ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.9761 | -0.0794 | 0.057 | -0.7975 | 0.0545 | 0.0206 | -0.7083 |
(p-val) | (0 ) | (0.6951 ) | (0.7023 ) | (0 ) | (0.9453 ) | (0.9642 ) | (0.4567 ) |
Estimates ( 2 ) | 0.9738 | -0.079 | 0.0579 | -0.7958 | 0.024 | 0 | -0.6725 |
(p-val) | (0 ) | (0.6954 ) | (0.6954 ) | (0 ) | (0.9466 ) | (NA ) | (0.1092 ) |
Estimates ( 3 ) | 0.9704 | -0.0749 | 0.0563 | -0.7938 | 0 | 0 | -0.6495 |
(p-val) | (0 ) | (0.6947 ) | (0.6993 ) | (0 ) | (NA ) | (NA ) | (0.0037 ) |
Estimates ( 4 ) | 0.9935 | -0.0376 | 0 | -0.8152 | 0 | 0 | -0.6378 |
(p-val) | (0 ) | (0.8166 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0027 ) |
Estimates ( 5 ) | 0.954 | 0 | 0 | -0.8035 | 0 | 0 | -0.6558 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0014 ) |
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 |
0.188999600970890 |
-0.000127511330870686 |
-10.1004350065454 |
-22.8030659082565 |
-25.56253759958 |
24.1140212945812 |
34.1405337866493 |
4.45524471064276 |
1.43682939460702 |
44.0641931231076 |
15.1557935424959 |
-39.9170431495348 |
-15.5796055402953 |
39.4578220422775 |
0.273629884666397 |
-20.5988476991078 |
-31.0026564734737 |
-37.6324324107737 |
-23.6394984836252 |
22.2819102300604 |
-0.752415537375013 |
-17.7192352777495 |
6.0276604956866 |
-20.7685026036412 |
23.6054164997769 |
-7.0084553324554 |
-15.2235300954010 |
-5.75261859206398 |
20.1380513867908 |
-30.0509422579471 |
8.13092798982818 |
-23.0317181585405 |
-6.20733639901611 |
21.5486596725180 |
23.4843148020203 |
5.0642898676328 |
12.2524915804739 |
15.9933526512207 |
-47.2039710491413 |
16.8732558676662 |
1.28302110931282 |
-10.2185344486943 |
80.1338872419998 |
6.22307505978263 |
-13.7030089755191 |
14.6448648952428 |
-13.8456150267523 |
13.1341382214414 |
41.0880999598667 |
18.5468186736008 |
16.7709325257104 |
66.7993147570317 |
12.5428632382861 |
-11.5945748327766 |
-36.7175532673636 |
21.9574323239293 |
-12.0026150624261 |
67.4103067053702 |
-20.1895861835733 |
5.68034002812862 |
-30.5207267624982 |