ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.974 | -0.0759 | 0.1012 | -0.7663 | 0.4738 | -0.1616 | -0.9817 |
(p-val) | (0 ) | (0.7039 ) | (0.5084 ) | (0 ) | (0.0155 ) | (0.3964 ) | (0 ) |
Estimates ( 2 ) | 0.932 | 0 | 0.0677 | -0.7625 | 0.4666 | -0.1372 | -1.0091 |
(p-val) | (0 ) | (NA ) | (0.7246 ) | (0 ) | (0.0164 ) | (0.487 ) | (0 ) |
Estimates ( 3 ) | 1.0008 | 0 | 0 | -1.2512 | 0.4784 | -0.1438 | -1 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0098 ) | (0.391 ) | (0 ) |
Estimates ( 4 ) | 0.9944 | 0 | 0 | -0.806 | 0.5 | 0 | -1.0015 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0067 ) | (NA ) | (0 ) |
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 |
9.25191648068957 |
22.2895174170754 |
-37.1550939723596 |
34.2218735428442 |
-175.779263999711 |
104.970706461554 |
-61.2394478852392 |
-396.700652055843 |
-396.410485499971 |
-259.981014374192 |
127.971363798437 |
-36.0197218470954 |
204.130524557671 |
44.2378119808798 |
-159.693673293796 |
203.124025936160 |
121.747788579892 |
-16.2022596563867 |
-243.88459995665 |
391.669318504803 |
-164.221968733511 |
293.799886631637 |
150.183011195860 |
-191.019252907871 |
251.822963054357 |
-153.377256797879 |
8.18066887035589 |
276.146245824639 |
7.50569879236325 |
290.255130118324 |
154.698662788002 |
-344.486096182892 |
-268.725206809287 |
308.780458133835 |
53.4137978273449 |
309.715127664998 |
86.2531881845231 |
-34.8621109245594 |
196.557575783292 |
226.42317965574 |
-187.994974449445 |
-58.5822258744507 |
209.148431956386 |
145.930346747766 |
129.447842477219 |
-33.0896435330983 |
-386.032890615622 |
144.238643395984 |
117.070321910776 |
129.920850080368 |
-152.207454260589 |
-55.0948144150741 |
144.019351551250 |
-16.8936924748689 |
144.627547725067 |
-160.150310858583 |
329.615512195132 |
138.229264079707 |
9.03690241551724 |
50.5240129139971 |
313.806615613953 |
236.894908385907 |
110.026062233874 |
-383.823828810955 |