ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.0752 | -0.6836 | -0.2448 | -0.9985 | -0.9344 | -0.3995 | 0.4083 |
(p-val) | (0 ) | (1e-04 ) | (0.053 ) | (0 ) | (0.2115 ) | (0.1807 ) | (0.602 ) |
Estimates ( 2 ) | -1.0707 | -0.6723 | -0.2432 | -0.9985 | -0.5432 | -0.2325 | 0 |
(p-val) | (0 ) | (2e-04 ) | (0.0543 ) | (0 ) | (1e-04 ) | (0.1856 ) | (NA ) |
Estimates ( 3 ) | -1.0644 | -0.6521 | -0.2406 | -1.0014 | -0.4944 | 0 | 0 |
(p-val) | (0 ) | (2e-04 ) | (0.0572 ) | (0 ) | (1e-04 ) | (NA ) | (NA ) |
Estimates ( 4 ) | -0.9531 | -0.4087 | 0 | -1.0012 | -0.5116 | 0 | 0 |
(p-val) | (0 ) | (7e-04 ) | (NA ) | (0 ) | (0 ) | (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 |
8894295490.3806 |
-44973145048.6684 |
-21214849584.1041 |
56765583689.761 |
11590029933.7116 |
1411467105765.23 |
-1177306284209.73 |
-856504660558.661 |
-112025055174.910 |
22861358224.5673 |
11613759243.6773 |
-94907234298.303 |
-71259783161.897 |
145153737562.730 |
357926841069.945 |
-661121022187.05 |
330090297853.638 |
-939342274049.378 |
912007808814.99 |
915210104587.654 |
197080449259.668 |
-134436027831.002 |
-325785188168.751 |
-214865216263.208 |
-216348928846.567 |
-225292562803.065 |
-175100220614.238 |
-282989282225.632 |
-214680716527.142 |
-1064972729507.19 |
822491448409.67 |
839742328754.329 |
260701628855.76 |
-22783722066.2961 |
-82054196625.3364 |
11680020926.3235 |
213657315013.987 |
131327151491.622 |
-675247958083.66 |
462827160245.044 |
-2739618860.99548 |
88632149728.4212 |
481510807739.857 |
-134486000829.451 |
-208312032824.877 |
-217239911424.263 |
-168611673389.674 |
54061207654.8369 |
-67756541137.3873 |
-89620041010.1343 |
140263948886.250 |
-116497936462.654 |
92432757669.922 |
-98102874273.115 |
382981818669.809 |
99858656737.0636 |
-46429334453.0794 |
-80836682598.2425 |
-77652697998.9748 |