ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0932 | 0.3598 | 0.0297 | 0.1517 | 0.233 | -0.995 |
(p-val) | (0.2908 ) | (1e-04 ) | (0.7832 ) | (0.1485 ) | (0.0151 ) | (1e-04 ) |
Estimates ( 2 ) | 0.1045 | 0.3615 | 0 | 0.1404 | 0.2141 | -1.0002 |
(p-val) | (0.4108 ) | (0.0044 ) | (NA ) | (0.4838 ) | (0.3632 ) | (0.0456 ) |
Estimates ( 3 ) | 0.1087 | 0.3647 | 0 | 0 | 0.1459 | -0.7553 |
(p-val) | (0.3962 ) | (0.004 ) | (NA ) | (NA ) | (0.4729 ) | (0.0028 ) |
Estimates ( 4 ) | 0.0914 | 0.35 | 0 | 0 | 0 | -0.7268 |
(p-val) | (0.4714 ) | (0.0053 ) | (NA ) | (NA ) | (NA ) | (0.0042 ) |
Estimates ( 5 ) | 0 | 0.3634 | 0 | 0 | 0 | -0.6813 |
(p-val) | (NA ) | (0.0036 ) | (NA ) | (NA ) | (NA ) | (0.0016 ) |
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 |
-885.692648535441 |
3702.23333345794 |
-3196.50854218842 |
5075.85453966934 |
1169.04280770576 |
-3829.92726619914 |
-6905.28655731406 |
-5879.95780033682 |
8815.9487208214 |
-9411.86352437874 |
-254.885622580242 |
-331.063355025061 |
10033.8508683861 |
-5503.83523980909 |
-4780.15119430403 |
-1355.9575032495 |
9.35629181972795 |
921.967064611034 |
1956.01973598303 |
-4290.66785561062 |
-6072.30625077928 |
7529.7019079664 |
5426.85541942918 |
2746.97414948546 |
1896.99994733992 |
-2646.35194525197 |
2405.5781041046 |
598.67978103917 |
-5239.81461868396 |
5925.06495606524 |
-3794.03040664927 |
-3952.26153164799 |
4887.10045124692 |
7976.557213682 |
5075.29754964752 |
6108.63507418954 |
8814.7728390435 |
3418.99450833687 |
2115.13436442705 |
-3209.1037427721 |
461.671199394115 |
5823.4946685737 |
-4940.71360592776 |
-659.913654573223 |
3141.40126341688 |
2312.65172539663 |
3791.53744559121 |
9645.77658345436 |
-8521.42871847936 |
-2367.12861395101 |
-2149.66802580067 |
-818.520076395218 |
32.0398327813481 |
-1632.08748391606 |
665.539591915209 |
-1388.18270455393 |
-3168.26925239115 |
2027.48283017496 |
-809.975863513937 |