ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3995 | 0.0639 | 0.1858 | 0.1506 | -0.7323 | -0.3971 | 0.183 |
(p-val) | (0.4771 ) | (0.7441 ) | (0.1433 ) | (0.7911 ) | (0.2421 ) | (0.1575 ) | (0.7882 ) |
Estimates ( 2 ) | -0.2546 | 0.0995 | 0.1779 | 0 | -0.7335 | -0.3965 | 0.1899 |
(p-val) | (0.0521 ) | (0.4567 ) | (0.1662 ) | (NA ) | (0.2436 ) | (0.1556 ) | (0.7814 ) |
Estimates ( 3 ) | -0.2494 | 0.1067 | 0.1698 | 0 | -0.5607 | -0.3248 | 0 |
(p-val) | (0.0543 ) | (0.4148 ) | (0.1758 ) | (NA ) | (0 ) | (0.0447 ) | (NA ) |
Estimates ( 4 ) | -0.271 | 0 | 0.1451 | 0 | -0.5702 | -0.3405 | 0 |
(p-val) | (0.0345 ) | (NA ) | (0.2359 ) | (NA ) | (0 ) | (0.0326 ) | (NA ) |
Estimates ( 5 ) | -0.2532 | 0 | 0 | 0 | -0.574 | -0.3376 | 0 |
(p-val) | (0.0476 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.033 ) | (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 |
867.887509505204 |
-2250.28069475706 |
33618.356965784 |
9954.34444592902 |
354.191747925620 |
18882.4059848456 |
20229.4309143634 |
268402.415800735 |
-113346.928018808 |
-45016.3930870888 |
35069.8581927414 |
58531.0974683435 |
-77256.37719663 |
-31473.5947870219 |
-52391.0075621489 |
32854.9859435725 |
101107.732677222 |
-176275.960473942 |
79531.885537752 |
-176414.252881799 |
151290.583018155 |
167731.591284544 |
143237.123984833 |
80251.9641959216 |
118735.723920888 |
75035.8242647686 |
19198.3069299239 |
-36364.565244121 |
-36170.5788957657 |
-109567.395737977 |
-100783.334905072 |
-149267.404560060 |
38947.3539988643 |
58613.0612764424 |
16074.4618904611 |
-41563.0054471834 |
-15970.5960147386 |
-47563.9543407556 |
59595.3586354662 |
65897.8398819312 |
-166489.283404707 |
46312.3277180123 |
-15952.8741348381 |
-87780.6497165994 |
134744.171799582 |
75232.8110734522 |
24408.7565122573 |
-15406.1428224565 |
-3766.75426023186 |
27197.2235783702 |
-46777.2891917652 |
-82472.8205054209 |
-35154.7186673461 |
-46946.8689402549 |
-43641.5350003634 |
-54920.7077875747 |
54905.4050480593 |
-10509.5838823069 |
-13706.8037712772 |
-42347.6091932919 |
-28990.4681222014 |