ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -1.3647 | -0.6488 | -0.0367 | 0.7871 | 0.7923 | 0.1758 | -0.8069 |
(p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0 | 0.2327 | 0.1392 | -0.9536 | 0.731 | 0.2069 | -0.7048 |
(p-val) | (NA ) | (0.0916 ) | (0.3056 ) | (0 ) | (0.0077 ) | (0.2567 ) | (0.0489 ) |
Estimates ( 3 ) | 0 | 0.2286 | 0 | -1.0658 | 0.7304 | 0.2211 | -0.7405 |
(p-val) | (NA ) | (0.1083 ) | (NA ) | (0 ) | (0.0072 ) | (0.2195 ) | (0.0541 ) |
Estimates ( 4 ) | 0 | 0.2119 | 0 | -0.9351 | 0.9924 | 0 | -0.9157 |
(p-val) | (NA ) | (0.1374 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.8414 | 0.992 | 0 | -0.9192 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
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 |
0.299999591336684 |
1.21199233356701 |
75.4639797610251 |
51.8090123934091 |
10.3709114726381 |
14.9363265003291 |
-45.8963239567809 |
-23.8459253555833 |
16.6540572050692 |
43.615630330657 |
-17.9998241807339 |
17.7626600419157 |
-1.83686172329133 |
16.3095321745741 |
40.4310491777242 |
-32.9020923203062 |
46.4546718560895 |
26.6029330228096 |
12.4559403579264 |
9.1501303438064 |
34.2648480827087 |
33.1275776464389 |
-18.4830819516073 |
-27.8262414444688 |
-13.8016290347782 |
-29.1274212596908 |
-3.34492138406453 |
-21.6583166784908 |
-8.0666195130188 |
49.6964158806386 |
70.3882304484306 |
48.6210111029793 |
-3.8015627933975 |
43.5545748899729 |
-50.2014851484081 |
-48.1722435368535 |
42.5657093267597 |
1.94747365822287 |
-23.1998794996642 |
62.9958583118668 |
2.37745726905263 |
34.1152131535184 |
-24.2307750466742 |
-33.8432122019551 |
79.3323863089495 |
-42.6725703258637 |
22.0249725213098 |
13.1358833090987 |
-16.3519703647422 |
-8.78447570609995 |
11.0253146899665 |
-42.8971104780076 |
-41.7646403725663 |
4.32617856051018 |
-14.6407563110333 |
-2.10438360686061 |
-60.7865653625676 |
-35.8640122898727 |
12.1397297717034 |
-44.7357230536979 |
27.9840186152965 |
-26.3959600820902 |
4.01516011072297 |
22.5198993389735 |
13.0143963522460 |
83.8828435924023 |
51.2747027702898 |