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 ) | (0.2112 ) | (0.1804 ) | (0.6017 ) |
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 |
8894295469.55809 |
-44973129860.6981 |
-21214735796.9350 |
56765393095.3797 |
11590107255.2576 |
1411466180534.78 |
-1177304811564.42 |
-856503008080.562 |
-112030030639.419 |
22865053010.7668 |
11613135959.6949 |
-94907612933.597 |
-71259713943.3095 |
145153932484.941 |
357926584973.404 |
-661120560763.824 |
330090133904.227 |
-939341307795.755 |
912008438707.99 |
915206500613.368 |
197084584207.421 |
-134438575895.533 |
-325785274887.335 |
-214865382721.19 |
-216349098508.292 |
-225292677625.171 |
-175099817629.481 |
-282990212061.338 |
-214680462596.569 |
-1064975334551.91 |
822492911857.17 |
839743350119.185 |
260705559785.37 |
-22786133472.1684 |
-82054438611.7654 |
11680094865.5628 |
213657246922.020 |
131326702169.035 |
-675248050067.092 |
462826606154.63 |
-2740596063.31355 |
88634136391.4065 |
481508914754.088 |
-134484526988.05 |
-208311824768.226 |
-217241049070.025 |
-168611150281.386 |
54061220896.1062 |
-67756257947.027 |
-89619554499.8228 |
140263052525.983 |
-116497216262.499 |
92433160431.4211 |
-98103195527.261 |
382982909769.969 |
99858080874.0916 |
-46428756272.179 |
-80837933363.6278 |
-77652584567.4302 |