ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3643 | 0.154 | 0.5465 | -0.9988 | -0.5919 | -0.3279 | -0.0646 |
(p-val) | (0.023 ) | (0.3281 ) | (5e-04 ) | (0 ) | (0.7694 ) | (0.7574 ) | (0.9776 ) |
Estimates ( 2 ) | -0.3763 | 0.1517 | 0.542 | -0.993 | -0.6722 | -0.4046 | 0 |
(p-val) | (0.0211 ) | (0.3317 ) | (5e-04 ) | (0 ) | (0.0022 ) | (0.1824 ) | (NA ) |
Estimates ( 3 ) | -0.5114 | 0 | 0.4336 | -1.2274 | -0.7049 | -0.4616 | 0 |
(p-val) | (0.0016 ) | (NA ) | (0.002 ) | (0 ) | (8e-04 ) | (0.098 ) | (NA ) |
Estimates ( 4 ) | -0.3805 | 0 | 0.5395 | -1.0094 | -0.5097 | 0 | 0 |
(p-val) | (0.0031 ) | (NA ) | (0 ) | (0 ) | (0.001 ) | (NA ) | (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 |
36.7593781220035 |
-45.6215939866598 |
758.561616853397 |
543.406789450526 |
61.0406865166352 |
620.365008054159 |
-803.699500155286 |
-783.148008816583 |
757.26629252191 |
426.929319301819 |
-542.504064011715 |
162.135329446406 |
26.0355314026596 |
-1308.88688533757 |
2163.55021944997 |
-829.626557851259 |
-191.492093847012 |
-628.905004239426 |
322.042394803607 |
22.0352244363261 |
-1351.85455805880 |
-2237.6397115189 |
-1063.32842815601 |
53.3550531071327 |
1061.23243425684 |
-74.8253734898874 |
1112.68015748659 |
-182.165898494622 |
1188.58605012805 |
713.827608865896 |
550.755752789601 |
163.015433709573 |
47.4612154542062 |
113.832890748175 |
1723.70522002238 |
-833.883452830958 |
-586.765307957573 |
99.6326294847433 |
1067.97463227851 |
-1057.88796562468 |
47.2955681690592 |
-691.152189085097 |
298.965260768221 |
-179.845711064242 |