ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.4251 | 0.1077 | 0.2543 | 0.3003 | -0.6044 | -0.3742 | -0.0179 |
(p-val) | (0.3148 ) | (0.4618 ) | (0.0452 ) | (0.4889 ) | (0.2711 ) | (0.1921 ) | (0.9767 ) |
Estimates ( 2 ) | -0.423 | 0.1074 | 0.255 | 0.2977 | -0.6199 | -0.381 | 0 |
(p-val) | (0.3131 ) | (0.4602 ) | (0.0405 ) | (0.4872 ) | (0 ) | (0.0178 ) | (NA ) |
Estimates ( 3 ) | -0.1438 | 0.1412 | 0.2213 | 0 | -0.6076 | -0.3715 | 0 |
(p-val) | (0.2694 ) | (0.2686 ) | (0.0786 ) | (NA ) | (0 ) | (0.0211 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.1491 | 0.2037 | 0 | -0.6149 | -0.4182 | 0 |
(p-val) | (NA ) | (0.2494 ) | (0.1072 ) | (NA ) | (0 ) | (0.0062 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0.1849 | 0 | -0.6266 | -0.4552 | 0 |
(p-val) | (NA ) | (NA ) | (0.1445 ) | (NA ) | (0 ) | (0.0017 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.6291 | -0.4525 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0018 ) | (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 |
0.931604072615315 |
-1.35595362597397 |
17.0144882081183 |
0.243259526792153 |
0.208091721880407 |
5.552529775767 |
5.2517948780415 |
70.8810526933129 |
-55.3373252302041 |
1.49566636265484 |
16.6194481180997 |
16.5348368271969 |
-41.7505817458043 |
-6.40167972320261 |
-26.3271879793835 |
22.9847721711825 |
34.2620960020178 |
-73.7993106824365 |
50.3023686859455 |
-60.2474792413243 |
66.1032120584824 |
46.7747315926997 |
41.0114980454743 |
31.7487681393718 |
48.5598298507638 |
28.4622949435984 |
2.01138481052462 |
-20.4800531795684 |
-12.3749356758129 |
-45.8211642025481 |
-24.7873797669525 |
-32.1353326036016 |
24.1052449316207 |
22.4854589566767 |
6.78783679162671 |
-14.7628216430014 |
-5.38447620991962 |
-27.9838350563272 |
34.8959839531985 |
23.2283403455795 |
-68.2873387556435 |
26.5724562886419 |
-16.5637259425321 |
-27.9618153696367 |
58.4235420824168 |
17.3938864873246 |
9.81619971742589 |
-4.30231645523827 |
4.19082258373271 |
18.5463743298073 |
-24.8762063631470 |
-34.7426463082004 |
-15.1945499509868 |
-10.9095375001216 |
-16.8632415429543 |
-12.0957613181201 |
21.6914847513444 |
-11.9461939672324 |
-4.85226900626549 |
-22.8998240802385 |
-14.9220352913891 |