ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.6548 | -0.4363 | 0.0467 | 0.0608 | -0.1036 | 0.0383 | 0.0608 |
(p-val) | (0.7002 ) | (0.7181 ) | (0.9544 ) | (0.9776 ) | (0.9579 ) | (0.9026 ) | (0.9776 ) |
Estimates ( 2 ) | -0.6196 | -0.4054 | 0.0638 | 0 | -0.0259 | 0.0308 | 0.0094 |
(p-val) | (0.6477 ) | (0.6712 ) | (0.9204 ) | (NA ) | (0.9902 ) | (0.92 ) | (0.9967 ) |
Estimates ( 3 ) | -0.5964 | -0.3906 | 0.0743 | 0 | -0.0399 | 0.0301 | 0 |
(p-val) | (0.5844 ) | (0.5835 ) | (0.883 ) | (NA ) | (0.9708 ) | (0.9115 ) | (NA ) |
Estimates ( 4 ) | -0.6358 | -0.4147 | 0.0566 | 0 | 0 | 0.0296 | 0 |
(p-val) | (0 ) | (0.0925 ) | (0.7088 ) | (NA ) | (NA ) | (0.9087 ) | (NA ) |
Estimates ( 5 ) | -0.6358 | -0.3916 | 0.066 | 0 | 0 | 0 | 0 |
(p-val) | (0 ) | (0.0082 ) | (0.611 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | -0.6617 | -0.4341 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (0 ) | (4e-04 ) | (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 |
4.14299673217516 |
227.710747157245 |
828.553696796382 |
358.763903839703 |
938.05523602158 |
194.264042782966 |
-1191.52267003560 |
-230.697033180527 |
205.639462753314 |
110.645811653659 |
-508.471284886596 |
879.523239097866 |
714.588523695794 |
-188.277228441440 |
540.298237298359 |
-793.269877286752 |
164.772657348318 |
-34.5766521658361 |
-564.916209794497 |
-446.618424659806 |
-38.0962719833888 |
573.221238376832 |
-867.648369266613 |
-159.813585356420 |
-54.9339697560727 |
-182.715921253723 |
580.112169474857 |
-550.444986417853 |
-277.849238773176 |
512.638622775511 |
-151.355876795850 |
157.501647446935 |
-971.524289766192 |
1520.95190550642 |
-553.492430771438 |
-539.467837954238 |
-33.5288308742925 |
608.434657793266 |
19.8468934564189 |
-132.635809509978 |
-539.295509324391 |
491.238884608139 |
-597.807819683278 |
-360.47303331842 |
154.448140245569 |
-17.8202738795471 |
67.663564017319 |
526.246230419192 |
-1071.34958283987 |
-405.288394346323 |
-59.3230418605804 |
451.225926016454 |
-118.906665653617 |
444.293454762649 |
-168.769449492591 |
269.668005916994 |
-86.025527307986 |
-150.411007578854 |
-651.633029013347 |
-330.114639398577 |
-93.9443923626918 |
578.309608646678 |
1623.19567216737 |
782.822009783486 |
931.240409706092 |
1125.23428847629 |
-1036.79729699348 |