ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5985 | 0.0023 | 0.3692 | -0.8279 | 0.5974 | 0.2014 | -0.9994 |
(p-val) | (0.0018 ) | (0.9883 ) | (0.0088 ) | (0 ) | (0.0182 ) | (0.4713 ) | (0.0233 ) |
Estimates ( 2 ) | 0.5993 | 0 | 0.3701 | -0.8274 | 0.5981 | 0.2034 | -0.9997 |
(p-val) | (1e-04 ) | (NA ) | (0.0053 ) | (0 ) | (0.0166 ) | (0.4328 ) | (0.0246 ) |
Estimates ( 3 ) | 0.5907 | 0 | 0.3662 | -0.8257 | -0.1487 | 0 | -0.1657 |
(p-val) | (2e-04 ) | (NA ) | (0.0068 ) | (0 ) | (0.9013 ) | (NA ) | (0.8891 ) |
Estimates ( 4 ) | 0.5849 | 0 | 0.3737 | -0.8252 | 0 | 0 | -0.3064 |
(p-val) | (1e-04 ) | (NA ) | (0.0028 ) | (0 ) | (NA ) | (NA ) | (0.1003 ) |
Estimates ( 5 ) | 0.4566 | 0 | 0.4663 | -0.8103 | 0 | 0 | 0 |
(p-val) | (8e-04 ) | (NA ) | (0 ) | (0 ) | (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 |
1.20299920329002 |
100.792079992533 |
24.0145515422580 |
-40.0710159681133 |
-9.025893106558 |
-36.0663697389946 |
111.530624265928 |
-108.943123996144 |
-23.4494469113541 |
34.9818412120295 |
-84.467520476875 |
16.8361861822104 |
-103.894403246485 |
-81.4438471463232 |
30.7980891865111 |
6.76330051673594 |
12.8243397361665 |
-9.04326246248892 |
-70.1678238737551 |
30.5505797570647 |
-10.8309977704151 |
-16.4717739823912 |
32.6760351492162 |
18.6661018876525 |
-95.1930047142183 |
-101.470798354289 |
-10.1681191938079 |
76.7795459057429 |
12.5131936753571 |
-20.199222021031 |
-42.36495028501 |
-61.3726896170761 |
-10.119460318368 |
43.5162238004205 |
-30.4198099805377 |
5.56102821643847 |
-23.6066923729798 |
-33.1152001396477 |
-34.7082998353697 |
29.3885780641615 |
-11.1810500650284 |
4.81471942329275 |
-4.33483161776552 |
-35.8638227744909 |
11.7324864713967 |
-9.5249852026572 |
6.91401937140765 |
6.18397458578168 |
-19.5629564182483 |
34.3965709489569 |
-7.52616476875871 |
28.4674706968307 |
32.3121423329647 |
52.2324778402725 |
38.9570834486802 |
2.51760429475573 |
-8.34429838273392 |
-4.0667043637395 |
-28.6320456397001 |
-13.8710967407836 |