ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.7685 | 0.2713 | -0.1252 | -0.7896 | -0.4574 | -0.2801 |
(p-val) | (0 ) | (0.0129 ) | (0.2375 ) | (0 ) | (0 ) | (0.0023 ) |
Estimates ( 2 ) | 0.6567 | 0.2148 | 0 | -0.6969 | -0.4392 | -0.2778 |
(p-val) | (2e-04 ) | (0.0316 ) | (NA ) | (0 ) | (0 ) | (0.0024 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-769.912861553294 |
1231.74727399615 |
-3786.51231097315 |
3857.06302324878 |
1137.67707676976 |
650.559322937789 |
1448.38740717346 |
-785.54974621505 |
-320.404796754846 |
2132.00567503766 |
427.225666337859 |
-3403.28245110406 |
2733.9958385884 |
3258.62107497866 |
2037.74330480893 |
2990.71308821088 |
1208.25095630911 |
1494.87512020676 |
-519.740656933977 |
-4402.27545296717 |
17871.9777276773 |
5459.4442749815 |
-5409.31434925441 |
-563.209150590502 |
-2049.06740545281 |
389.225408935284 |
455.520730143003 |
-3060.66833871189 |
-298.057771183623 |
2045.44039472676 |
10127.8475449953 |
-8097.8777878039 |
-3333.40327155713 |
2225.00884231747 |
5836.70857941023 |
-2191.13607277713 |
117.796122676524 |
-683.859351838109 |
-432.910789633781 |
3407.87948222386 |
-394.428965424131 |
4298.03229825826 |
5898.49600861374 |
-3706.42151145838 |
-3704.91984864148 |
-2629.45394633622 |
-4621.33075594125 |
2273.65526374444 |
703.400966343876 |
1079.83333465661 |
-610.322967529709 |
-3999.42824209712 |
-422.142154253448 |
1083.44977604587 |
729.739555603923 |
7156.13682323652 |
-4265.30986985137 |
7221.0715912018 |
-2196.14665584382 |
-2769.16480619819 |
-4656.64255981166 |
-2067.48870068473 |
1444.30476148427 |
-216.907171108237 |
-799.035835352519 |
-418.391423189224 |
-1416.53473009083 |
-4989.98362443183 |
-732.204636348123 |
-2920.54765977996 |
-2787.64159309918 |
914.006992242599 |
-11233.6349440327 |
5322.0219330074 |
1006.13446350816 |
6724.49457140983 |
2437.70541039257 |
-3692.29845765851 |
-9582.62183266141 |
-10126.8392223392 |
9470.16153033314 |
-11318.1168512311 |
-346.67857077627 |
-1946.71363322788 |
7900.62082962249 |
-4087.10265077699 |
-2372.43353204679 |
-1569.67490782501 |
193.278050464140 |
1343.44384647435 |
3126.47440602592 |
-5889.71854343926 |
-6272.39742084878 |
6060.81397314111 |
6785.70940167172 |
5595.32533841795 |
1005.55582909575 |
-351.142511607872 |
3455.97570243333 |
1522.07816484521 |
-5010.20361793405 |
4972.43114296327 |
-5017.73496517926 |
-4012.76939976593 |
5476.81189004498 |
6563.84298961209 |
5636.18251808457 |
6859.90756128148 |
10643.0907987134 |
4503.09204559672 |
2275.00351567424 |
-4863.71281891787 |
-232.977390916871 |
3305.72195329342 |
-3821.61291124252 |
-93.0337763798603 |
-817.916844930417 |
1217.94461905745 |
1959.02518379571 |
8202.10905626621 |
-11932.8528671436 |
-3576.00245277966 |
-4461.26102632261 |
-863.382669907556 |
-868.722858129936 |
-3542.78439423715 |
1144.34409084334 |
-378.830468654809 |
-2636.61675293480 |
-329.400170784795 |
-2944.13784321281 |