ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1751 | 0.2201 | 0.4863 | -0.3807 | -0.473 | -0.5641 | -0.242 |
(p-val) | (0.4659 ) | (0.2171 ) | (0.0016 ) | (0.1339 ) | (0.5402 ) | (0.1837 ) | (0.8313 ) |
Estimates ( 2 ) | -0.1818 | 0.2102 | 0.4858 | -0.3727 | -0.625 | -0.6385 | 0 |
(p-val) | (0.4564 ) | (0.2274 ) | (0.0017 ) | (0.1477 ) | (0.0031 ) | (2e-04 ) | (NA ) |
Estimates ( 3 ) | 0 | 0.2564 | 0.4426 | -0.4995 | -0.583 | -0.6647 | 0 |
(p-val) | (NA ) | (0.0839 ) | (0.0035 ) | (0.0012 ) | (0.0024 ) | (0 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.4509 | -0.4229 | -0.5333 | -0.6273 | 0 |
(p-val) | (NA ) | (NA ) | (0.0055 ) | (0.0026 ) | (0.0046 ) | (2e-04 ) | (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 |
-54.7660093017507 |
-354.354063953912 |
-510.134774984885 |
547.727977207703 |
-112.500076082238 |
318.046845547704 |
605.609126517355 |
108.679837757776 |
-1149.94574171273 |
625.864508871192 |
-465.384569729975 |
-352.47448669539 |
321.602675338662 |
895.425765199452 |
-1523.85492621416 |
1968.21675270783 |
-647.723275014838 |
42.7822774069878 |
-135.407170854433 |
-836.626104677806 |
318.384707532497 |
-1214.21172023498 |
-2513.76842991052 |
-862.989149528827 |
-539.738933138938 |
535.854177211678 |
-483.442199589105 |
1003.45493921406 |
-756.971777071584 |
1047.92638725952 |
1091.45949166329 |
1061.69506842261 |
-281.222532814559 |
-277.470180863485 |
1284.47369307801 |
2402.61304426171 |
-429.058373352698 |
-778.825432383547 |
326.281152155956 |
704.362391876095 |
-766.097155484361 |
586.657268704526 |
-687.585974186694 |