ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5768 | 0.2703 | -0.3164 | 0.0876 | -0.3961 | -1 |
(p-val) | (0.0269 ) | (0.2459 ) | (0.1402 ) | (0.7364 ) | (0.0866 ) | (0 ) |
Estimates ( 2 ) | 0.6483 | 0.234 | -0.3386 | 0 | -0.4053 | -1 |
(p-val) | (0 ) | (0.31 ) | (0.0768 ) | (NA ) | (0.0705 ) | (0 ) |
Estimates ( 3 ) | 0.6613 | 0 | -0.1749 | 0 | -0.1874 | -1 |
(p-val) | (0 ) | (NA ) | (0.149 ) | (NA ) | (0.2396 ) | (0 ) |
Estimates ( 4 ) | 0.5777 | 0 | -0.1425 | 0 | 0 | -1 |
(p-val) | (0 ) | (NA ) | (0.2371 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0.5618 | 0 | 0 | 0 | 0 | -1 |
(p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-51.6977196343876 |
40209.0507856846 |
48633.4774560279 |
-74547.5765302506 |
-12816.6270547151 |
34861.5067301163 |
-3110.70970959667 |
-39456.156498867 |
-57676.6511655809 |
32941.1145845998 |
-11766.6577226873 |
34086.8003385387 |
-28062.9002416646 |
-18190.0316883854 |
-8076.4581058975 |
2909.46657991220 |
-9861.69890922903 |
-4090.25016272560 |
16604.3486859578 |
-8081.28732735211 |
20036.0732932689 |
4883.55881551679 |
-31289.1933635629 |
8805.67255396756 |
5070.69598835975 |
16514.6300390364 |
-9273.49362114546 |
2640.02800458699 |
75525.1840072356 |
10554.8953257018 |
-2592.67301687527 |
12364.7302679348 |
4368.21164013501 |
10797.1072977690 |
80972.7325712931 |
15905.3276073533 |
7591.233249733 |
-24697.9056365938 |
-35519.1690846237 |
-2707.71812895116 |
-1028.19685872257 |
-45387.9952099879 |
-25486.1389021401 |
150.862446738259 |
26976.0730239868 |
18834.8495686143 |
42082.9178558034 |
-3076.12461167186 |
-22378.2268959771 |
-5409.9450288734 |
2619.76816731553 |
-37355.4853124137 |
16689.5921583275 |
-39519.7133883101 |
5429.0053282835 |
20514.5658360809 |
25528.7063570968 |
4596.12301204509 |