ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.4387 | 0.0452 | 0.5152 | 0.234 | -1.2881 | -0.6819 | 0.5738 |
(p-val) | (0.0202 ) | (0.749 ) | (1e-04 ) | (0.2564 ) | (0.002 ) | (0.0024 ) | (0.3604 ) |
Estimates ( 2 ) | -0.4719 | 0 | 0.4936 | 0.2559 | -1.2887 | -0.6776 | 0.5682 |
(p-val) | (0.0038 ) | (NA ) | (0 ) | (0.1901 ) | (0.0024 ) | (0.0031 ) | (0.3655 ) |
Estimates ( 3 ) | -0.4749 | 0 | 0.4589 | 0.2464 | -0.8611 | -0.4336 | 0 |
(p-val) | (0.0062 ) | (NA ) | (0 ) | (0.2225 ) | (0 ) | (0.0039 ) | (NA ) |
Estimates ( 4 ) | -0.304 | 0 | 0.4635 | 0 | -0.8413 | -0.4013 | 0 |
(p-val) | (0.0084 ) | (NA ) | (2e-04 ) | (NA ) | (0 ) | (0.0082 ) | (NA ) |
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 |
-57.1196688693435 |
-1444.38263176236 |
1523.40924395702 |
-11.3212065996210 |
436.57093114134 |
-1535.05968493961 |
1088.30765400361 |
389.941894394174 |
228.974148452869 |
652.111550015364 |
-382.001488273171 |
-890.336729986208 |
130.107385924472 |
-75.7491133890113 |
-846.72542879501 |
-421.461710465487 |
496.766324563835 |
202.318953568111 |
1049.99917178943 |
-1482.69395964064 |
-293.735674942605 |
536.990986501165 |
654.633461598882 |
-1538.14380612421 |
-1035.52098832288 |
370.318009949475 |
-1905.49573357163 |
1522.30573304140 |
1309.76295749688 |
-347.667718804907 |
1132.50658660507 |
-140.164083151992 |
720.982767882813 |
-1833.01238187860 |
-3451.06527075032 |
-1415.74685964903 |
-930.35593789003 |
-1620.31061857605 |
680.190658568851 |
419.029515106174 |
626.103727242329 |
-1294.27250268378 |
873.826597864482 |
-739.741745162723 |
1069.00340051097 |
-39.5203373225086 |
529.945616433325 |
2192.35334305422 |
-1300.37674721086 |
218.839604838158 |
632.563990358201 |
860.576589524251 |
853.35767246741 |
2758.62499403038 |
-994.5769299333 |
326.234822554157 |
-2020.49713174889 |
-1098.45712594598 |