ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.8475 | 0.0256 | 0.078 | -0.6379 | 0.1637 | 0.0433 | -0.9996 |
(p-val) | (4e-04 ) | (0.8876 ) | (0.6171 ) | (6e-04 ) | (0.4391 ) | (0.8631 ) | (0.1614 ) |
Estimates ( 2 ) | 0.8669 | 0 | 0.0864 | -0.645 | 0.1562 | 0.0369 | -0.9997 |
(p-val) | (0 ) | (NA ) | (0.5458 ) | (2e-04 ) | (0.4444 ) | (0.8805 ) | (0.159 ) |
Estimates ( 3 ) | 0.8715 | 0 | 0.0853 | -0.652 | 0.1408 | 0 | -0.9963 |
(p-val) | (0 ) | (NA ) | (0.5472 ) | (1e-04 ) | (0.4197 ) | (NA ) | (0.2803 ) |
Estimates ( 4 ) | 0.9661 | 0 | 0 | -0.7149 | 0.1268 | 0 | -1.0003 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.4583 ) | (NA ) | (0.3879 ) |
Estimates ( 5 ) | 0.9574 | 0 | 0 | -0.7067 | 0 | 0 | -1.3886 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0053 ) |
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 |
-85.9957000216453 |
70.2510795229658 |
-0.0143861484705009 |
118.867846417388 |
75.0433049678085 |
-392.414837072862 |
-313.156041993909 |
-293.511566005601 |
505.456924205591 |
-412.732340459047 |
-122.705294323676 |
-193.100521414426 |
148.879309036302 |
-320.273405329754 |
-329.159545176645 |
-55.0390893542287 |
-89.4564001987583 |
-445.563692332315 |
294.936185519017 |
-371.834328314559 |
-369.906611724626 |
289.687015177511 |
158.066896280805 |
327.629752821995 |
-237.342936512439 |
-177.650979931292 |
-20.652744827425 |
168.297359071538 |
-165.451546975652 |
300.122755739604 |
-106.332005408641 |
-194.488411687466 |
197.918103199237 |
15.7601664266127 |
133.142607633855 |
391.722815488302 |
392.28906750519 |
32.6442830376096 |
183.644017159469 |
-377.985307724636 |
-112.077224664284 |
308.716251671379 |
-83.1253255493116 |
-68.1424837517489 |
-184.627202902232 |
-13.2056410802046 |
-116.013573627134 |
374.628375322428 |
-328.454819360483 |
-92.902190601703 |
-172.205814477346 |
-188.23776341911 |
-108.810223876208 |
122.663449389041 |
287.129624300427 |
-108.966708695014 |
-507.833860766208 |
-30.6566638618051 |
-83.794511561325 |