ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.145 | 0.4217 | 0.7032 | 0.4386 | 0.3458 | -0.529 | -0.9991 |
(p-val) | (0.2772 ) | (2e-04 ) | (0 ) | (0.007 ) | (0.0629 ) | (1e-04 ) | (0.0512 ) |
Estimates ( 2 ) | 0 | 0.4166 | 0.6576 | 0.3421 | 0.3833 | -0.5251 | -1.0082 |
(p-val) | (NA ) | (0 ) | (0 ) | (0.0033 ) | (0.0374 ) | (1e-04 ) | (0.0064 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
600.710384194558 |
15820.1146298461 |
1056.17494738509 |
-30403.6515670913 |
10229.2455080607 |
16500.1644595071 |
-22786.1622480625 |
-1306.88364040572 |
5625.55411690318 |
-9427.8134191839 |
1898.25441899132 |
-4665.33129101739 |
6732.92551894816 |
11971.2023819767 |
7415.36557299421 |
-2237.5814902491 |
8157.91999853554 |
34427.1196017335 |
-11869.8113999211 |
5354.315316092 |
-13540.7466083049 |
5492.47928496478 |
-3351.01858133848 |
6063.4334436332 |
-8920.30262719262 |
15452.6601655542 |
875.915873674734 |
-26425.6292124516 |
16035.6822464796 |
-39238.3978334773 |
-2749.76752049540 |
5016.64658878776 |
7398.71124910524 |
-128.302412567464 |
766.472735952853 |
-6397.963826279 |
11582.3626172815 |
-1448.74921359798 |
-8304.17697806566 |
-32670.2073513012 |
29392.5032913757 |
4732.61980996194 |
7733.95789946325 |
96.5004075710012 |
-4588.76546255459 |
2646.82095073494 |
-11911.6788591590 |
-1529.91689938417 |
-8498.97868239259 |
-5165.56257890868 |
-1596.06226856336 |
33134.850031829 |
-17083.6023344630 |
51.814425429083 |
-9809.46258187043 |
10450.9153784944 |
11005.3814118595 |
-2116.12045984792 |
3681.7199826711 |
20401.4463694445 |
11389.4200645625 |
29610.1512131517 |
42396.8075047161 |
66206.8395124288 |
-2960.39468815944 |
10409.1561519391 |
14339.0889251698 |
-27949.7800122178 |
-9308.07220384385 |
-14709.6949305660 |
8668.63436449442 |
-12797.3969193016 |
-16587.1560049400 |