ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.2955 | 0.0808 | 0.1574 | -0.2308 | -0.6267 | -0.221 |
(p-val) | (0.5523 ) | (0.6366 ) | (0.4021 ) | (0.6444 ) | (0.0119 ) | (0.2996 ) |
Estimates ( 2 ) | 0.0785 | 0.1069 | 0.1718 | 0 | -0.6175 | -0.2084 |
(p-val) | (0.6035 ) | (0.4973 ) | (0.304 ) | (NA ) | (0.0133 ) | (0.3277 ) |
Estimates ( 3 ) | 0 | 0.1159 | 0.1776 | 0 | -0.61 | -0.2162 |
(p-val) | (NA ) | (0.46 ) | (0.2849 ) | (NA ) | (0.0136 ) | (0.305 ) |
Estimates ( 4 ) | 0 | 0 | 0.202 | 0 | -0.6629 | -0.2424 |
(p-val) | (NA ) | (NA ) | (0.2186 ) | (NA ) | (0.0048 ) | (0.2343 ) |
Estimates ( 5 ) | 0 | 0 | 0.2032 | 0 | -0.5087 | 0 |
(p-val) | (NA ) | (NA ) | (0.2068 ) | (NA ) | (0.0042 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.4169 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0196 ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0342967339570162 |
40.2950739843926 |
3.71167097765282 |
2.11876478902487 |
-77.4958856638398 |
8.71870427739235 |
-44.7133221704932 |
-17.2913540253018 |
-16.2095504675469 |
0.920417560979037 |
6.64679583403527 |
-0.516392822803546 |
-8.04953199138177 |
-23.3941241611954 |
23.5498306095302 |
-14.0933935737462 |
-26.0543045550655 |
5.92882242264113 |
-24.0179580515194 |
-11.8785144245395 |
-9.98719546558874 |
-4.51209882047081 |
-22.1918130547714 |
-13.4458034131853 |
-1.25989987204509 |
9.90406033811326 |
-9.39384430095135 |
-3.25491660770403 |
13.3281830491453 |
28.6734717763131 |
20.5199681886892 |
4.7861675280632 |
15.9379436344836 |
-6.32564238231247 |
-14.0671698339651 |
-14.9094093447768 |
1.7532374237575 |
-3.27707479854762 |
-41.9625037676871 |
13.2741737694491 |
30.3847437208464 |
-10.1276545431701 |
-10.5434874246432 |
-8.60709695968619 |
-11.4387900968652 |