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 |
2.35899339824744 |
-52.4064034042713 |
-76.12309822564 |
122.100705441375 |
-626.806804548606 |
-438.960663798114 |
375.185214962196 |
-1214.76288926464 |
-125.293543187924 |
-540.87755029282 |
103.135859458385 |
185.719814097502 |
301.988205349859 |
-69.8952815212872 |
166.1246004555 |
-221.300793591577 |
-73.0715472066296 |
0.687192155232986 |
-202.621565790887 |
38.5535518139673 |
577.662898873719 |
-620.906700912926 |
61.9393826758749 |
31.5614582360153 |
-197.921508900798 |
159.886868854215 |
85.5949553381566 |
350.512545786453 |
146.258014188091 |
287.133555380909 |
-139.899353748543 |
-452.962752332921 |
-325.054827910393 |
-58.1741095383994 |
117.382088833007 |
81.38803047602 |
184.968158341627 |
157.694685059384 |
279.48303012498 |
-237.322439773751 |
210.947249564918 |
-204.335665837815 |
-26.8891143453452 |
563.0614189384 |
-390.405827087954 |
-367.006904225482 |
-102.526978349319 |
103.279881958158 |
7.3309399372106 |
-9.67377818310333 |
-283.810655404512 |
-85.1270683705052 |
-42.7588854404190 |
78.0186859121946 |
-157.338276510008 |
-147.532349363227 |
105.744767150943 |
91.0556865397297 |
12.7414828374958 |
61.0399103420433 |
4.42641065459361 |
30.3458009075938 |
-13.7514378608361 |
188.677847963994 |
116.233851262961 |
24.3246017408149 |
516.98630954081 |
136.189480071315 |
-31.1088954908890 |
556.753762793254 |
50.0958619997067 |
-41.5945202159205 |
44.3791959901756 |
-47.7709074355369 |
-63.919447725538 |
39.5314992426164 |
-454.415222133475 |
-299.158526851843 |
398.935807899013 |
1042.90582216687 |
-16.1688712751611 |
-183.102268676751 |
-121.356729010529 |
-6.74039795637589 |
-145.175485357653 |