ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.9222 | -0.8893 | -0.8729 | 0.768 | -1.0026 | -0.9422 | 0.6316 |
(p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0 | -0.8452 | -0.0119 | -0.0505 | -0.9903 | -0.9136 | 0.7703 |
(p-val) | (NA ) | (0 ) | (0.8168 ) | (0.478 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 3 ) | 0 | -0.8453 | 0 | -0.0543 | -0.9902 | -0.9139 | 0.7696 |
(p-val) | (NA ) | (0 ) | (NA ) | (0.4325 ) | (0 ) | (0 ) | (0 ) |
Estimates ( 4 ) | 0 | -0.8423 | 0 | 0 | -0.9877 | -0.9082 | 0.7782 |
(p-val) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
3994.33960645376 |
-156026.677739507 |
-203655.688937884 |
-164519.357806146 |
-227965.016394317 |
-60492.5306917827 |
1067176.84637888 |
1019206.55572076 |
11956.4361744015 |
-183986.489882733 |
-167806.528852016 |
123326.498714172 |
-911594.448197265 |
-122501.002126966 |
-425806.344506969 |
296281.162374462 |
-337858.441810153 |
153819.88979484 |
179703.510053426 |
516147.01466307 |
-732726.381720797 |
240778.917720083 |
-669636.130001004 |
320012.253343144 |
-356349.259344542 |
141486.695245220 |
-28556.9214395694 |
353148.223430309 |
-556551.513072333 |
103474.334457168 |
196791.292123624 |
294175.070486228 |
1190579.16331394 |
44139.6326755661 |
725704.629881903 |
369961.095605750 |
-518355.455539228 |
59384.5749953241 |
-20543.0070769703 |
39647.380181377 |
627424.127242953 |
141139.091539164 |
2533482.30328322 |
130638.256087288 |
1180567.56759998 |
-852165.585395445 |
159100.534844990 |
-399619.547048739 |
486053.790206742 |
-435968.068186157 |
1396507.53441604 |
-247752.050728865 |
546995.940300292 |
35459.3168150662 |
1925707.24246206 |
649010.94334377 |
1338740.61124873 |
-665964.716614855 |
684867.240123247 |
-715999.587769227 |
326017.645031143 |
36517.3568875824 |
953150.250945275 |
88073.271118795 |
443587.806657745 |
-726825.280230295 |
1123290.60276338 |
362728.271564528 |
815334.359389505 |
280090.274333219 |
758549.942162887 |
-226654.654125261 |
-99226.2068068231 |
-1135260.94400324 |
493982.141170909 |
-646664.530820415 |
522603.202304362 |
-132377.135655287 |
2098347.37884476 |
-143766.796214979 |
-563093.46303453 |
-589826.240264432 |
-918626.222093755 |
-84817.4805676693 |
-883894.22960092 |
294009.816216827 |
-69608.2055147296 |
770467.909299455 |
-966726.327559156 |
185165.555778518 |
-723383.695659279 |
-127787.616019429 |
-1214262.91273119 |
-627096.759767233 |
-196921.981562650 |
2582.6995479337 |
-82814.845130645 |
-295976.057479382 |
-226317.294923320 |
-764716.80792742 |
-1113475.67489537 |
-792245.01588731 |
46170.3998204871 |
-465993.232461732 |
-837638.127470281 |
-30702.955707484 |
-378441.930213011 |
432180.323581405 |
-878264.229097746 |
-286495.853485259 |
71282.6346752365 |
-589891.228022714 |
-544805.026943553 |
152239.924879994 |
-931866.605691542 |
593116.969065609 |
-1035738.06903276 |
104096.352652099 |
480757.986712893 |