ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
Estimates ( 1 ) | 0.6038 | 0.3066 | -0.0351 | -0.7024 | -0.679 |
(p-val) | (0.0022 ) | (0.0037 ) | (0.7732 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0.5646 | 0.2949 | 0 | -0.6692 | -0.6803 |
(p-val) | (4e-04 ) | (0.0022 ) | (NA ) | (0 ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-379.757988900563 |
1241.0354595946 |
2241.50124874447 |
1207.12750954307 |
821.501947904502 |
362.067376367431 |
-1688.1640021554 |
-1028.57589657243 |
7967.08506436016 |
2774.83637679673 |
-2148.36485860075 |
422.610713627592 |
-987.7104818259 |
308.268874772065 |
957.949704601282 |
-1969.86981160254 |
-794.546789404751 |
511.65981359214 |
1652.61234073001 |
-1875.30105033668 |
-1565.59554750845 |
1382.16124174848 |
5037.60832003173 |
-906.916748461226 |
-557.880261121985 |
361.074686033048 |
309.649666259166 |
1237.38339065811 |
-101.991599877773 |
1066.6345788555 |
68.1121571259719 |
-739.230384624971 |
-1205.54101814999 |
30.0180481219233 |
-1463.01192130587 |
1097.11339666832 |
667.193679796504 |
599.658115605079 |
945.585919428443 |
-876.455305095726 |
-120.755823396225 |
437.029604429193 |
-1277.08881883574 |
4751.41226144998 |
143.284325409644 |
5825.73057197777 |
-1583.8815621231 |
-1038.18653134978 |
-2935.75719297185 |
-1462.83102319817 |
204.232148201908 |
-150.806436534166 |
-352.977466818907 |
-454.094653552572 |
-1611.43709678373 |
-3102.86333173426 |
1004.85539502573 |
-698.096928743572 |
-927.942907158746 |
493.047091189936 |
-4623.11281574118 |
1495.64682996392 |
483.924489353112 |
3050.54846304544 |
1105.24106895635 |
-947.489595329479 |
-4458.20885510661 |
-6384.17924652785 |
6127.26955120536 |
-5556.44485157359 |
-1794.46900460235 |
-1383.99058102624 |
2172.87781107783 |
-1289.20319728664 |
-727.098776810152 |
-538.000773933657 |
-144.424999054607 |
21.3295634071992 |
2472.18501771356 |
-2323.52721310319 |
-407.789944477305 |
1362.16334205956 |
1497.47714471805 |
1389.98545003513 |
718.119845368922 |
-299.207845468879 |
422.980376317561 |
1641.88120590551 |
-2235.0023733686 |
1528.87807706302 |
-386.388020062517 |
-2876.61407157692 |
3090.12112195292 |
2843.53155052477 |
2079.87167310673 |
3041.80808791162 |
3822.68909275291 |
2069.43428355978 |
1752.19090198903 |
-2053.05340358904 |
-855.303041798431 |
1754.53646637946 |
-2683.30488631671 |
-2161.02560496658 |
926.539033709919 |
-26.2386751852243 |
599.991690195714 |
4503.91906175728 |
-3355.80016876026 |
-1683.90834678012 |
-1441.08906567313 |
-750.598785852534 |
-411.981077514924 |
-852.682982007366 |
771.192757988392 |
-1278.73106545025 |
-2005.49138149402 |
-2.36487528047451 |
-746.523472664195 |