ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0784 | 0.3973 | 0.5031 | 0.3414 | -0.0682 | -0.1188 | -0.9994 |
(p-val) | (0.6562 ) | (4e-04 ) | (0 ) | (0.0678 ) | (0.5892 ) | (0.3628 ) | (0.0338 ) |
Estimates ( 2 ) | 0 | 0.3737 | 0.4832 | 0.2696 | -0.0722 | -0.1189 | -0.9994 |
(p-val) | (NA ) | (2e-04 ) | (0 ) | (0.0066 ) | (0.5668 ) | (0.3585 ) | (0.0304 ) |
Estimates ( 3 ) | 0 | 0.3691 | 0.4632 | 0.2653 | 0 | -0.1059 | -1 |
(p-val) | (NA ) | (2e-04 ) | (0 ) | (0.0072 ) | (NA ) | (0.4188 ) | (2e-04 ) |
Estimates ( 4 ) | 0 | 0.3547 | 0.4849 | 0.263 | 0 | 0 | -1 |
(p-val) | (NA ) | (2e-04 ) | (0 ) | (0.0073 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
0.329996618437135 |
13.4591741721598 |
-8.22747567511559 |
8.86281917266111 |
11.0051538212958 |
4.06308140524806 |
-20.4618382497524 |
21.9913018889456 |
-15.5049525566547 |
60.8879453660738 |
13.7180362185379 |
34.6617877112352 |
-37.4132968006846 |
-30.930438085845 |
21.1024476350528 |
-0.560509565306965 |
20.2064319545158 |
-31.9154400590657 |
13.8667434057353 |
55.1503277152084 |
1.84104959933567 |
10.5762021208681 |
-16.0969714338718 |
-54.0198981394335 |
31.1812509613936 |
16.9590927512598 |
30.7866148818009 |
38.3716212902904 |
22.8450235853088 |
-28.7072313251897 |
20.2789294501215 |
-53.6146985646604 |
-18.2515961439721 |
34.497120086962 |
18.729266846879 |
-23.7100510456113 |
-12.9860974470447 |
28.7807463053285 |
-28.1094651780221 |
32.0859224085297 |
-14.4381034223301 |
32.983006124657 |
35.9336815245603 |
-31.9056906483023 |
-13.6100511525314 |
-13.8506166553695 |
-54.6709738309537 |
-23.6026815046132 |
50.0427109184817 |
41.0220812715787 |
-1.86743745466771 |
-19.939647840611 |
-17.846814741735 |
7.81025303334189 |
-6.0418168720689 |
-7.92592091171402 |
7.22054828220234 |
-54.6334027153927 |
-13.1052031571499 |
46.702587884069 |
-7.78079755133022 |
19.9850963033271 |
-14.1647233205087 |
22.5207338667626 |
-14.1892250823138 |
34.1723106395821 |
-41.5923532463673 |
-7.08040852846561 |
35.641534115638 |
-0.513823681726475 |
35.6827726704018 |
-34.4526914851247 |
-43.3039889016036 |
9.5935934812718 |
10.3236057805759 |
-46.5188581481064 |
64.0297672834166 |
-9.72023096265226 |
39.0605795872975 |
3.64707833205677 |
18.1633301609541 |
-11.4085233092365 |
32.5790575209016 |
-8.36075404688627 |
56.6122111678247 |
42.7354379380481 |
23.125295188995 |
79.898782917071 |
-13.7918703532584 |
-11.0493575847524 |
-20.1196005286799 |
-31.4143350316244 |
-31.0791193301263 |
4.04980992265427 |
60.4058616758511 |
72.0000185073265 |
-0.758721121227825 |