ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0399 | 0.2443 | 0.1411 | -0.7437 | 0.465 | 0.0151 | -1 |
(p-val) | (0.9192 ) | (0.4075 ) | (0.4059 ) | (0.0464 ) | (0.0057 ) | (0.9326 ) | (4e-04 ) |
Estimates ( 2 ) | 0.0403 | 0.2414 | 0.1371 | -0.7401 | 0.4659 | 0 | -0.9995 |
(p-val) | (0.9186 ) | (0.4133 ) | (0.4062 ) | (0.0496 ) | (0.0054 ) | (NA ) | (6e-04 ) |
Estimates ( 3 ) | 0 | 0.2154 | 0.1279 | -0.7031 | 0.4652 | 0 | -0.9999 |
(p-val) | (NA ) | (0.1335 ) | (0.3327 ) | (0 ) | (0.0054 ) | (NA ) | (6e-04 ) |
Estimates ( 4 ) | 0 | 0.1809 | 0 | -0.6642 | 0.5053 | 0 | -0.9998 |
(p-val) | (NA ) | (0.189 ) | (NA ) | (0 ) | (0.0018 ) | (NA ) | (1e-04 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.6069 | 0.5198 | 0 | -0.9997 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0013 ) | (NA ) | (0 ) |
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 |
-39.1761405396019 |
-890.772182666811 |
-515.137538788645 |
59.7534380650428 |
-369.638563632867 |
-49.6060893204805 |
1149.00100377427 |
-960.2354561424 |
-2823.39460976827 |
98.8300020247623 |
11.6912404953558 |
99.3348576496427 |
444.230576913374 |
734.350916022414 |
-855.921428837251 |
2384.98542495448 |
-821.93729673673 |
-138.659187888769 |
184.896271781326 |
-117.883249824667 |
1151.47233741857 |
1380.99593811408 |
-57.4617966501428 |
1576.10220062884 |
-190.03029786114 |
-287.335136609669 |
-1133.03211440622 |
-342.908903675889 |
-338.679421451578 |
1703.95894505035 |
1389.63755714018 |
73.7910338137139 |
-194.88202435439 |
-2055.59566187545 |
176.839931081824 |
1035.4418711226 |
898.062457500432 |
-157.877125375536 |
2601.35516897107 |
1196.40479391948 |
-1460.8641696014 |
4019.09353977772 |
-567.628803314041 |
-1156.63265655163 |
-727.56703830062 |
-803.384008203114 |
125.146531687471 |
-368.430372380948 |
-1757.15144823734 |
-89.2822910981424 |
1278.63429516707 |
2565.58722768666 |
989.679111533427 |
633.587524406507 |
-422.126164798548 |
687.382574797344 |
395.985061785956 |
-169.921777907794 |
646.112808448996 |
1337.98008416385 |
843.731088710092 |
1794.66389328078 |
1348.50811476658 |
-2865.54814466828 |
3165.68278846869 |
-262.406682826765 |
543.10279371597 |
112.799657425129 |
-348.774597061293 |
998.10323428595 |
-606.733529202368 |
-1529.89410198775 |