ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.0501 | 0.2798 | 0.4414 | 0.1413 | -0.5927 | -0.3863 |
(p-val) | (0.8774 ) | (0.046 ) | (0.0041 ) | (0.7072 ) | (1e-04 ) | (0.0044 ) |
Estimates ( 2 ) | 0 | 0.2933 | 0.4554 | 0.1955 | -0.5881 | -0.3814 |
(p-val) | (NA ) | (0.0071 ) | (1e-04 ) | (0.1114 ) | (0 ) | (0.004 ) |
Estimates ( 3 ) | 0 | 0.3056 | 0.4687 | 0 | -0.6299 | -0.3876 |
(p-val) | (NA ) | (0.0059 ) | (1e-04 ) | (NA ) | (0 ) | (0.0033 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
0.723996350113362 |
12.9424764155243 |
27.8241646952945 |
90.374647107757 |
11.407015291425 |
-30.2127944563953 |
-6.90883672336902 |
-70.7024310572301 |
7.76745673339821 |
31.9296237382902 |
25.806413623434 |
75.3207786600398 |
-82.1102090473612 |
52.0239228362043 |
-73.7256506302505 |
9.40420546139514 |
-39.4483939111209 |
97.0701281940287 |
77.805538232381 |
-40.5625052967904 |
-25.2996595664464 |
-22.2153205192392 |
-21.910564969263 |
-49.9748877203216 |
30.293102265631 |
104.437935689292 |
22.8488157199765 |
-105.975297902978 |
-78.695738044252 |
72.621722993612 |
-32.7761990743293 |
-40.8760922923202 |
-20.2031951181028 |
-65.5866826705496 |
48.9955962797402 |
73.9238329362003 |
1.22194904125402 |
-60.4563622500535 |
-35.6108801181619 |
0.368504663993392 |
51.9898121176574 |
-49.5220607467263 |
-26.0017630464834 |
5.30434731447576 |
40.7507609950457 |
26.9628735840587 |
137.689103340743 |
-40.2991033744752 |
-61.5686559077241 |
-44.707589441286 |
-13.0346271557886 |
0.267332995884773 |
89.4175332330697 |
-55.3045184237719 |
130.961006829878 |
84.7087210600688 |
-24.1953675664108 |
34.191452305417 |
-0.816080082559218 |
34.368617154363 |
120.211759268738 |
1.59436946661056 |
39.1855083661454 |
178.210166615641 |
23.0136196926131 |
-88.2140716378291 |
-60.6914131865564 |
17.0121791714684 |
-19.8641630302794 |
114.264217359939 |
-22.4196244840904 |
147.742233121882 |
-76.4813107523883 |