ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.0256 | -0.6136 | -0.1521 | -0.9983 | -0.7658 | -0.4072 | 0.2762 |
(p-val) | (0 ) | (8e-04 ) | (0.2388 ) | (0 ) | (0.1818 ) | (0.0904 ) | (0.6575 ) |
Estimates ( 2 ) | -1.0179 | -0.5967 | -0.1499 | -0.9983 | -0.5142 | -0.3083 | 0 |
(p-val) | (0 ) | (8e-04 ) | (0.2452 ) | (0 ) | (2e-04 ) | (0.073 ) | (NA ) |
Estimates ( 3 ) | -0.9402 | -0.4461 | 0 | -1.0016 | -0.5369 | -0.3152 | 0 |
(p-val) | (0 ) | (2e-04 ) | (NA ) | (0 ) | (1e-04 ) | (0.0658 ) | (NA ) |
Estimates ( 4 ) | -0.9742 | -0.4468 | 0 | -1.0014 | -0.4618 | 0 | 0 |
(p-val) | (0 ) | (2e-04 ) | (NA ) | (0 ) | (3e-04 ) | (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 |
5541.25053391881 |
-26717.2639073042 |
-11096.8972822579 |
14084.4688164696 |
13010.9110524418 |
223945.426237646 |
-251634.418599866 |
-119098.341255936 |
50755.3801322146 |
85286.7637654692 |
-118295.378911506 |
-27949.6101684396 |
-8831.62525509086 |
81876.8038471678 |
111213.459878404 |
-209439.288929269 |
102709.389419538 |
-142057.290388847 |
224215.142974108 |
159977.048331867 |
50329.5961399323 |
-88286.4116778242 |
-2243.52215230646 |
-45436.8207787504 |
-95396.01691082 |
-110290.877447003 |
-51662.9215930587 |
-76675.050620008 |
-36681.3184120669 |
-46055.5977767929 |
161247.529572891 |
127419.994450782 |
12952.7422487329 |
-67934.4809511432 |
-4593.50779005791 |
-22020.9624316145 |
92522.278322969 |
69956.3168927649 |
-198425.823082135 |
73598.8643097694 |
30371.3982604738 |
-61250.697395747 |
147406.254372081 |
69233.4031796611 |
-42776.029506126 |
-77570.6735634461 |
-16129.2448749785 |
23547.7296420567 |
-59135.8642473272 |
-75223.810658258 |
18080.0981412048 |
5755.79423679563 |
4421.24064596994 |
-9909.98717964508 |
105634.784041861 |
4954.19596367284 |
-15609.1071640677 |
-37191.8792446401 |
-11.6998614138248 |