ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.2967 | -0.4774 | 0.1743 | -0.871 | -0.1993 | -0.2876 | -1 |
(p-val) | (0 ) | (2e-04 ) | (0.0356 ) | (0 ) | (0.019 ) | (7e-04 ) | (0 ) |
Estimates ( 2 ) | -0.3552 | 0.3758 | 0 | 0.8669 | -0.0931 | -0.2046 | -0.8807 |
(p-val) | (0.0813 ) | (0.0045 ) | (NA ) | (0 ) | (0.446 ) | (0.0719 ) | (0 ) |
Estimates ( 3 ) | 0.0476 | 0.1513 | 0 | 0.4596 | 0 | -0.1615 | -0.9995 |
(p-val) | (0.9518 ) | (0.7102 ) | (NA ) | (0.5525 ) | (NA ) | (0.0631 ) | (0 ) |
Estimates ( 4 ) | 0 | 0.1755 | 0 | 0.5064 | 0 | -0.1626 | -0.9999 |
(p-val) | (NA ) | (0.0504 ) | (NA ) | (0 ) | (NA ) | (0.0572 ) | (0 ) |
Estimates ( 5 ) | 0 | 0.1406 | 0 | 0.5083 | 0 | 0 | -1 |
(p-val) | (NA ) | (0.1162 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0.4608 | 0 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
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 |
13.7469728330636 |
1209.50934298792 |
968.398193887401 |
-543.390011650122 |
236.129489007918 |
-74.7189679628042 |
128.506322390527 |
-323.493075317584 |
-235.131479865961 |
159.59840131381 |
-191.59327905203 |
5.93211400483315 |
-861.290079456554 |
1389.35375138741 |
-242.835877539529 |
-762.508433050893 |
-210.678061834201 |
148.30272238658 |
83.9725575272419 |
-380.463987106003 |
1006.38276723731 |
-463.794911039699 |
226.595339691723 |
-304.014003670392 |
-706.327716415457 |
-1349.56147414845 |
220.532765314591 |
1053.44605877778 |
409.975063077159 |
44.360628319647 |
-286.031565701173 |
79.0721896990273 |
-265.495663867796 |
587.784472279488 |
-93.9550937534742 |
316.426109969219 |
552.280925671888 |
-64.9424192113082 |
929.463258811979 |
407.276726312373 |
-597.644883983372 |
232.414537320406 |
214.018541018801 |
182.942276945992 |
195.01698235768 |
200.340401127017 |
-37.213390257751 |
24.0828441257039 |
142.981370302557 |
1736.49045726653 |
-604.17018530701 |
-612.338791486274 |
227.637725842121 |
149.423286506089 |
433.435825434601 |
-122.765453712539 |
-34.3773242664682 |
255.834937822024 |
405.50570350105 |
54.7100567853629 |
-380.471668182648 |
12.3835394712671 |
-321.023577414037 |
514.567428877995 |
-164.111445502932 |
689.353944795642 |
272.230177173876 |
-107.827078638451 |
86.028945488575 |
191.037763982269 |
305.025412376325 |
77.427837162499 |
-53.8122615594883 |
213.355468564532 |
159.157345679308 |
838.400513122264 |
-38.8321838394047 |
43.4218659124854 |
148.777126473384 |
311.251023315921 |
-67.2820043292604 |
-55.7153345492644 |
380.661812139443 |
137.174840324839 |
349.124912745173 |
-365.985024696718 |
-43.6341284778238 |
722.63699006065 |
252.824202878801 |
-381.386926763981 |
317.138868484409 |
-37.662088070736 |
556.045371666689 |
149.676631504488 |
90.1681028316212 |
-9.90054711486719 |
562.464726399727 |
160.184952145946 |
-315.619396210857 |
-367.764949319095 |
-311.759814193639 |
-121.935675911181 |
-55.2414171884398 |
-257.624180617086 |
234.273500705289 |
-41.606561940311 |
-93.8443686619473 |
-173.10075615867 |
-496.55243984967 |
-429.852288038732 |
1084.59635760217 |
845.677749435062 |
-893.788447289753 |
302.61825275632 |
-94.0872987051122 |
-645.03207786933 |
-384.286687138316 |
-184.831118683562 |
-185.020605122471 |
-200.630145917919 |
-564.650884683713 |
-583.681545224358 |
262.407824051231 |
132.505623518099 |
-122.569602681375 |
-370.27030735458 |
93.773766891945 |
1088.97976814272 |
-1129.21835127696 |
344.860014763256 |
-875.203107346911 |
190.587561892595 |
-912.705170600928 |
-385.464330682261 |
-272.202642895444 |
-255.39744464108 |
-289.628313697843 |
-345.629837160912 |
-177.625502386998 |
-452.201443266685 |
-214.355351660026 |
-347.66220585727 |
199.52502286775 |
130.118331570197 |
-91.474172951915 |
-189.958852610667 |
25.3884115667681 |
-404.697473692705 |
82.6234455382156 |
3.35587194319319 |
-355.298672704976 |
-36.7827869719274 |
-410.822984801507 |
-41.4839232561458 |
-10.6368298995477 |
-173.073544467062 |
-42.2081049717882 |
1321.7312526505 |
-417.746394434596 |
-874.063728115783 |
-142.04554853289 |
-448.879041222731 |
-224.274322353274 |
-270.454029616431 |
-424.927166392105 |
133.317041270217 |
107.333304981441 |
-416.291597707921 |
-463.497466031815 |