ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3698 | 0.3097 | 0.0603 | 0.2505 | 0.0839 | 0.5172 |
(p-val) | (0.8603 ) | (0.8019 ) | (0.8749 ) | (0.886 ) | (0.8908 ) | (0.6529 ) |
Estimates ( 2 ) | 0.1822 | 0.422 | -0.1148 | -0.2712 | 0 | 0.4881 |
(p-val) | (0.796 ) | (0.3855 ) | (0.7468 ) | (0.8684 ) | (NA ) | (0.7594 ) |
Estimates ( 3 ) | 0.0712 | 0.4042 | -0.0473 | 0 | 0 | 0.3283 |
(p-val) | (0.9355 ) | (0.2086 ) | (0.8665 ) | (NA ) | (NA ) | (0.7089 ) |
Estimates ( 4 ) | 0 | 0.4273 | -0.0262 | 0 | 0 | 0.3981 |
(p-val) | (NA ) | (0.0018 ) | (0.8353 ) | (NA ) | (NA ) | (0.0053 ) |
Estimates ( 5 ) | 0 | 0.4259 | 0 | 0 | 0 | 0.3928 |
(p-val) | (NA ) | (0.002 ) | (NA ) | (NA ) | (NA ) | (0.0048 ) |
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 |
0.715999498755167 |
-32.9599343280933 |
49.653572684612 |
125.394337086746 |
-17.5801021620334 |
-42.2613318352843 |
26.1091639773621 |
-108.299827543883 |
5.13224105822928 |
179.085396179223 |
-88.2893080847088 |
-86.9554591237869 |
6.36008487620421 |
179.281055931487 |
147.385007547526 |
-21.4544695405241 |
-240.694976178237 |
199.231013178644 |
165.796615026504 |
-7.47171842743773 |
260.645247686401 |
-120.270246291145 |
256.391392461961 |
118.814925901356 |
-235.88033082693 |
275.350537036238 |
78.246763976058 |
446.808665286172 |
471.093319889779 |
-339.060513892973 |
-188.733398600491 |
-81.1245189975589 |
117.812386462277 |
-254.982291812452 |
-199.032553416901 |
319.816773871602 |
-24.6985096266076 |
106.982620383998 |
504.844531439206 |
554.388511853246 |
476.844508422258 |
-278.316661285384 |
448.059234002561 |
141.431036116887 |
-238.601253742175 |
-803.199798217676 |
508.108505089714 |
-231.917137348519 |
265.838824844377 |
177.096170444308 |
167.404391030173 |
203.677038532303 |
-268.287305205124 |