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) | (0.4659 ) | (0.2171 ) | (0.0016 ) | (0.1339 ) | (0.5402 ) | (0.1837 ) | (0.8313 ) |
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 |
-54.7660093017358 |
-354.35406323588 |
-510.134774446169 |
547.727977198748 |
-112.500075108974 |
318.046842350673 |
605.609127200889 |
108.679836216169 |
-1149.94573870919 |
625.864508135716 |
-465.384566197371 |
-352.474489918064 |
321.602677750432 |
895.425761321787 |
-1523.85492336323 |
1968.21674664954 |
-647.723267608013 |
42.782268381439 |
-135.407162921595 |
-836.626104887458 |
318.384706163142 |
-1214.21171389652 |
-2513.76842693326 |
-862.989145144636 |
-539.738930782877 |
535.85416659525 |
-483.442202840561 |
1003.45493574997 |
-756.971777581979 |
1047.92638370093 |
1091.45949736113 |
1061.69506409110 |
-281.22253596019 |
-277.470177626501 |
1284.47369238395 |
2402.61304396386 |
-429.058374077063 |
-778.825429257704 |
326.281154909862 |
704.362396871328 |
-766.097158721646 |
586.657270782347 |
-687.585972218847 |