ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1052 | -0.0694 | -0.2205 | -0.4445 | -0.7085 | 0.2229 | 0.8863 |
(p-val) | (0.6994 ) | (0.685 ) | (0.088 ) | (0.1043 ) | (0.3893 ) | (0.1714 ) | (0.3594 ) |
Estimates ( 2 ) | 0 | -0.0244 | -0.1931 | -0.536 | -0.7484 | 0.22 | 0.9319 |
(p-val) | (NA ) | (0.8455 ) | (0.0916 ) | (0 ) | (0.1371 ) | (0.1385 ) | (0.1678 ) |
Estimates ( 3 ) | 0 | 0 | -0.1901 | -0.5448 | -0.6944 | 0.2218 | 0.8714 |
(p-val) | (NA ) | (NA ) | (0.0952 ) | (0 ) | (0.54 ) | (0.2206 ) | (0.5012 ) |
Estimates ( 4 ) | 0 | 0 | -0.1864 | -0.5524 | 0 | 0.1182 | 0.1598 |
(p-val) | (NA ) | (NA ) | (0.1011 ) | (0 ) | (NA ) | (0.3899 ) | (0.1966 ) |
Estimates ( 5 ) | 0 | 0 | -0.1853 | -0.5554 | 0 | 0 | 0.1462 |
(p-val) | (NA ) | (NA ) | (0.1019 ) | (0 ) | (NA ) | (NA ) | (0.2046 ) |
Estimates ( 6 ) | 0 | 0 | -0.1824 | -0.5766 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.1087 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | -0.6263 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
0.0369999745003413 |
-5.96231865345569 |
13.1997505098284 |
-4.38134104589191 |
-8.55664024884683 |
11.1858500863415 |
43.1600828165327 |
-18.0555098072061 |
-1.03390376614919 |
-21.4802077626364 |
12.9526883697128 |
92.7450087063382 |
-7.62959923195752 |
-36.3793071824434 |
6.34670394256463 |
5.44381424702743 |
11.2068476674050 |
-9.34880084836778 |
70.7983973267327 |
-21.4398345681963 |
19.3537016545635 |
-24.3407859715554 |
-47.8930389462538 |
-5.2312039931975 |
15.0447379468876 |
2.6617408591111 |
-18.5463802158022 |
24.2312685099367 |
-22.3926123684638 |
30.8921837761603 |
10.2858183735463 |
-17.6363037071706 |
-6.41302975388917 |
-14.0694124837839 |
-34.2139388466662 |
23.3594254468519 |
7.01011296852435 |
-10.1536114378739 |
-14.8280599607298 |
13.5377144258887 |
10.9818654022284 |
33.2311335254277 |
-13.6424737521364 |
35.0456012905473 |
2.68076272967238 |
-6.20395765707651 |
-1.91546067166381 |
21.6997226801847 |
31.330072611802 |
-6.02900023963369 |
-20.5509575909647 |
-7.3840144026248 |
-22.4535557582985 |
-42.9605320191498 |
-26.5894843267677 |
-29.8859887511151 |
-4.97592444425357 |
-14.2340692365998 |
-2.39675628753506 |
15.7192136404274 |
-23.9426635204241 |
-4.34641981168204 |
-14.9522778718257 |
-5.27697234969494 |
1.41659439714148 |
-13.9195439801644 |
-3.38446142179613 |
-4.4042725759719 |
-1.72869716449047 |
0.550474508657317 |
-8.22986146893105 |
3.80177197508502 |
10.3746038349681 |
-6.47719721085457 |
-8.27547947873524 |
-4.31240532432229 |
-1.49329926015154 |
-4.95561884743177 |
-0.0399352265722914 |
-6.47575127816825 |