ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.7986 | 0.0016 | 0.1687 | -0.7601 | -0.2784 | -0.1051 |
(p-val) | (0 ) | (0.992 ) | (0.1699 ) | (0 ) | (0.0326 ) | (0.3932 ) |
Estimates ( 2 ) | 0.7995 | 0 | 0.1693 | -0.7602 | -0.278 | -0.1051 |
(p-val) | (0 ) | (NA ) | (0.1119 ) | (0 ) | (0.021 ) | (0.393 ) |
Estimates ( 3 ) | 0.7938 | 0 | 0.1711 | -0.7591 | -0.2564 | 0 |
(p-val) | (0 ) | (NA ) | (0.1045 ) | (0 ) | (0.0267 ) | (NA ) |
Estimates ( 4 ) | 0.9764 | 0 | 0 | -0.842 | -0.2197 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0564 ) | (NA ) |
Estimates ( 5 ) | 0.969 | 0 | 0 | -0.8521 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
9.39095961964454 |
139.383809129309 |
-625.182602062014 |
14.7073264160617 |
377.177394462004 |
-84.2691781056998 |
82.0561162909004 |
136.383610260078 |
-197.182353117541 |
-206.785454861182 |
40.1002375449907 |
-73.8807492459648 |
-82.7342719916951 |
-144.310477951144 |
185.408583232565 |
-30.5311028472794 |
-400.752869296455 |
-528.952892702166 |
-317.357200786706 |
211.980418729759 |
-44.1892574568898 |
296.514103387571 |
53.1925559246825 |
-226.763537260327 |
310.301020266150 |
93.1183474237112 |
-94.5855802133843 |
-242.912048269608 |
568.79190099458 |
-202.601101511397 |
464.25409544846 |
283.000933617443 |
-290.120130752053 |
417.30254073077 |
-204.172898416280 |
35.8402640745694 |
383.718712914044 |
110.194345656267 |
365.190690903721 |
194.565706321075 |
-184.008590153387 |
-266.614309242774 |
506.433709494422 |
49.3948602908575 |
471.798235823281 |
64.6969904021544 |
10.5732098596026 |
332.31653464488 |
225.051238605976 |
-207.338705870856 |
-73.8124285629621 |
402.836096726897 |
80.1038639777105 |
498.637800372026 |
-90.457687647651 |
-640.742414349301 |
264.332090148654 |
20.0534198727158 |
204.735469759627 |
-140.958040044543 |
-321.193325938753 |
125.136793317626 |
-137.289466356123 |
100.237597202951 |
-165.649150625006 |
549.197886207883 |
32.196823634471 |
53.5494823717829 |
-58.7481855224563 |
318.647391583908 |
383.895826820182 |
94.6452272629524 |
-559.292514978221 |
97.0965522866622 |
66.0968266510471 |
-271.578438479547 |
-262.541693133223 |
14.4559332199410 |
-269.221527416975 |
438.864434650791 |
396.768400239971 |
-421.305844375614 |
13.9242089701828 |
-13.4231537623992 |
273.206996375427 |