ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.8642 | -0.2919 | 0.2356 | -0.542 | -0.2528 | -0.3717 | -0.9999 |
(p-val) | (0.0036 ) | (0.1533 ) | (0.1215 ) | (0.0467 ) | (0.1507 ) | (0.0541 ) | (0.048 ) |
Estimates ( 2 ) | 0.5979 | 0 | 0.1151 | -0.372 | -0.2352 | -0.2839 | -0.9995 |
(p-val) | (0.1549 ) | (NA ) | (0.3914 ) | (0.4921 ) | (0.2016 ) | (0.1415 ) | (0.0391 ) |
Estimates ( 3 ) | 0.3157 | 0 | 0.1159 | 0 | -0.2504 | -0.3214 | -1.0001 |
(p-val) | (0.0164 ) | (NA ) | (0.3815 ) | (NA ) | (0.1582 ) | (0.0769 ) | (0.0358 ) |
Estimates ( 4 ) | 0.3226 | 0 | 0 | 0 | -0.2214 | -0.3164 | -0.9988 |
(p-val) | (0.0152 ) | (NA ) | (NA ) | (NA ) | (0.1941 ) | (0.0803 ) | (0.0296 ) |
Estimates ( 5 ) | 0.3027 | 0 | 0 | 0 | 0 | -0.1859 | -1 |
(p-val) | (0.0218 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2784 ) | (3e-04 ) |
Estimates ( 6 ) | 0.3121 | 0 | 0 | 0 | 0 | 0 | -0.9996 |
(p-val) | (0.0174 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) |
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 |
-10.3431069551914 |
33.3661288235848 |
-226.746109992256 |
155.549099741971 |
-17.396365971289 |
-186.747261672406 |
110.216302036553 |
78.4119312034238 |
-75.7979406636012 |
33.3241980795861 |
111.263140433983 |
394.829631106367 |
375.212965418942 |
-185.180459680349 |
154.901294747512 |
410.359623764463 |
89.4066491385988 |
-151.455843358974 |
117.688113809124 |
-167.067185630677 |
322.846682631487 |
-29.1758054836970 |
81.3345575857073 |
-362.151114352865 |
-11.3637472632652 |
155.049922220793 |
71.4624582054641 |
-163.988618700948 |
-29.2971861939803 |
-20.5806042060222 |
-87.2417464073307 |
99.7304273203685 |
-230.119985076994 |
-134.303521554723 |
-81.7761449878806 |
-35.4905990840052 |
-90.6214511537339 |
-13.7490948294773 |
-159.417835260124 |
-30.7276416810622 |
301.728306046242 |
12.3175086132773 |
-5.89839081889119 |
-190.535956983961 |
-165.742050192025 |
13.3430839255884 |
-195.906596463857 |
15.1218629657076 |
-89.114859554163 |
125.541146619190 |
-173.153544748117 |
-140.642861483385 |
8.73748503000637 |
177.302815257456 |
-16.5912573818086 |