ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.6852 | -0.3279 | 0.2762 | -0.3563 | 0.0895 | -0.1865 | 0.0663 |
(p-val) | (0.0111 ) | (0.0438 ) | (0.022 ) | (0.1645 ) | (0.8809 ) | (0.2517 ) | (0.9127 ) |
Estimates ( 2 ) | 0.6844 | -0.328 | 0.2768 | -0.3563 | 0.1532 | -0.1949 | 0 |
(p-val) | (0.0111 ) | (0.0436 ) | (0.0216 ) | (0.1646 ) | (0.2777 ) | (0.1585 ) | (NA ) |
Estimates ( 3 ) | 0.6725 | -0.3525 | 0.2925 | -0.3573 | 0 | -0.1862 | 0 |
(p-val) | (0.0119 ) | (0.0253 ) | (0.015 ) | (0.1629 ) | (NA ) | (0.1857 ) | (NA ) |
Estimates ( 4 ) | 0.6304 | -0.3005 | 0.2798 | -0.3058 | 0 | 0 | 0 |
(p-val) | (0.0238 ) | (0.0502 ) | (0.0191 ) | (0.2557 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | 0.3399 | -0.2059 | 0.22 | 0 | 0 | 0 | 0 |
(p-val) | (0.0054 ) | (0.0958 ) | (0.0653 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | 0.2778 | 0 | 0.1581 | 0 | 0 | 0 | 0 |
(p-val) | (0.0176 ) | (NA ) | (0.1692 ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0.2683 | 0 | 0 | 0 | 0 | 0 | 0 |
(p-val) | (0.0238 ) | (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 |
1.20359932106199 |
-21.6638247237165 |
-16.6450141347066 |
41.9168972564926 |
-6.15749226530593 |
46.6513862554311 |
-31.2337012978571 |
12.3545893754822 |
-30.9319965373606 |
50.7165064356741 |
-14.3297029234047 |
35.567970618521 |
-14.9677192358286 |
14.2370509355749 |
6.76512513439752 |
-44.9844913416916 |
9.11985324243551 |
3.94037369329226 |
31.7730166757628 |
24.4672114900332 |
32.1700974096261 |
6.70187799259179 |
6.30132052356498 |
8.37508821797951 |
-40.5477005342809 |
19.9746055423507 |
54.4562696154462 |
36.1303851535422 |
-42.8946988254859 |
-50.2310169466732 |
24.4471544201449 |
51.8717254386752 |
15.5757988572284 |
-77.487215253366 |
-2.16533627746981 |
-89.8381801146838 |
-12.1784117024729 |
7.40376876580035 |
79.2952847993531 |
4.8962541683693 |
-123.234828508081 |
10.8778972891964 |
16.6171592116791 |
-101.725746928485 |
-163.25747102375 |
-20.0546355274023 |
45.5723467061127 |
-48.0681335304779 |
-57.82915953322 |
86.8940808010605 |
69.73393049415 |
39.8679182686863 |
-22.61886644828 |
56.2592520304472 |
6.87782559932168 |
27.2248218697422 |
-41.7976287128447 |
60.0028675088715 |
-2.80884122228144 |
-43.3355443225801 |
32.67459098468 |
53.3544588060877 |
5.73880558619544 |
-106.917184079207 |
-41.9437561854143 |
84.4681724983086 |
-56.5806349864959 |
115.673877507271 |
5.32705604174225 |
-6.12901351819005 |
64.1848815733235 |