ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1751 | 0.2201 | 0.4863 | -0.3807 | -0.473 | -0.5641 | -0.242 |
(p-val) | (0.466 ) | (0.2172 ) | (0.0016 ) | (0.1339 ) | (0.5402 ) | (0.1837 ) | (0.8314 ) |
Estimates ( 2 ) | -0.1818 | 0.2102 | 0.4858 | -0.3727 | -0.625 | -0.6385 | 0 |
(p-val) | (0.4564 ) | (0.2274 ) | (0.0017 ) | (0.1477 ) | (0.0031 ) | (2e-04 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.2564 | 0.4426 | -0.4995 | -0.583 | -0.6647 | 0 |
(p-val) | (NA ) | (0.0839 ) | (0.0035 ) | (0.0012 ) | (0.0024 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.4509 | -0.4229 | -0.5333 | -0.6273 | 0 |
(p-val) | (NA ) | (NA ) | (0.0055 ) | (0.0026 ) | (0.0046 ) | (2e-04 ) | (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 |
-54.766009301795 |
-354.35406693493 |
-510.134777079171 |
547.727980567681 |
-112.500080104682 |
318.046853415756 |
605.609126347507 |
108.679838799095 |
-1149.94574965135 |
625.864515070817 |
-465.384580407576 |
-352.4744786683 |
321.602671169523 |
895.4257738214 |
-1523.85493501189 |
1968.2167712407 |
-647.723296566174 |
42.7822963186628 |
-135.407186590958 |
-836.62610822275 |
318.384718247227 |
-1214.21173760287 |
-2513.76843784076 |
-862.989149823882 |
-539.738942679065 |
535.854193648548 |
-483.442187082145 |
1003.45493194236 |
-756.97177536332 |
1047.92639383693 |
1091.45947762644 |
1061.69507868098 |
-281.222531543768 |
-277.470177102679 |
1284.47371274495 |
2402.61304577690 |
-429.058369846770 |
-778.825437721806 |
326.281148141033 |
704.362381527173 |
-766.09714637175 |
586.657265078891 |
-687.58598156288 |