ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | -0.4351 | 0.0213 | 0.1052 | 0.2138 | -0.4976 |
(p-val) | (0.5548 ) | (0.9309 ) | (0.5179 ) | (0.7674 ) | (0.0771 ) |
Estimates ( 2 ) | -0.4821 | 0 | 0.1011 | 0.2566 | -0.5012 |
(p-val) | (0.3585 ) | (NA ) | (0.5043 ) | (0.6423 ) | (0.0733 ) |
Estimates ( 3 ) | -0.2375 | 0 | 0.0718 | 0 | -0.5166 |
(p-val) | (0.1467 ) | (NA ) | (0.6533 ) | (NA ) | (0.0694 ) |
Estimates ( 4 ) | -0.2315 | 0 | 0 | 0 | -0.5029 |
(p-val) | (0.1564 ) | (NA ) | (NA ) | (NA ) | (0.0683 ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.5018 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0681 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
90.4739433710058 |
25566.3904483679 |
4821.92658684064 |
17893.3606986382 |
45872.0843321778 |
-1523.83802789119 |
2151.35759243877 |
-98509.652279934 |
63265.8658020248 |
1719.65580320034 |
-35001.0035774876 |
3005.77040454296 |
5898.04972945825 |
3190.21337128747 |
-23556.9396509915 |
54318.6126865668 |
-112214.174705973 |
8717.44161965584 |
-11033.0563143182 |
-63022.8330524203 |
52166.8952351226 |
23540.381017545 |
26865.2701351068 |
42543.8128374336 |
71621.6069073836 |
-10054.2796284391 |
59059.5277314703 |
-58791.8789263122 |
3981.19905635485 |
-23129.1222890336 |
-11618.2270405144 |
21992.2251427346 |
89498.0808470185 |
-31217.1653311931 |
-22494.1700769178 |
-7444.3818564303 |
-19284.8340394905 |