ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3052 | 0.2259 | -0.063 | 0.4972 | -0.0983 | -0.9988 |
(p-val) | (0.0591 ) | (0.185 ) | (0.7295 ) | (0.0779 ) | (0.7265 ) | (0.1684 ) |
Estimates ( 2 ) | 0.2835 | 0.2295 | 0 | 0.4682 | -0.0521 | -0.9999 |
(p-val) | (0.0574 ) | (0.1744 ) | (NA ) | (0.0834 ) | (0.8345 ) | (0.172 ) |
Estimates ( 3 ) | 0.2754 | 0.2367 | 0 | 0.4867 | 0 | -1.0002 |
(p-val) | (0.0548 ) | (0.1472 ) | (NA ) | (0.0571 ) | (NA ) | (0.0917 ) |
Estimates ( 4 ) | 0.3339 | 0 | 0 | 0.6532 | 0 | -1 |
(p-val) | (0.022 ) | (NA ) | (NA ) | (0.0041 ) | (NA ) | (0.0355 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.194999574829288 |
-28.1486988414853 |
-11.7808016560948 |
8.5279903740943 |
31.8475899173193 |
-15.2824957498166 |
11.1361737857702 |
-34.8902247409119 |
-7.03048696732752 |
31.7971099483076 |
12.1548320022030 |
4.68160159693529 |
-9.03740756671427 |
9.58753789643614 |
-37.6960889359721 |
22.1878503684079 |
3.36607115249341 |
1.85287577893713 |
71.9031443406118 |
1.61942625439385 |
-22.0857798229305 |
11.4517740206816 |
-16.3821157374378 |
16.3834100271377 |
33.7669145597095 |
6.89709041146274 |
27.403546847861 |
58.9279066717584 |
9.88283834299156 |
-7.6069187375025 |
-46.9654585952233 |
31.0603938278567 |
8.65553381066564 |
63.8301945313868 |
-13.8642157908667 |
1.14820638567185 |
-33.5037265863247 |
-8.1850523589678 |
35.8799133739488 |
15.9786336934593 |
-8.5367051639819 |
51.619504125627 |
1.28152722161357 |
2.55607334360043 |
17.3098578543953 |
0.135900034193168 |
-4.29674294436115 |
13.4016991884049 |