ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.7252 | 1e-04 | 0.2361 | -0.8384 | -0.3706 | -0.2594 |
(p-val) | (8e-04 ) | (0.9995 ) | (0.1456 ) | (1e-04 ) | (0.022 ) | (0.1107 ) |
Estimates ( 2 ) | 0.7252 | 0 | 0.2362 | -0.8383 | -0.3705 | -0.2593 |
(p-val) | (4e-04 ) | (NA ) | (0.0777 ) | (1e-04 ) | (0.021 ) | (0.0946 ) |
Estimates ( 3 ) | 0.687 | 0 | 0.2359 | -0.7935 | -0.2653 | 0 |
(p-val) | (3e-04 ) | (NA ) | (0.0402 ) | (0 ) | (0.0594 ) | (NA ) |
Estimates ( 4 ) | 0.5938 | 0 | 0.2428 | -0.7079 | 0 | 0 |
(p-val) | (0.0026 ) | (NA ) | (0.0276 ) | (2e-04 ) | (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 |
0.0909998588820264 |
43.5787930660284 |
11.2006130069829 |
-13.2051118434295 |
30.2313766192893 |
14.7098510868088 |
20.3912360360791 |
-3.50034554121897 |
-13.6624311685008 |
-41.1358951249049 |
0.220285574063098 |
-44.5605526623378 |
30.8811000553234 |
25.2073045532978 |
29.6210542493291 |
-33.0149104676157 |
-4.69200162935041 |
82.3041288751046 |
15.2027917585268 |
-34.3814128968816 |
-40.0791201710101 |
-19.0749309965171 |
26.3749458316541 |
15.6356362700244 |
29.7395301798864 |
-52.4081138410542 |
-12.4721669927778 |
9.43121246025743 |
24.9324395861761 |
-78.5405607806784 |
1.76463594303790 |
21.6292704265512 |
4.88633996297614 |
22.4188619381278 |
41.9416922146414 |
17.8772075223655 |
-4.31180427732443 |
-7.42177322593325 |
-4.75256736242724 |
44.7152063708996 |
8.7665936326615 |
1.61315752198190 |
29.4389145772749 |
63.0294982245844 |
15.5246359276259 |
69.4737872333093 |
-27.6103476589233 |
2.81721172866006 |
21.5076715120835 |
-24.8593857182825 |
6.13392687052854 |
-17.5112955745466 |
-8.35794823519578 |
-21.5536236725636 |
-8.7715620325827 |
-19.2928112093271 |
12.4047707606600 |
-3.32716026916911 |
-35.4905877294056 |
55.215152956675 |
-18.6139618047272 |