ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5346 | 0.0592 | -0.1674 | -1 | -1.0316 | -0.0802 | 0.7583 |
(p-val) | (5e-04 ) | (0.7176 ) | (0.2622 ) | (0 ) | (0.0509 ) | (0.8161 ) | (0.2287 ) |
Estimates ( 2 ) | 0.5341 | 0.066 | -0.1762 | -1 | -0.9145 | 0 | 0.6477 |
(p-val) | (5e-04 ) | (0.681 ) | (0.2222 ) | (0 ) | (0 ) | (NA ) | (0.0681 ) |
Estimates ( 3 ) | 0.5567 | 0 | -0.1536 | -1 | -0.9125 | 0 | 0.657 |
(p-val) | (1e-04 ) | (NA ) | (0.2458 ) | (0 ) | (0 ) | (NA ) | (0.0764 ) |
Estimates ( 4 ) | 0.5156 | 0 | 0 | -1 | -0.8501 | 0 | 0.5176 |
(p-val) | (3e-04 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.142 ) |
Estimates ( 5 ) | 0.4738 | 0 | 0 | -1 | -0.517 | 0 | 0 |
(p-val) | (7e-04 ) | (NA ) | (NA ) | (0 ) | (1e-04 ) | (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 |
-38.280585724911 |
883.125488601703 |
1003.03330116253 |
271.904407345996 |
677.755570153788 |
-21.7980045286806 |
159.935518659290 |
119.185484208708 |
91.0060565547699 |
-257.060785380386 |
-96.7241006117712 |
571.695482654745 |
220.534689961848 |
231.627704806113 |
219.75346827961 |
198.599597291856 |
-162.891877823679 |
-33.1497972189062 |
291.435494308852 |
15.4765279943252 |
124.580479316824 |
461.872880402987 |
-264.653968529987 |
691.075456668285 |
-697.154219614204 |
503.232458493765 |
71.87662664503 |
281.911849388512 |
-489.032016494618 |
193.076676888894 |
-25.2498303155063 |
323.896824876893 |
244.967277163432 |
103.610230114690 |
174.913113597548 |
388.326012528079 |
-707.55216303312 |
-337.295890353841 |
-168.827439144446 |
-436.186854161779 |
141.893443168281 |
-78.8848565398545 |
-166.345604080807 |
-498.627613769595 |
20.2462607785724 |
-174.847738087275 |
-105.246318313975 |
-449.981265811037 |
630.00102038713 |
705.330604290795 |
850.019600046071 |
-824.730104188337 |
265.346922705391 |
-48.914946832813 |
-565.095182576349 |
-330.293800830595 |
-93.106348999614 |
141.070839694021 |
-232.553838557796 |
-367.935768298412 |