ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1544 | 0.2869 | 0.1132 | -0.897 | 0.0595 | 0.158 | -0.9993 |
(p-val) | (0.5155 ) | (0.1122 ) | (0.4661 ) | (0 ) | (0.7516 ) | (0.3684 ) | (4e-04 ) |
Estimates ( 2 ) | 0.1279 | 0.2757 | 0.1299 | -0.8849 | 0 | 0.1435 | -1.0008 |
(p-val) | (0.6104 ) | (0.1646 ) | (0.3898 ) | (2e-04 ) | (NA ) | (0.3834 ) | (0.007 ) |
Estimates ( 3 ) | 0 | 0.191 | 0.093 | -0.7624 | 0 | 0.1578 | -1 |
(p-val) | (NA ) | (0.2148 ) | (0.5099 ) | (0 ) | (NA ) | (0.3219 ) | (0.0034 ) |
Estimates ( 4 ) | 0 | 0.1591 | 0 | -0.7231 | 0 | 0.133 | -0.9999 |
(p-val) | (NA ) | (0.2631 ) | (NA ) | (0 ) | (NA ) | (0.3982 ) | (0.0201 ) |
Estimates ( 5 ) | 0 | 0.1382 | 0 | -0.684 | 0 | 0 | -1.0005 |
(p-val) | (NA ) | (0.3211 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1344 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -0.6386 | 0 | 0 | -0.9993 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0458 ) |
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 |
-104.037587137534 |
-1697.02531492926 |
783.64101955338 |
-1373.98338285758 |
1754.33069685636 |
4563.41330293097 |
2029.67619793620 |
2237.11899352775 |
667.781629812913 |
1230.30793063823 |
683.34573832681 |
2838.20950061129 |
-3282.96756740885 |
1132.89747486147 |
6277.71677200769 |
1637.08209478142 |
-2461.67721586522 |
551.508716595811 |
-3018.33193707447 |
978.566021544564 |
758.704257052165 |
-1121.87927250465 |
2316.50332022338 |
652.735296021531 |
-611.572080603048 |
-2486.85237779493 |
-1201.13102202491 |
-456.907258076714 |
2148.12438113946 |
5427.12659162901 |
-1710.51527138946 |
1684.48277784025 |
-76.5447115443477 |
-3367.17686984369 |
2109.11843889747 |
-1059.55031766391 |
2982.60908110823 |
2133.93281925668 |
2517.04318166443 |
-2437.26584428693 |
3317.25752529229 |
-950.518358853185 |
-2134.67306731137 |
279.501330990597 |
-1266.57572392174 |
-833.417430782848 |
794.978431547177 |
-1936.48755917081 |
2272.48226386277 |
-259.754324029001 |
-165.725368541501 |
-913.373064129204 |
3256.65393370842 |
2674.79174642387 |
817.437766351631 |
687.450571133896 |
42.5499938520233 |
1593.78075564651 |
869.303737905436 |
-779.768447315156 |
-87.8222230231867 |
1179.06505004235 |
-2685.42120652531 |
3295.76745212931 |
1119.20448860576 |
592.746533387843 |
-941.171225879907 |
-1212.45843814273 |
-107.630445754966 |
-841.822484587518 |
-2727.78405973303 |
66.7473443538161 |