ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2309 | 0.1647 | 0.3418 | 0.6718 | -1.2572 | -0.6383 | 0.9997 |
(p-val) | (0.3474 ) | (0.3643 ) | (0.0264 ) | (0.0086 ) | (0 ) | (0 ) | (0.1461 ) |
Estimates ( 2 ) | -0.1066 | 0 | 0.3628 | 0.5084 | -1.2535 | -0.6086 | 1.0001 |
(p-val) | (0.704 ) | (NA ) | (0.0166 ) | (0.0621 ) | (0 ) | (0 ) | (0.0966 ) |
Estimates ( 3 ) | 0 | 0 | 0.3678 | 0.4144 | -1.2643 | -0.6072 | 1 |
(p-val) | (NA ) | (NA ) | (0.0123 ) | (0.0065 ) | (0 ) | (0 ) | (0.1067 ) |
Estimates ( 4 ) | 0 | 0 | 0.3535 | 0.4138 | -0.5118 | -0.2081 | 0 |
(p-val) | (NA ) | (NA ) | (0.0172 ) | (0.0054 ) | (0.0034 ) | (0.2946 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0.3333 | 0.4277 | -0.4153 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.0229 ) | (0.0034 ) | (0.0036 ) | (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 |
1.81599631530786 |
81.7153834956105 |
-20.9736908665659 |
-380.365901684407 |
-107.329398347448 |
79.1666741724123 |
-15.8540226802667 |
-9.58326516345511 |
-258.557233569299 |
222.122436883621 |
-85.9895951634096 |
-50.4050552899625 |
-5.39877697891487 |
110.751645636099 |
87.4210760309233 |
-14.4153329459499 |
-30.6612124590284 |
-10.1397493861907 |
54.6217835455867 |
101.806138595280 |
196.902558868216 |
-211.866403048994 |
228.712625579972 |
17.1652836048803 |
-385.911059008046 |
-124.308743325184 |
252.346757948190 |
-123.714461561155 |
235.539534700022 |
-146.829674336914 |
21.0503380760272 |
34.5688836459363 |
-318.745334756316 |
-62.0135124195656 |
-413.976462705086 |
-93.0765324730812 |
-19.3742226883348 |
-105.131291885215 |
-81.1867830172024 |
-132.134931970177 |
-116.850333046158 |
127.824269485207 |
149.959628704556 |
16.1732509312351 |
-479.17864279724 |
-117.712471515111 |
-178.116473768101 |
41.2779704984198 |
85.5463817358984 |