ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3998 | -0.2682 | -0.1206 | -0.8313 | 0.2135 | -0.0717 | -0.9999 |
(p-val) | (0.0137 ) | (0.0926 ) | (0.3605 ) | (0 ) | (0.2017 ) | (0.7007 ) | (0.0145 ) |
Estimates ( 2 ) | -0.3937 | -0.2865 | -0.1234 | -0.8329 | 0.2267 | 0 | -1 |
(p-val) | (0.0129 ) | (0.0524 ) | (0.3463 ) | (0 ) | (0.167 ) | (NA ) | (0.0022 ) |
Estimates ( 3 ) | -0.3311 | -0.2169 | 0 | -0.8646 | 0.2029 | 0 | -1 |
(p-val) | (0.0194 ) | (0.0828 ) | (NA ) | (0 ) | (0.1983 ) | (NA ) | (9e-04 ) |
Estimates ( 4 ) | -0.2753 | -0.2151 | 0 | -1.1556 | 0 | 0 | -0.7726 |
(p-val) | (0.0483 ) | (0.0945 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0029 ) |
Estimates ( 5 ) | -0.1812 | 0 | 0 | -1.1085 | 0 | 0 | -0.9975 |
(p-val) | (0.141 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1704 ) |
Estimates ( 6 ) | -0.3481 | 0 | 0 | -0.9447 | 0 | 0 | 0 |
(p-val) | (0.0028 ) | (NA ) | (NA ) | (0 ) | (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 |
-22.8682780790984 |
-194.162646444220 |
-354.909660003803 |
800.77851833299 |
-551.35171911475 |
-217.793839333871 |
318.564659326081 |
-711.528714164104 |
-149.718812107888 |
-185.666423308302 |
271.271895327695 |
433.559020262169 |
477.959370104864 |
160.511985164604 |
-368.774760576308 |
182.471994115529 |
676.144902796924 |
24.4469644584129 |
474.341662839196 |
-401.376703857687 |
505.15877563312 |
-104.548222337364 |
490.152833213104 |
636.918894145997 |
575.74122814786 |
266.454617047441 |
99.444046071222 |
-388.524156176522 |
-1163.68293848266 |
2249.17022778118 |
102.667548091755 |
-816.299252955025 |
755.911729775306 |
198.661470109549 |
265.763551128631 |
307.138458303894 |
219.361887611484 |
114.861381667927 |
-43.3408932662295 |
-515.787121621791 |
-1064.18441796890 |
588.372705341206 |
2466.88952115096 |
91.653847017021 |
-101.740576817716 |
217.783551695921 |
336.805118090844 |
-101.576378029384 |
145.515937084008 |
404.522841761899 |
-264.252425512562 |
744.1594567677 |
-28.8136792075411 |
-843.079526965256 |
-901.518110833116 |
3717.21535492375 |
193.912693455414 |
329.201752039766 |
-234.584309410653 |
-92.4072339049361 |
-134.536567037993 |
-259.947133306788 |
-270.416087180153 |
-44.3903539923082 |
-54.01260735164 |
-698.024714474723 |
-140.637260522021 |
-78.5236583749116 |
1328.47272722394 |
534.286477427366 |
176.870244961637 |
144.117547275019 |