ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2246 | 0.045 | 0.6565 | -0.1057 | -1.0024 | -0.0044 | 0.9353 |
(p-val) | (0.158 ) | (0.733 ) | (0 ) | (0.6004 ) | (4e-04 ) | (0.9867 ) | (0.0015 ) |
Estimates ( 2 ) | -0.2254 | 0.0436 | 0.6578 | -0.1059 | -0.992 | 0 | 0.8735 |
(p-val) | (0.1549 ) | (0.729 ) | (0 ) | (0.5974 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | -0.2508 | 0 | 0.6412 | -0.0794 | -0.9911 | 0 | 0.8679 |
(p-val) | (0.0907 ) | (NA ) | (0 ) | (0.6745 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | -0.2925 | 0 | 0.6295 | 0 | -0.9915 | 0 | 0.8747 |
(p-val) | (0.006 ) | (NA ) | (0 ) | (NA ) | (0 ) | (NA ) | (0 ) |
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 |
-13.7506393261368 |
-18.5156048349480 |
118.534943703584 |
-109.934614260335 |
-235.203385329663 |
64.0753775704576 |
136.719107916467 |
44.1285628064009 |
0.292044144983964 |
32.2121445111416 |
28.927587908887 |
130.056585784244 |
-147.730652805432 |
-66.2690536448241 |
96.351303065537 |
18.7891096960369 |
-116.487202769076 |
-14.4089602577902 |
128.408073027160 |
-97.538352038245 |
234.211698670117 |
-144.950380674081 |
117.906825168836 |
-179.808673460077 |
86.2731000284544 |
50.7191294860134 |
-277.373557148617 |
-259.636263161431 |
-91.5918938066606 |
-136.328113629816 |
90.9175199108197 |
-57.1193924407768 |
52.5150630438818 |
-73.1294297563123 |
76.8982124814274 |
49.3500179662534 |
131.112675983900 |
37.638413424348 |
119.893704337051 |
86.2007029312512 |
235.156972750579 |
-41.0538684311366 |
-52.0436624394618 |
90.4205812687436 |
20.8741269828199 |
55.5529083748420 |
-52.0214337865948 |
-49.1535237631461 |