ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3995 | 0.0639 | 0.1858 | 0.1506 | -0.7323 | -0.3971 | 0.183 |
(p-val) | (0.4771 ) | (0.7441 ) | (0.1433 ) | (0.7911 ) | (0.2421 ) | (0.1575 ) | (0.7882 ) |
Estimates ( 2 ) | -0.2546 | 0.0995 | 0.1779 | 0 | -0.7335 | -0.3965 | 0.1899 |
(p-val) | (0.0521 ) | (0.4567 ) | (0.1662 ) | (NA ) | (0.2436 ) | (0.1556 ) | (0.7814 ) |
Estimates ( 3 ) | -0.2494 | 0.1067 | 0.1698 | 0 | -0.5607 | -0.3248 | 0 |
(p-val) | (0.0543 ) | (0.4148 ) | (0.1758 ) | (NA ) | (0 ) | (0.0447 ) | (NA ) |
Estimates ( 4 ) | -0.271 | 0 | 0.1451 | 0 | -0.5702 | -0.3405 | 0 |
(p-val) | (0.0345 ) | (NA ) | (0.2359 ) | (NA ) | (0 ) | (0.0326 ) | (NA ) |
Estimates ( 5 ) | -0.2532 | 0 | 0 | 0 | -0.574 | -0.3376 | 0 |
(p-val) | (0.0476 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.033 ) | (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 |
867.887509505211 |
-2250.28069676076 |
33618.3570398550 |
9954.34467606629 |
354.19173153525 |
18882.4063857050 |
20229.4310873144 |
268402.416151264 |
-113346.926118834 |
-45016.3941980673 |
35069.8612498888 |
58531.0958011903 |
-77256.3771257806 |
-31473.5945834065 |
-52391.0075182321 |
32854.9847993680 |
101107.732844000 |
-176275.960400893 |
79531.8844457594 |
-176414.251618811 |
151290.579592969 |
167731.594072401 |
143237.122503809 |
80251.9664432193 |
118735.726196695 |
75035.8258514422 |
19198.3084889299 |
-36364.5639798847 |
-36170.5787601385 |
-109567.395076199 |
-100783.336067031 |
-149267.403955552 |
38947.3511523581 |
58613.0601346168 |
16074.4602556389 |
-41563.0049451506 |
-15970.596469234 |
-47563.9548284742 |
59595.3577509129 |
65897.8405210807 |
-166489.283208111 |
46312.3270186926 |
-15952.872342146 |
-87780.652231175 |
134744.172684142 |
75232.812196889 |
24408.7558701518 |
-15406.1404274264 |
-3766.75352115813 |
27197.2239798236 |
-46777.2890164611 |
-82472.8212389017 |
-35154.718472515 |
-46946.8699812614 |
-43641.5364342392 |
-54920.7084749253 |
54905.4038614514 |
-10509.5840596962 |
-13706.8046613529 |
-42347.6087745922 |
-28990.4687416657 |