ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5832 | 0.1136 | 0.2112 | -0.7871 | 0.697 | -0.3675 | -0.9999 |
(p-val) | (0.0037 ) | (0.3915 ) | (0.0723 ) | (0 ) | (0 ) | (0.0098 ) | (0 ) |
Estimates ( 2 ) | 0.6257 | 0 | 0.2602 | -0.7757 | 0.723 | -0.4043 | -1 |
(p-val) | (0.0059 ) | (NA ) | (0.0091 ) | (1e-04 ) | (0 ) | (0.002 ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
2.35899339824658 |
-52.4064002947132 |
-76.1230932141635 |
122.100698401389 |
-626.806768104361 |
-438.960631610871 |
375.185192503792 |
-1214.76282123854 |
-125.293523148894 |
-540.877523135069 |
103.135856516317 |
185.719801241434 |
301.988187351798 |
-69.8952785044806 |
166.124592196116 |
-221.300785993558 |
-73.0715322618548 |
0.687197293786252 |
-202.621560877558 |
38.5535690986079 |
577.662864251235 |
-620.906660304246 |
61.9393851477077 |
31.561448370131 |
-197.921502885231 |
159.886864059693 |
85.5949440997375 |
350.512530903578 |
146.258002892733 |
287.133537487612 |
-139.899341216723 |
-452.962729667799 |
-325.054820416031 |
-58.1740956445457 |
117.382079639009 |
81.3880240320097 |
184.968152218985 |
157.694672424906 |
279.483011984430 |
-237.322431862234 |
210.947232356534 |
-204.335666803363 |
-26.8891032890256 |
563.061383202308 |
-390.405805375837 |
-367.006879734094 |
-102.526973413611 |
103.279873788212 |
7.33093816217584 |
-9.6737796391312 |
-283.810643427499 |
-85.1270571202463 |
-42.7588922896618 |
78.0186821107732 |
-157.338265982707 |
-147.532358062522 |
105.744770345308 |
91.0556792746626 |
12.7414853632314 |
61.0399066993986 |
4.42641063391812 |
30.3458009785437 |
-13.7514305260889 |
188.67784088223 |
116.233843552267 |
24.3245999958708 |
516.986283399095 |
136.189466279063 |
-31.1088936896663 |
556.753727077892 |
50.095856429728 |
-41.5945138264955 |
44.3791964644893 |
-47.7709033721903 |
-63.9194400024817 |
39.5314948591155 |
-454.415196617469 |
-299.158506337602 |
398.935775967266 |
1042.90575842433 |
-16.168877452315 |
-183.102263472345 |
-121.356721629990 |
-6.74039582905718 |
-145.175475946089 |