ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3287 | 0.1219 | -0.0838 | -1 | 0.3516 | 0.4831 | -0.9998 |
(p-val) | (0.0086 ) | (0.3572 ) | (0.5005 ) | (0 ) | (0.026 ) | (0.0031 ) | (8e-04 ) |
Estimates ( 2 ) | 0.3142 | 0.1041 | 0 | -1 | 0.3363 | 0.4959 | -0.9997 |
(p-val) | (0.0147 ) | (0.4443 ) | (NA ) | (0 ) | (0.0723 ) | (0.0182 ) | (0.0018 ) |
Estimates ( 3 ) | 0.3496 | 0 | 0 | -1 | 0.3488 | 0.4502 | -1.0003 |
(p-val) | (0.0031 ) | (NA ) | (NA ) | (0 ) | (0.0335 ) | (0.0046 ) | (0.0202 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
-38.2805909879409 |
777.600354370594 |
1062.03187313405 |
405.062039256935 |
652.643111779269 |
77.2748166402063 |
119.840567305103 |
119.027040655907 |
87.6208128048723 |
-238.306414602437 |
-157.075335025361 |
551.663933233048 |
143.279032741731 |
267.333303200384 |
332.419015598376 |
239.292807320751 |
-91.1509204293838 |
-97.2482032660786 |
263.007251126209 |
48.5548274958255 |
93.9425706301934 |
401.443269018874 |
-280.951927861857 |
561.900402568793 |
-787.605640581041 |
404.99639767696 |
341.003170652816 |
348.792928303481 |
-386.76660610041 |
40.0936701892881 |
59.924404382818 |
313.090072426748 |
314.339257420917 |
185.970008298672 |
96.4816123456803 |
684.889634914603 |
-645.205946242765 |
-374.768396469973 |
-241.179308246527 |
-379.697749528688 |
-157.103136174338 |
-53.2474942374579 |
-148.312922325738 |
-445.765905822265 |
3.04284329717006 |
-37.1752401245885 |
-136.647718229172 |
-362.001457800104 |
66.0343763913002 |
737.0059849215 |
1012.33785375636 |
-720.863490692973 |
102.169081127092 |
-14.6526785274693 |
-628.689875921194 |
-533.955859563544 |
-132.801725898951 |
35.686049399637 |
-229.542320014106 |
-379.599491285187 |
-308.055085759243 |
-37.3811210487568 |
223.234415416605 |
11.1345184558395 |
20.9995848195592 |
121.481288500443 |
1172.91477566297 |
-377.147852871748 |
-43.2775389333166 |
-296.842642641704 |
-33.2895039226744 |
-553.829286270648 |
-216.063805785670 |
359.769420370368 |
-778.036200409918 |
390.379739097070 |
-270.827110460206 |
-139.153679163221 |
-192.237885910035 |
175.891884219968 |
176.139262399222 |
181.573647142424 |
718.630312817827 |
-676.18236506685 |