ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.9218 | -0.2541 | 0.2157 | -0.535 | 1.0942 | -0.0948 | -0.9625 |
(p-val) | (0 ) | (0.1436 ) | (0.0964 ) | (0.0054 ) | (0 ) | (0.5709 ) | (0 ) |
Estimates ( 2 ) | 0.9408 | -0.2714 | 0.2214 | -0.5531 | 0.9937 | 0 | -0.8719 |
(p-val) | (0 ) | (0.112 ) | (0.0859 ) | (0.0025 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.7246 | 0 | 0.1258 | -0.438 | 0.9938 | 0 | -0.8665 |
(p-val) | (0.0017 ) | (NA ) | (0.3487 ) | (0.1592 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0.8948 | 0 | 0 | -0.6114 | 0.9916 | 0 | -0.8428 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
9.78198008433112 |
77.2970173212448 |
50.8666662358049 |
21.0524971784537 |
25.6484079434653 |
48.6791181412395 |
269.345295722701 |
80.8521667245227 |
-165.539158498036 |
73.068744742929 |
-1.09964640123293 |
125.68516791323 |
96.1977532884494 |
-98.0154393966773 |
18.3207820507893 |
116.379571742072 |
-8.10861357648774 |
-147.220474036072 |
-50.4776689000662 |
-128.226647744198 |
231.612862375596 |
-289.808843391234 |
-67.9987543741645 |
-195.308887020891 |
9.88340684400728 |
-138.366274545724 |
-20.1567410191485 |
-16.1932751259041 |
-190.177960778618 |
-69.5787674102214 |
408.62854527976 |
113.714978654897 |
-19.3236008266522 |
58.1485773171268 |
11.2649760279543 |
148.920519054005 |
308.400239219631 |
25.0606231440283 |
1.12494678461705 |
-32.050975886678 |
-267.176323581298 |
-33.9703795932856 |
304.689632793074 |
-7.3438451688113 |
-102.926329013586 |
-86.623772545878 |
71.8004278972441 |
166.438385861336 |
148.994913456813 |
127.954134388137 |
-24.5573667449223 |
-16.8680877929267 |
216.545340712892 |
193.475898556614 |
-25.9095444940763 |
-142.29469645534 |
-176.913097010979 |
126.202122389915 |
163.732620657264 |
74.2533383392611 |
-101.463950445483 |
-27.9280624796273 |
-47.2818390275224 |
-66.2801583388192 |
111.518755286302 |
-77.8908665643403 |
140.991365937297 |
1.17083053573795 |
-394.295917941613 |
117.174633737369 |
-19.8827303761295 |