ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.178 | 0.2155 | 0.0309 | 1 | -0.1177 | -0.2218 | -0.119 |
(p-val) | (0.3836 ) | (0.2401 ) | (0.8752 ) | (0 ) | (0.8565 ) | (0.3605 ) | (0.8636 ) |
Estimates ( 2 ) | -0.1687 | 0.2152 | 0 | 1 | -0.117 | -0.2204 | -0.1032 |
(p-val) | (0.3805 ) | (0.238 ) | (NA ) | (0 ) | (0.855 ) | (0.3525 ) | (0.8781 ) |
Estimates ( 3 ) | -0.1592 | 0.2207 | 0 | 1 | -0.2076 | -0.2369 | 0 |
(p-val) | (0.3822 ) | (0.2176 ) | (NA ) | (0 ) | (0.3669 ) | (0.2424 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.2007 | 0 | 1.0956 | -0.194 | -0.2484 | 0 |
(p-val) | (NA ) | (0.3323 ) | (NA ) | (0 ) | (0.3889 ) | (0.2514 ) | (NA ) |
Estimates ( 5 ) | 0 | 0.1975 | 0 | 1.0986 | 0 | -0.1985 | 0 |
(p-val) | (NA ) | (0.3211 ) | (NA ) | (0 ) | (NA ) | (0.3437 ) | (NA ) |
Estimates ( 6 ) | 0 | 0.1802 | 0 | 1.1546 | 0 | 0 | 0 |
(p-val) | (NA ) | (0.3427 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0.8211 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
0.119999771107115 |
2.44692884067448 |
-10.4874552327714 |
-8.24515636153588 |
-7.68872526868891 |
4.90480187773926 |
-11.3376070399016 |
18.8025296767249 |
-10.2648924101129 |
3.22904291750184 |
-15.2411002334852 |
-22.0063529958090 |
-6.66268278087993 |
0.104314699720359 |
11.1364502056182 |
-3.54121156148036 |
4.27349354024696 |
12.0468903684148 |
-19.4976679485769 |
-2.54269612338287 |
-0.395001151797313 |
2.78723169128158 |
13.4899577819542 |
15.6919085522552 |
-17.5310325273936 |
5.7093684737216 |
-14.4253340531639 |
10.9750168392126 |
4.6280737537926 |
-19.1759128690608 |
4.67542718308338 |
4.82273703391406 |
-2.51534348323854 |
1.95199787861741 |
-7.73755204679873 |
-5.57992291487482 |
17.2709396846659 |
22.2688778111519 |
28.9016258570466 |
-15.5834920643433 |
16.569204789179 |
3.59506948866402 |
5.2674989345929 |
16.8084939330501 |
-8.7536201191921 |
-0.409279859250539 |
-7.09725500325083 |
-3.96832121300299 |
56.8411641643913 |