ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0842 | -0.1402 | -0.5524 | -0.0422 | -0.1423 | -0.8062 |
(p-val) | (0.8078 ) | (0.4507 ) | (0.1127 ) | (0.817 ) | (0.354 ) | (8e-04 ) |
Estimates ( 2 ) | 0.1068 | -0.1326 | -0.57 | 0 | -0.1193 | -1.1696 |
(p-val) | (0.7466 ) | (0.4699 ) | (0.0911 ) | (NA ) | (0.3195 ) | (0 ) |
Estimates ( 3 ) | 0 | -0.1779 | -0.4643 | 0 | -0.1267 | -0.8538 |
(p-val) | (NA ) | (0.091 ) | (0 ) | (NA ) | (0.2785 ) | (0 ) |
Estimates ( 4 ) | 0 | -0.1936 | -0.4747 | 0 | 0 | -1.0002 |
(p-val) | (NA ) | (0.0627 ) | (0 ) | (NA ) | (NA ) | (0.0602 ) |
Estimates ( 5 ) | 0 | 0 | -0.5733 | 0 | 0 | -0.9999 |
(p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0067 ) |
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 |
-0.459030557479166 |
-7.8738842331684 |
11.8783753406542 |
0.807771640328755 |
-7.3175708117008 |
0.383952458038887 |
5.46845223895703 |
-10.0755503989388 |
-3.45630720045167 |
-4.26276805050549 |
0.70444499600489 |
-19.0805823488855 |
-1.38304264913240 |
1.93676603995061 |
5.11229154937765 |
-4.52883829256379 |
12.4771480509256 |
0.419967650603868 |
3.72126160756322 |
-4.90198710808147 |
2.70056544712030 |
3.51599897513131 |
1.72700188317219 |
-0.751843444498409 |
20.7989058273046 |
-0.940221495865163 |
-2.31377228665794 |
-2.63571315738930 |
-5.69962071976402 |
-5.06456545664077 |
-0.39583386170639 |
-4.24735203705092 |
12.4040117897304 |
-5.62365127731324 |
-8.56434742716567 |
-3.05963258964406 |
4.97651532453101 |
6.78067895718706 |
-7.40395213662449 |
8.4952688152091 |
-4.06344582806771 |
4.54502749154223 |
-1.79624391679645 |
-0.491878642138078 |
-6.73656215503015 |
-0.29137589525068 |
2.00870146848419 |
17.1034537422167 |
-14.7021515286242 |
-1.47102397587643 |
0.396450768948759 |
-7.97628372144712 |
7.01306739403155 |
7.39669354764166 |
2.3155935866175 |
3.18302541243885 |
-13.5304707445034 |
-9.13301151559731 |
-5.83730907257924 |
-6.20422953755327 |
-29.085092891503 |
16.5778869461747 |
2.92047808628974 |
3.68635278055895 |
5.32074604340576 |
-3.40034088984897 |
-2.12123208455758 |
-7.19559525493574 |
-1.06460032139698 |
-9.11512809808019 |
-2.82067388567570 |
-19.6216874218266 |
-0.228712789431582 |
20.0425978669860 |
12.9076321862835 |
-1.37215813241298 |
-5.03867557672741 |
3.15122284095163 |
-1.49188991019637 |
1.96221971880468 |
4.44464794442167 |
0.752425418414621 |
16.3826828310773 |
14.798410543312 |
-5.16001341190647 |
9.38081747022465 |
-10.5495787497232 |
-2.65594076218971 |
-5.53592662231587 |
2.11628686271662 |
-1.26977490489535 |
-9.42878584117265 |
-11.6726602019390 |
-3.20658994677866 |
1.03250730533833 |
0.0299797926556037 |
-1.14326889531698 |
-1.51081489650520 |
6.49284062200216 |
10.8917349803964 |
0.370373519694886 |
-1.50414524697316 |
2.73393706894467 |
1.30932573847699 |
8.17499863099876 |
-1.70434631753624 |
-0.847732373889361 |
-3.2425420525876 |