ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1278 | 0.1664 | 0.2475 | -1 | -0.6699 | -0.3901 | 0.0853 |
(p-val) | (0.3408 ) | (0.2108 ) | (0.0666 ) | (0 ) | (0.2389 ) | (0.1584 ) | (0.8931 ) |
Estimates ( 2 ) | -0.1253 | 0.1685 | 0.2421 | -1 | -0.5953 | -0.3584 | 0 |
(p-val) | (0.3458 ) | (0.2018 ) | (0.0604 ) | (0 ) | (0 ) | (0.0302 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.1808 | 0.2315 | -1 | -0.6021 | -0.3979 | 0 |
(p-val) | (NA ) | (0.1802 ) | (0.0778 ) | (0 ) | (0 ) | (0.0115 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.2026 | -1 | -0.6168 | -0.4459 | 0 |
(p-val) | (NA ) | (NA ) | (0.1171 ) | (0 ) | (0 ) | (0.0027 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1.0258 | -0.6204 | -0.444 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0029 ) | (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 |
-3.98983386487321 |
13.0279292156067 |
-6.22707532200421 |
-3.72730896555289 |
1.55851415953416 |
1.32306698766921 |
63.068898735664 |
-64.351618874308 |
-3.32470754984999 |
9.9700242716615 |
11.1034520778669 |
-47.1140736941432 |
-10.4457621005041 |
-27.0251167763451 |
23.8034694513447 |
31.3829460239973 |
-74.8518880426589 |
50.3827235749301 |
-60.9814100279801 |
68.4263205955145 |
42.3846756359481 |
35.1134441140878 |
21.8672877372535 |
36.9164687855879 |
7.72960753650568 |
-18.1147924376308 |
-37.8850450957025 |
-25.0333983138034 |
-53.6331102927022 |
-30.3418410536615 |
-34.6622705380835 |
22.1211273212039 |
18.7782021145538 |
2.51088279482498 |
-19.3279075994930 |
-9.03224043186865 |
-30.3369467028117 |
33.1680949836898 |
20.0070595389018 |
-70.1042308966806 |
25.3910268886451 |
-18.3824731294534 |
-26.259605321202 |
55.7677824345447 |
14.7805196186179 |
7.59857942613432 |
-8.12188906884231 |
0.791849791293042 |
15.6739601850096 |
-28.3500167761248 |
-36.658799985572 |
-15.6523414668653 |
-11.8292330381708 |
-15.9848280724121 |
-12.0274766759683 |
21.8290068814276 |
-11.6530958166537 |
-4.44706576531563 |
-22.6175657150261 |
-13.5066922188419 |