ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5665 | 0.175 | 0.0214 | -0.6549 | 0.1438 | -0.0416 | -0.9999 |
(p-val) | (0.0846 ) | (0.0982 ) | (0.8496 ) | (0.0353 ) | (0.1722 ) | (0.6903 ) | (0 ) |
Estimates ( 2 ) | 0.6038 | 0.1841 | 0 | -0.6894 | 0.1423 | -0.0401 | -0.9998 |
(p-val) | (0.011 ) | (0.0543 ) | (NA ) | (0.0021 ) | (0.1753 ) | (0.6993 ) | (0 ) |
Estimates ( 3 ) | 0.616 | 0.1806 | 0 | -0.6993 | 0.144 | 0 | -1.0001 |
(p-val) | (0.008 ) | (0.0582 ) | (NA ) | (0.0013 ) | (0.171 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0.6959 | 0.1343 | 0 | -0.7426 | 0 | 0 | -1.0008 |
(p-val) | (0.0029 ) | (0.1476 ) | (NA ) | (8e-04 ) | (NA ) | (NA ) | (0.0158 ) |
Estimates ( 5 ) | -0.6587 | 0 | 0 | 0.6005 | 0 | 0 | -1.0001 |
(p-val) | (0.1179 ) | (NA ) | (NA ) | (0.1737 ) | (NA ) | (NA ) | (7e-04 ) |
Estimates ( 6 ) | -0.0374 | 0 | 0 | 0 | 0 | 0 | -1 |
(p-val) | (0.6704 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
-62.321381126758 |
-390.088749557945 |
-155.337368874004 |
141.78084661056 |
709.741418516009 |
329.620568764402 |
-212.189416541707 |
-506.969604366085 |
464.927791945498 |
-1593.57790647935 |
-1117.52936416192 |
-1413.19078384949 |
-338.45472739476 |
-798.74038234253 |
-1017.11307755271 |
-451.737909199677 |
-497.288012586387 |
-1395.92759094214 |
-96.4758675263218 |
-1627.0215503915 |
-1476.67701271934 |
-1163.88991495856 |
-887.117993106668 |
-90.0297585792944 |
-288.777124314963 |
541.805694615512 |
-1354.95211521141 |
-387.185162063238 |
-356.690746325884 |
-1228.83119339613 |
-488.629150431658 |
244.927189740032 |
190.721546569678 |
-834.231039133104 |
-21.3998797954502 |
915.245084873905 |
734.892196440462 |
474.348403097308 |
-1228.52339788642 |
-1444.37258434554 |
-399.325711806788 |
368.031300966376 |
173.644742349217 |
-17.7832498657755 |
-175.573335200881 |
-230.415951632902 |
477.042329487877 |
333.276374799065 |
1423.11562786152 |
951.41089493545 |
798.81241383719 |
-63.7938458274309 |
-1105.6998173208 |
3144.58426304238 |
-17.3153498277729 |
548.812716307257 |
-1855.50529376333 |
14.5364933302269 |
-160.101020806881 |
-1113.53354231872 |
-1542.18558810317 |
1055.9714552549 |
1472.42594719982 |
2439.99283135841 |
-418.314562338369 |
2604.0728028311 |
447.542735410159 |
737.664657904132 |
-136.506964243455 |
-508.573000981219 |
123.75941666081 |
-109.361109060897 |
1088.19226038051 |
2714.66002559656 |
1137.10032443033 |
-165.697908710922 |
1741.74358709365 |
642.013120029304 |
1066.01901205731 |
-767.456203879512 |
-2864.01506178994 |
1031.38762916915 |
-1469.18175242878 |
-640.327364234324 |
688.639977374673 |
990.382705271232 |
520.76688434506 |
1601.8337818069 |
-2096.70844693665 |
577.838920094179 |
617.638940820678 |
-623.100786016039 |
3022.3794703219 |
-193.615312331436 |
2237.12769581985 |
-5069.52576688584 |
3676.77832698638 |
220.495358021104 |
-3014.97082465778 |
2007.63669552485 |
1076.77295455738 |
-2921.94706175993 |
-638.018696315082 |
1939.02826294356 |
2375.92642063677 |
-1396.6599647477 |
-3531.51722516781 |
-235.950815922162 |
-3104.36658127538 |
-3224.81311959252 |
-2796.40367905345 |
419.065665356569 |
-502.82148504883 |
-47.4721813737582 |
-3153.56825794044 |
1060.82806983594 |
-612.429750508933 |
3846.9693220275 |
-724.48814475154 |
375.977746223589 |
1824.89896869593 |
-2386.30119418338 |
132.919160569482 |
-1729.29339251285 |
2412.99733907329 |
3104.15432366185 |
1551.87877963368 |
-1652.55815795726 |
2536.71401949951 |
1808.42341461426 |
1649.75041923491 |