ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3557 | 0.127 | 0.1816 | 0.0709 | 0.4536 | 0.5464 | 0.1188 |
(p-val) | (0.5466 ) | (0.5356 ) | (0.147 ) | (0.9064 ) | (0.0732 ) | (0.0318 ) | (0.7837 ) |
Estimates ( 2 ) | -0.2817 | 0.137 | 0.1774 | 0 | 0.5119 | 0.4881 | 0.0312 |
(p-val) | (0.0092 ) | (6e-04 ) | (0.1202 ) | (NA ) | (0.0358 ) | (0.045 ) | (0.9222 ) |
Estimates ( 3 ) | -0.0428 | 0.3618 | 0.3032 | 0 | 0.5231 | 0.4735 | 0 |
(p-val) | (0.7369 ) | (0.001 ) | (0.0069 ) | (NA ) | (0 ) | (1e-04 ) | (NA ) |
Estimates ( 4 ) | 0 | 0.3654 | 0.2912 | 0 | 0.5221 | 0.4741 | 0 |
(p-val) | (NA ) | (6e-04 ) | (0.0047 ) | (NA ) | (0 ) | (1e-04 ) | (NA ) |
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 |
53542.1656968567 |
61242.710838431 |
66543.90251996 |
100745.997897786 |
98854.3953456678 |
58175.5559207565 |
184593.52653931 |
168494.439506464 |
-14253.7953931435 |
-53671.106538223 |
-31351.9083799479 |
-23083.3097375846 |
-4763.88512364757 |
33236.475684879 |
2986.92017438432 |
-5783.8137021786 |
20094.9546637065 |
19729.6129644287 |
277984.646989373 |
-177984.988130754 |
-103955.893590817 |
57298.1132639673 |
70721.9177523002 |
-107260.111291689 |
-31711.7176541115 |
-28327.2946270180 |
60624.3267929607 |
121347.309833624 |
-210670.707058024 |
97096.8290784918 |
-135062.65588014 |
185171.553679648 |
182750.611027058 |
86566.7688254244 |
-13958.4260381003 |
45070.5344250198 |
3261.81496255985 |
-57935.1567576681 |
-82565.9806685415 |
-48252.9043440255 |
-79113.443621025 |
-77642.6008390465 |
-160265.574116062 |
164622.600360892 |
122250.230080728 |
-21848.9355325515 |
-82432.1808765625 |
22648.6245344552 |
-24173.8299112768 |
95191.8295926123 |
59675.3866838291 |
-222286.509884951 |
137237.478365563 |
4011.37654771679 |
18392.4555769339 |
63092.9592957045 |
-4195.35616066516 |
-44419.7293872379 |
-30487.6430208671 |
-43586.3280470778 |
19975.2014075198 |
-49814.9553475564 |
-49447.9686242668 |
52824.2227091291 |
-27300.2216091149 |
21300.5622503338 |
-10684.9781275252 |
81070.648053688 |
-3312.52237147605 |
-4235.91375870327 |
-18663.4057259659 |
-635.701735034818 |