ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.274 | 0.1288 | 0.0514 | -0.4057 | 0.1734 | 0.01 | -0.9998 |
(p-val) | (0.6878 ) | (0.3545 ) | (0.6946 ) | (0.5488 ) | (0.2186 ) | (0.9441 ) | (0 ) |
Estimates ( 2 ) | 0.2786 | 0.1291 | 0.0514 | -0.4097 | 0.1712 | 0 | -1 |
(p-val) | (0.6788 ) | (0.3512 ) | (0.6944 ) | (0.5395 ) | (0.2124 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.4582 | 0.158 | 0 | -0.5802 | 0.164 | 0 | -1.0003 |
(p-val) | (0.3574 ) | (0.1767 ) | (NA ) | (0.244 ) | (0.2242 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0.0906 | 0 | -0.1219 | 0.1522 | 0 | -1 |
(p-val) | (NA ) | (0.4169 ) | (NA ) | (0.2773 ) | (0.251 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.106 | 0.132 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.2964 ) | (0.3095 ) | (NA ) | (0 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.0786 | 0 | 0 | -0.9977 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.4349 ) | (NA ) | (NA ) | (0.1818 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0138 ) |
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 |
-147.826066664035 |
2238.51301587441 |
2359.87488859928 |
-1449.98825688731 |
1861.04489242013 |
430.661875859848 |
3458.60132187513 |
646.058718254725 |
1739.66154886612 |
4006.68960282985 |
-1719.28394427049 |
-575.688104310958 |
-2128.27136528936 |
3419.7122022473 |
308.502230727485 |
-2119.13733238932 |
1016.25449524224 |
-2481.26756718 |
-3871.08871193406 |
3792.31988957272 |
-3455.01063832915 |
922.25236794622 |
-1465.69644888887 |
1815.46033699876 |
-2017.776947633 |
-869.475066941039 |
2633.89163739821 |
-665.304593715183 |
-2370.17782367784 |
-2715.10912632117 |
169.824006908407 |
-1355.7820732517 |
533.54294348963 |
-319.157610151546 |
3987.11903163153 |
1739.12603052902 |
-1689.18544767278 |
-543.947906896667 |
-1462.51857041602 |
884.841540137425 |
-2134.23072354627 |
-3450.92196349542 |
-198.224297492632 |
-1539.93552877989 |
-1190.46562196346 |
1132.03584222754 |
619.631266813782 |
-219.607443217678 |
-719.221432596107 |
-2050.41759723581 |
818.245098287702 |
-1338.42067372119 |
-2101.9167473642 |
-1173.39928121353 |
2298.76099103561 |
-253.353037476114 |
-616.19720741604 |
385.619991890378 |
1867.38071184054 |
180.82415766734 |
-95.037041589619 |
-1763.04148708396 |
1113.67616542311 |
1369.37847419166 |
-794.875847438821 |
-563.278750583463 |
-716.153028730001 |
-1808.73698056266 |
-1214.25219017791 |
542.993168269876 |
-164.890498813239 |
597.944349092484 |
-312.92262668824 |
1404.00911554973 |
354.697920515048 |
2214.01727128106 |
1220.43710184293 |
209.085020117811 |
344.826736677147 |
-1902.62243696256 |
-577.893285242029 |
955.100182166248 |
-434.344551519133 |
257.988745478468 |
232.873053593415 |
2673.78611052383 |
340.654930753368 |
754.108963921352 |
792.42055361628 |
184.740334397793 |