ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 |
Estimates ( 1 ) | 0.3619 | 0.3549 | 0.0501 | -0.3333 | -0.4993 |
(p-val) | (0.5649 ) | (0.0343 ) | (0.8814 ) | (0.593 ) | (0.0048 ) |
Estimates ( 2 ) | 0.4432 | 0.3528 | 0 | -0.412 | -0.4931 |
(p-val) | (0.0968 ) | (0.0351 ) | (NA ) | (0.1275 ) | (0.0038 ) |
Estimates ( 3 ) | 0.1028 | 0.4212 | 0 | 0 | -0.4846 |
(p-val) | (0.4456 ) | (0.0034 ) | (NA ) | (NA ) | (0.0048 ) |
Estimates ( 4 ) | 0 | 0.4384 | 0 | 0 | -0.4571 |
(p-val) | (NA ) | (0.0022 ) | (NA ) | (NA ) | (0.0072 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-359.571607953986 |
-2313.40174157408 |
-458.909041234261 |
-1511.62520054540 |
-1412.05101907477 |
3230.73156376355 |
-3359.59417563836 |
-2541.21894821932 |
872.44414461875 |
-4810.24424730606 |
-1719.68834437048 |
-6765.69231129807 |
4349.73058653668 |
540.896815335916 |
-2779.55375248146 |
-1525.85298806976 |
1655.44443186453 |
2302.85011810251 |
-837.776439784218 |
1692.87048596592 |
-1059.92175870099 |
91.2248118790486 |
3701.24902827296 |
1277.781090107 |
3758.70389605239 |
927.892916117894 |
-968.46413469261 |
2612.52020748951 |
-67.9700052554981 |
-4137.99067058662 |
3239.07295330528 |
151.781042841903 |
597.433769339769 |
4088.59661045384 |
2965.97886009382 |
-404.462070874797 |
4261.25490001266 |
1607.61904941779 |
5571.51047223473 |
-4651.92096188192 |
-3206.29864576434 |
3397.26719770752 |
2004.89246118837 |
-2974.16877824417 |
-4061.09181487588 |
1539.20943989673 |
-2972.96243506618 |
7150.15243163015 |
167.131979535770 |