ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.7888 | 0.0506 | -0.2287 | -0.6953 | -0.0171 | -0.0368 | -1 |
(p-val) | (0.0086 ) | (0.7651 ) | (0.1119 ) | (0.0131 ) | (0.9244 ) | (0.8401 ) | (0.0191 ) |
Estimates ( 2 ) | 0.7859 | 0.0495 | -0.2251 | -0.6954 | 0 | -0.029 | -1 |
(p-val) | (0.0091 ) | (0.7694 ) | (0.1047 ) | (0.0141 ) | (NA ) | (0.8597 ) | (0.0103 ) |
Estimates ( 3 ) | 0.7765 | 0.0504 | -0.2254 | -0.6878 | 0 | 0 | -0.9997 |
(p-val) | (0.0085 ) | (0.7634 ) | (0.1028 ) | (0.0135 ) | (NA ) | (NA ) | (0.0078 ) |
Estimates ( 4 ) | 0.8173 | 0 | -0.2015 | -0.7062 | 0 | 0 | -0.9999 |
(p-val) | (0.0011 ) | (NA ) | (0.0723 ) | (0.0051 ) | (NA ) | (NA ) | (0.0095 ) |
Estimates ( 5 ) | 0.3508 | 0 | 0 | -0.2325 | 0 | 0 | -0.9997 |
(p-val) | (0.4734 ) | (NA ) | (NA ) | (0.6384 ) | (NA ) | (NA ) | (0.0263 ) |
Estimates ( 6 ) | 0.1127 | 0 | 0 | 0 | 0 | 0 | -1.0002 |
(p-val) | (0.3854 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0443 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9989 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.253 ) |
Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
0.453187146447943 |
-14.2377630869266 |
-192.574548459825 |
52.889061241311 |
-107.058318473151 |
-16.0241338936619 |
-56.3226966712217 |
87.2481766254387 |
47.2379004050397 |
24.5581092917709 |
-149.060191930125 |
-14.7047204465472 |
-62.9498176119507 |
59.6806660634824 |
120.871229497882 |
51.4755813469318 |
-61.8101171394873 |
-54.0638853527521 |
61.5813567305924 |
-88.383976584814 |
-7.64885745502885 |
-41.810952886916 |
25.8817086404036 |
-72.7522852277283 |
-127.214705898343 |
150.57509220956 |
-86.2549633192236 |
-122.506404683520 |
48.162952188452 |
-134.611730168945 |
43.544544971179 |
-128.095265587691 |
-19.4068109527521 |
-121.434029398819 |
-52.4578833767648 |
-0.91349359233158 |
187.481495994256 |
85.053559679553 |
38.0700328529998 |
-105.160225517950 |
-11.3215326757023 |
-4.72588764001628 |
-79.169872572584 |
-23.362199121624 |
-55.2800908702621 |
0.819895488846026 |
98.3683432383962 |
166.035331202595 |
27.5906063333655 |
-132.597752010032 |
-38.393206838179 |
-85.8627860772133 |
-37.8672857789466 |
-87.9099294958519 |
28.8364460427683 |
-2.18415588357295 |
91.6828103396398 |
186.131639475423 |
80.3172489470041 |
52.1099716559431 |
97.7283138281865 |