ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1825 | 0.1449 | 0.4408 | -0.2261 | 0.1477 | -0.3886 | -0.9989 |
(p-val) | (0.5131 ) | (0.3968 ) | (0.0019 ) | (0.4602 ) | (0.4414 ) | (0.0841 ) | (0.0142 ) |
Estimates ( 2 ) | 0 | 0.1944 | 0.43 | -0.3827 | 0.1547 | -0.4145 | -1.0002 |
(p-val) | (NA ) | (0.1631 ) | (0.0028 ) | (0.0077 ) | (0.4004 ) | (0.052 ) | (0.0149 ) |
Estimates ( 3 ) | 0 | 0.1841 | 0.4225 | -0.3956 | 0 | -0.4578 | -1.0003 |
(p-val) | (NA ) | (0.1863 ) | (0.003 ) | (0.0058 ) | (NA ) | (0.0164 ) | (0.1607 ) |
Estimates ( 4 ) | 0 | 0 | 0.409 | -0.3548 | 0 | -0.4846 | -1 |
(p-val) | (NA ) | (NA ) | (0.0049 ) | (0.007 ) | (NA ) | (0.0088 ) | (0.1222 ) |
Estimates ( 5 ) | 0 | 0 | 0.4404 | -0.2953 | 0 | -0.3833 | 0 |
(p-val) | (NA ) | (NA ) | (0.0039 ) | (0.0218 ) | (NA ) | (0.0476 ) | (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 |
-49.7893339813624 |
-115.855857347157 |
358.642252325575 |
-1280.23404859543 |
1269.7990218444 |
-482.344439925045 |
535.432156472485 |
-653.350665670356 |
-150.255607623481 |
809.700340422624 |
-454.25759298969 |
-944.643265379427 |
315.20994572738 |
-4.19622349469063 |
122.766997172271 |
0.263819130037385 |
7.82728106033063 |
309.789819115024 |
550.179633243721 |
-154.686633687727 |
-905.855795506139 |
855.608436659643 |
-873.24999022707 |
-190.895544647361 |
123.512252726179 |
579.148230586512 |
-1330.15873241708 |
1493.42083518269 |
-471.236978042281 |
375.446281752056 |
84.7030430928148 |
-1448.7429878622 |
556.696970316013 |
-994.720490616971 |
-2762.85125636168 |
-1223.45771147529 |
-1064.55765279704 |
821.83469984857 |
-437.67345344376 |
375.180756215468 |
-396.843780362746 |
837.847042453338 |
864.953789085965 |
493.563033484152 |
-378.994495101279 |
280.453936285203 |
754.180578928203 |
1349.24340665111 |
-212.749295852145 |