ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3437 | 0.1116 | 0.012 | -0.4762 | 0.0132 | -0.1014 |
(p-val) | (0.0169 ) | (0.4777 ) | (0.9348 ) | (0.8748 ) | (0.9938 ) | (0.973 ) |
Estimates ( 2 ) | 0.3436 | 0.1117 | 0.0119 | -0.5 | 0 | -0.0776 |
(p-val) | (0.0164 ) | (0.4776 ) | (0.9348 ) | (0.0502 ) | (NA ) | (0.7928 ) |
Estimates ( 3 ) | 0.3456 | 0.1154 | 0 | -0.5 | 0 | -0.0743 |
(p-val) | (0.0145 ) | (0.442 ) | (NA ) | (0.0511 ) | (NA ) | (0.8008 ) |
Estimates ( 4 ) | 0.3472 | 0.1209 | 0 | -0.5539 | 0 | 0 |
(p-val) | (0.0136 ) | (0.4128 ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.3985 | 0 | 0 | -0.5222 | 0 | 0 |
(p-val) | (0.0019 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
9.69198670565042 |
-903.149574301378 |
348.657175135849 |
364.636587838564 |
233.75234346394 |
-128.431470901811 |
79.701619460479 |
-77.417622866062 |
253.478017134953 |
217.721690895225 |
-177.39347303203 |
106.432584301698 |
402.969101020808 |
-349.190652054616 |
-321.127716212589 |
-256.472844398442 |
-392.120382161397 |
-114.836312576199 |
-27.8513744748517 |
-157.254041097897 |
-478.068525828851 |
-15.5902977742074 |
-62.2217341802365 |
-133.354977900355 |
-464.585203666797 |
160.379803954959 |
736.358780138461 |
987.976148833017 |
-791.06937069383 |
114.698704681778 |
-9.52508514082209 |
-661.544651157168 |
-540.136278878297 |
-152.702646423489 |
14.0125313010384 |
-229.001771061459 |
-456.959570684375 |
-250.243193049061 |
-123.244128349115 |
98.9799260980533 |
5.05338264162049 |
-13.4959979058164 |
82.815784281762 |
1197.26305718708 |
-412.309276346596 |
-106.282518763313 |
-358.263598270697 |
-24.5159011040603 |
-613.785216534359 |
-144.994867147169 |
298.924736688924 |
-941.048113115682 |
401.562484506229 |
-309.563603264005 |
-194.054834061486 |
-293.161414598793 |
196.796164230173 |
120.066271293245 |
128.93408778259 |
712.922878384854 |
-743.222713067898 |