ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5488 | 0.26 | -0.7488 | -0.4627 | -0.18 | -0.4523 |
(p-val) | (0.0373 ) | (0.1054 ) | (0.0016 ) | (0.4664 ) | (0.6727 ) | (0.603 ) |
Estimates ( 2 ) | 0.5567 | 0.2658 | -0.7608 | -0.235 | 0 | -0.8008 |
(p-val) | (0.0328 ) | (0.1012 ) | (0.001 ) | (0.3973 ) | (NA ) | (0.3643 ) |
Estimates ( 3 ) | 0.575 | 0.2113 | -0.7349 | 0 | 0 | -0.9992 |
(p-val) | (0.0498 ) | (0.1467 ) | (0.0055 ) | (NA ) | (NA ) | (0.1032 ) |
Estimates ( 4 ) | -0.9987 | 0 | 0.9038 | 0 | 0 | -0.9347 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (1e-04 ) |
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 |
-4458.81677587199 |
3234.64011753717 |
14285.9425932717 |
37501.4814749033 |
-8457.47989123516 |
-29048.6248782908 |
-24181.0921874878 |
-12865.4593913625 |
15714.7294437984 |
16669.2555257369 |
-2837.92438992191 |
-148.296810614871 |
-10106.5037506511 |
547.401664947518 |
52184.6844818554 |
-15746.1778282788 |
-1414.45434788071 |
30011.2413479394 |
9966.70134239847 |
10522.1957111424 |
5246.98589202177 |
22130.0622218999 |
8109.46521366097 |
13657.92583476 |
-30774.4297270446 |
35793.7372556835 |
-10847.2857968824 |
-48653.6160637935 |
387.768922874672 |
-9419.66722696637 |
-21954.7728362143 |
-16362.0126329853 |
-18086.4665360393 |
-5025.5775993106 |
-57545.4531747885 |
1690.10357514313 |
-68840.1131281022 |
-27907.4662026196 |
16161.0823578707 |
95993.1884351998 |
-45838.2838313967 |
-13887.4543513846 |
13677.9886051301 |
35904.8360159040 |
-57248.9194198129 |
21467.5753289083 |
27675.6919535093 |
13870.7537497740 |