ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1154 | 0.1013 | 0.4285 | -0.3974 | 1.1552 | -0.1557 | -0.9531 |
(p-val) | (0.6538 ) | (0.5269 ) | (0.0018 ) | (0.136 ) | (0 ) | (0.5308 ) | (1e-04 ) |
Estimates ( 2 ) | 0 | 0.1275 | 0.4195 | -0.4977 | 1.1411 | -0.1452 | -0.8732 |
(p-val) | (NA ) | (0.3461 ) | (0.0014 ) | (3e-04 ) | (0 ) | (0.5389 ) | (0 ) |
Estimates ( 3 ) | 0 | 0.1351 | 0.4249 | -0.5225 | 0.9932 | 0 | -0.819 |
(p-val) | (NA ) | (0.3159 ) | (0.0013 ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | 0.4107 | -0.4847 | 0.9909 | 0 | -0.8102 |
(p-val) | (NA ) | (NA ) | (0.0029 ) | (0 ) | (0 ) | (NA ) | (0.001 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
16.1988599735077 |
159.841119490246 |
1549.67142524040 |
-1024.11814425050 |
383.233686647655 |
-134.563669610312 |
-474.94302697449 |
-1508.28031399804 |
951.07301276099 |
1399.78212765079 |
873.13607917128 |
-2245.70449945366 |
266.659365836449 |
-127.110442013115 |
537.048673164794 |
78.7668176540466 |
-120.915588459686 |
381.649524667616 |
496.096144452318 |
-435.626262425421 |
-828.009564868515 |
1271.76192430721 |
-352.85768186968 |
-1059.35134861948 |
309.868901068508 |
975.086127962843 |
-1269.14890855092 |
2298.77052357818 |
-980.260879937392 |
453.369048855025 |
-190.152890819249 |
-1430.48514207704 |
516.163552501602 |
-1164.75072416619 |
-2993.85175891404 |
-1527.52992282709 |
-1353.09085473389 |
836.678980080214 |
-193.401726989339 |
934.627074837129 |
-680.90115570425 |
889.901166581012 |
585.54485378985 |
650.062128417472 |
528.340179940928 |
-301.486962743239 |
1355.2634264252 |
1867.94958351750 |
-276.705030601093 |
-662.135510467727 |
951.894949628713 |
253.460934566466 |
-424.087824890225 |
871.067544401597 |
-290.010859483347 |