ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.6923 | -0.3066 | -0.1961 | -0.7955 | -0.7835 | -0.5159 | -0.3326 |
(p-val) | (0.002 ) | (0.2318 ) | (0.3065 ) | (0 ) | (0.0781 ) | (0.099 ) | (0.6908 ) |
Estimates ( 2 ) | -0.7178 | -0.3034 | -0.1917 | -0.7902 | -0.9558 | -0.6118 | 0 |
(p-val) | (8e-04 ) | (0.2407 ) | (0.3183 ) | (0 ) | (0 ) | (4e-04 ) | (NA ) |
Estimates ( 3 ) | -0.6281 | -0.1191 | 0 | -1.1417 | -0.9425 | -0.5648 | 0 |
(p-val) | (9e-04 ) | (0.4989 ) | (NA ) | (0 ) | (0 ) | (0.0012 ) | (NA ) |
Estimates ( 4 ) | -0.548 | 0 | 0 | -1.0925 | -0.9642 | -0.5683 | 0 |
(p-val) | (2e-04 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0011 ) | (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 |
-6.39277248275021 |
69.7549292160681 |
-47.1869231380642 |
-451.300688463315 |
178.563792099516 |
-205.831221375502 |
662.093382826301 |
-186.341327158827 |
-185.290013716724 |
-303.214248123099 |
-170.181793463135 |
69.4979392264302 |
836.2843684298 |
-197.092806988188 |
-123.953929306948 |
411.521544006378 |
39.9835538049379 |
189.430044536341 |
-222.003080677556 |
-240.438911094679 |
359.208556288438 |
2.26644640798154 |
715.016977501624 |
412.01389905574 |
444.437340140315 |
53.0038971022801 |
253.10884736621 |
-270.994864907891 |
-195.997766458226 |
117.396886498958 |
-55.9582828262978 |
-284.423470490986 |
-648.416493689792 |
758.05649055605 |
334.636672592945 |
7.02300656366254 |
-167.470048525594 |
543.63795005537 |
-813.651414661819 |
-80.4739078798983 |
506.869496594474 |
432.0287118028 |
165.506499554652 |