ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1148 | -0.2384 | -0.3698 | 0.084 | -0.5509 | -0.7651 |
(p-val) | (0.6983 ) | (0.1779 ) | (0.2101 ) | (0.7008 ) | (4e-04 ) | (0.2627 ) |
Estimates ( 2 ) | -0.0978 | -0.2297 | -0.3843 | 0 | -0.5719 | -0.6167 |
(p-val) | (0.7406 ) | (0.1945 ) | (0.1921 ) | (NA ) | (0 ) | (0.0542 ) |
Estimates ( 3 ) | 0 | -0.1933 | -0.4668 | 0 | -0.5745 | -0.6193 |
(p-val) | (NA ) | (0.1899 ) | (3e-04 ) | (NA ) | (0 ) | (0.0515 ) |
Estimates ( 4 ) | 0 | 0 | -0.5395 | 0 | -0.5401 | -0.5631 |
(p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (1e-04 ) | (0.0527 ) |
Estimates ( 5 ) | 0 | 0 | -0.4814 | 0 | -0.536 | 0 |
(p-val) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (1e-04 ) | (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 |
-21.4445313070925 |
-539.598932328164 |
429.506140796510 |
-430.208517585448 |
791.637079845744 |
-713.776996715475 |
-116.390482406816 |
310.457108151316 |
-229.239547990004 |
1335.62294122961 |
585.649943059032 |
-1334.73998449730 |
1382.01658067596 |
440.644114024936 |
1845.32022447350 |
349.158876394036 |
52.5453235082263 |
-126.288082942522 |
-44.9806711461234 |
-416.124815403603 |
-47.5347848448536 |
-264.779822300269 |
-932.802982346788 |
-1028.01582704642 |
-806.625912362047 |
-747.776686020327 |
-1155.26168409689 |
1163.62363179944 |
-279.913871501059 |
-662.13575605824 |
38.550113896041 |
-458.900316608095 |
1169.95721001121 |
312.817761567003 |
-1145.49829590322 |
-34.2530644464398 |
-462.01309965224 |
-215.928579540986 |
944.69334202189 |
-210.327101636255 |
256.276092635669 |
535.257421797085 |
880.914743962914 |
-567.719052971641 |
-75.7582844737755 |
-44.7549039909018 |
312.228812944130 |
189.084903889607 |
-665.744020165596 |
1569.75568046566 |
-263.323412095653 |
-2899.87774461736 |
-762.340079495837 |
1117.93134623622 |
557.681384601822 |
-325.590717355431 |
249.116931485911 |
-703.486902297092 |
-1148.596505346 |