ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.4913 | 0.3829 | 0.4174 | 0.2935 | 0.1948 | -0.471 | 0.2935 |
(p-val) | (0.0186 ) | (0 ) | (0 ) | (0.808 ) | (0.2089 ) | (0 ) | (0.808 ) |
Estimates ( 2 ) | -0.5886 | 0.4509 | 0.4135 | 0 | 0.1785 | -0.4305 | 0.707 |
(p-val) | (0.0013 ) | (0 ) | (0 ) | (NA ) | (0.1632 ) | (0 ) | (0.0063 ) |
Estimates ( 3 ) | -0.5718 | 0.5029 | 0.319 | 0 | 0 | -0.3465 | 0.8551 |
(p-val) | (0 ) | (0 ) | (4e-04 ) | (NA ) | (NA ) | (4e-04 ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
1.14510934051474 |
29.5831519191089 |
19.877488750705 |
-21.0773250189315 |
23.2601215783404 |
-28.2180766336424 |
-39.0072041830626 |
-50.2705342734260 |
13.6433222105837 |
7.00796559363794 |
44.2330742870726 |
-17.7278907581283 |
40.9633800910056 |
40.3928917555035 |
15.4074887572086 |
-8.8039933848595 |
-46.8708733392805 |
29.0914821367792 |
59.9781355327506 |
18.9331045452236 |
-39.1476025921752 |
57.3706927041309 |
-6.80897993597703 |
48.8849886538227 |
34.901689756515 |
16.396695907082 |
-46.6792310267876 |
-5.5231479611548 |
19.8369657383799 |
-94.9237543148447 |
10.1893124083478 |
42.9969137998007 |
-47.1813347522284 |
-46.1646775246676 |
51.582935942008 |
-10.4938437145402 |
-18.3966974245396 |
-5.74297021644041 |
-42.1257666878921 |
74.3921106056191 |
69.7321153115764 |
-28.55562666021 |
37.3942486737373 |
-6.63536974001851 |
-19.7045551719977 |
-46.9143703249648 |
38.3111043348601 |
66.9289172724648 |
80.3084178078253 |
8.71349923214574 |
18.9633196796815 |
-8.1371792206055 |
4.4399844856639 |
-5.35552484742561 |
-48.662805603625 |
47.8382303781107 |
-13.1744664197395 |
48.7045829057433 |
39.1998065064747 |
17.2565981910534 |
91.4421190107085 |
75.8754114823905 |
17.1314938897995 |
-26.9921682228683 |
82.3159105527925 |
41.4256434429508 |
150.732233364553 |
-179.284912860423 |
22.6570839440115 |
-43.9463083213059 |
-40.6272199492732 |
88.0293563240757 |
59.2632168336145 |
130.595391564722 |
180.896633539073 |
118.763249884595 |
4.5955479266031 |
145.725292741571 |
132.204427252000 |
-248.637832764873 |
-230.435959544483 |
-118.699009050447 |
231.994996831003 |
73.6120609540522 |
167.658547809545 |
-113.379844176488 |
-100.347420936341 |
-43.4410732864271 |
-95.7073895430194 |
12.9632372671422 |
-43.4098288339701 |
-6.3227395644999 |
141.102881275581 |
-198.172687401915 |
312.354829668964 |
-127.254447499231 |
-131.536277150492 |
-223.791190918921 |
57.4624117335011 |
62.7347276658115 |
34.7671795456945 |
49.0256845529561 |
132.645655834529 |
73.8035824987219 |
-144.082816597475 |
43.4000544736723 |
22.8428831730043 |
-115.968061985014 |
-3.16234016280714 |
25.0502579329532 |
-175.654462318769 |
74.578496058326 |
-60.2232725323579 |
85.40941360748 |
53.6186713580992 |
-6.69648046838029 |
-301.729857195751 |
133.172448828607 |
-40.1422045540739 |
23.1279957908168 |
90.0480375982575 |
43.5288755721663 |
-47.8134077403024 |
95.2252006933773 |
-55.2332768561018 |
-236.487243644851 |
-191.089348288010 |
-33.2956347537156 |
-123.702915650186 |
-36.2225982616903 |
175.184857984655 |
-45.8547856841988 |
-4.04554827152742 |
-158.583296216273 |
-72.8162089447185 |
210.181528657962 |
54.6419202333277 |
58.1446859857674 |
11.4730954103736 |
74.8726516068173 |
-32.9235778410969 |
31.8855218756626 |
21.0709520610294 |
10.4715767544326 |
126.283725423292 |
47.5050374010816 |
-60.7542342093757 |
58.4141336410376 |
-105.820290420611 |
51.392634981165 |
-32.7388896769062 |
67.4484290206938 |
114.030403141996 |
91.3431354922036 |
43.4066313467552 |
48.8749573609512 |
8.3446958828872 |
61.497924893255 |
-21.5907602177031 |
-3.48374974071794 |
-81.4203528852245 |
43.4910756159616 |
33.9980285157672 |
91.8017870758004 |
-12.2005074939002 |
23.9613015460604 |
34.97542635321 |
106.790636991715 |
121.288494198168 |
103.625198316313 |
47.9371241993072 |
-73.3085253350491 |
-120.598800135265 |
-238.293626969748 |
180.281065207151 |
107.662815883300 |
114.869327083717 |
145.379211571178 |
26.4722584637875 |
25.0733669427573 |
109.991172897771 |
-12.0497494565843 |
-176.867744069596 |
258.167575110294 |
-1.78355845331316 |
-83.0451232641126 |
-55.7088432698911 |
-346.147267222352 |
149.877567942319 |
111.472252539601 |
-314.534133374292 |
127.383238927835 |
-274.341245231075 |
-49.7264073864894 |
-13.8344115667983 |
268.464417687361 |
-124.838486916581 |
-187.59369277682 |
-440.737459872609 |
160.544166579793 |
-135.236742261389 |
-622.084792331595 |
61.9433997319716 |
-85.6862983151102 |
132.555559881305 |
-29.9928368703957 |
6.45548746267627 |
191.346273053471 |
179.089969617082 |
-81.4858049865329 |
84.3707146368966 |
169.403196535344 |
60.8251686973995 |
26.444766474242 |
-73.7972539004536 |
14.1159884907506 |