ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.4151 | -0.1029 | 0.0679 | 0.7259 | -0.9064 | -0.4749 | 0.9997 |
(p-val) | (0.1199 ) | (0.5585 ) | (0.7125 ) | (0.0036 ) | (0 ) | (0.0052 ) | (0.5574 ) |
Estimates ( 2 ) | -0.4726 | -0.1082 | 0 | 0.7834 | -0.8935 | -0.4818 | 0.9948 |
(p-val) | (0.0302 ) | (0.551 ) | (NA ) | (0 ) | (0 ) | (0.0044 ) | (0.538 ) |
Estimates ( 3 ) | -0.5037 | 0 | 0 | 1.1786 | -0.8841 | -0.4402 | 0.9999 |
(p-val) | (0.0195 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0048 ) | (0.5047 ) |
Estimates ( 4 ) | -0.4705 | 0 | 0 | 0.8281 | -0.1898 | -0.3246 | 0 |
(p-val) | (0.0287 ) | (NA ) | (NA ) | (0 ) | (0.1536 ) | (0.0246 ) | (NA ) |
Estimates ( 5 ) | -0.4563 | 0 | 0 | 0.8188 | 0 | -0.2871 | 0 |
(p-val) | (0.0709 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0471 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0.4105 | 0 | -0.2758 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0227 ) | (NA ) | (0.0578 ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0.3608 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.035 ) | (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 |
0.167159894296167 |
11.2751506356700 |
-9.35947513758048 |
9.45835130653271 |
8.44495858729979 |
-1.55274608833922 |
7.62543320192944 |
-15.1648865800022 |
12.0601311538656 |
10.5343976326684 |
-10.3610873771974 |
2.81160864551481 |
-9.07472003093558 |
7.48375547050334 |
-3.91811862587633 |
0.849103043244635 |
-2.838147888358 |
27.4257902437877 |
3.51516087497846 |
19.0502713798182 |
56.398909368 |
-14.8768015115677 |
-6.71550020445784 |
47.7518225786517 |
-17.1573062255433 |
65.3689719645172 |
-13.4487111069932 |
-70.3335632779445 |
-1.06561582312174 |
20.7761295822320 |
-26.8941755125433 |
8.74804472160027 |
-35.7073641085451 |
-39.068796823014 |
3.77676712621014 |
-8.67409041411268 |
20.5085956779739 |
-22.0109732969703 |
15.0832987952134 |
-3.91986866882934 |
24.1249582788420 |
-5.65991109182927 |
-21.8979801182161 |
0.288893029505118 |
-0.974745097954951 |
10.5344891748706 |
4.18666502110426 |
6.39983914194246 |
-7.41977791978408 |
11.5061083715802 |
-3.9542427598241 |
-17.9557199297801 |
-13.1186462509411 |
-13.0971301976832 |
38.2293194297292 |
34.8359399252736 |
1.93101171054676 |