (0.408 ) | (0.2259 ) | (NA ) | (0 ) | (0.002 ) | (0.6036 ) | (0 ) |
Estimates ( 3 ) | -0.1467 | -0.1554 | 0 | -0.7609 | 0.4302 | 0 | -1 |
(p-val) | (0.2941 ) | (0.2211 ) | (NA ) | (0 ) | (0.0023 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | -0.1128 | 0 | -1.2311 | 0.4688 | 0 | -1 |
(p-val) | (NA ) | (0.3551 ) | (NA ) | (0 ) | (6e-04 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.8316 | 0.4497 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (8e-04 ) | (NA ) | (0 ) |
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 |
-33.1579304586927 |
-426.395193848500 |
115.687577589713 |
265.113144861794 |
-43.7979786666832 |
104.730451283174 |
97.21920126048 |
-132.282094473913 |
-125.133222611107 |
29.1918580232027 |
-58.5512240644578 |
-25.1795391857963 |
-81.2088568386666 |
133.413009965783 |
-16.6057539802148 |
-246.336509470685 |
-355.776195624045 |
-208.138318888450 |
171.769637117443 |
-19.1843923503729 |
269.000717695992 |
62.0179870311451 |
-122.996296068380 |
263.968262666995 |
93.2955194849777 |
-95.9685189915075 |
-143.647319688417 |
461.432733907239 |
-213.505618072507 |
400.946590427207 |
220.032755543002 |
-219.763185765890 |
331.312772596290 |
-183.910690237053 |
27.6265278017124 |
283.839588621365 |
72.7484991994548 |
258.147252042428 |
96.9501768981078 |
-118.374006698344 |
-330.057819305355 |
364.638257420787 |
58.7408698013949 |
317.323215012391 |
99.5632296077714 |
-8.29308702685703 |
179.614505422143 |
215.874253681436 |
-156.729297732686 |
-70.9144324973845 |
226.229974691784 |
81.562753463673 |
210.801677571975 |
11.8310963537732 |
-414.264239571324 |
151.270069063823 |
44.8750808504259 |
102.818791287223 |
-126.982324554658 |
-124.133346824721 |
60.6739746824303 |
-117.637159551459 |
118.827209066971 |
-131.604329327553 |
317.687898757544 |
110.541053896203 |
27.9313159996726 |
1.93239012288076 |
299.875112535989 |
241.329024435468 |
63.2428122760751 |
-369.379221319513 |
29.7757109621971 |
-51.896257617765 |
-144.576435066827 |
-214.439110514116 |
35.409184911299 |
-151.622579359121 |
252.601171214175 |
330.142523875545 |
-212.690069001347 |
94.7086109178683 |
-69.1382103838916 |
136.270837395646 |