ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1163 | 0.1014 | -0.0588 | -0.8404 | -0.0118 | -0.1359 | -0.5075 |
(p-val) | (0.3221 ) | (0.3942 ) | (0.5653 ) | (0 ) | (0.958 ) | (0.312 ) | (0.0214 ) |
Estimates ( 2 ) | -0.1165 | 0.1008 | -0.0584 | -0.8406 | 0 | -0.1314 | -0.5179 |
(p-val) | (0.3212 ) | (0.3949 ) | (0.5669 ) | (0 ) | (NA ) | (0.2043 ) | (0 ) |
Estimates ( 3 ) | -0.098 | 0.129 | 0 | -0.8645 | 0 | -0.1298 | -0.5236 |
(p-val) | (0.3844 ) | (0.2346 ) | (NA ) | (0 ) | (NA ) | (0.2075 ) | (0 ) |
Estimates ( 4 ) | 0 | 0.1675 | 0 | -1.1133 | 0 | -0.1304 | -0.5309 |
(p-val) | (NA ) | (0.0964 ) | (NA ) | (0 ) | (NA ) | (0.2047 ) | (0 ) |
Estimates ( 5 ) | 0 | 0.1882 | 0 | -1.1158 | 0 | 0 | -0.5723 |
(p-val) | (NA ) | (0.0593 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 6 ) | 0 | 0 | 0 | -1.1692 | 0 | 0 | -0.5888 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
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 |
771.389484344918 |
-3281.65694519371 |
3994.37394743971 |
490.555472509792 |
243.947651221478 |
917.065594589796 |
-1061.88000974403 |
-395.748216644954 |
1679.72037294076 |
-98.5435437054915 |
-3233.88003807822 |
2463.58721705362 |
2227.95990650297 |
566.725234912552 |
2063.42456086961 |
86.1479005472823 |
507.728028605563 |
-1245.31797342205 |
-4603.60433959705 |
15806.8310652725 |
2263.78978886917 |
-6598.26602144456 |
-1378.12328132725 |
-2386.37109399243 |
-471.058460297129 |
-330.963357334583 |
-3929.42738447182 |
-919.75281224926 |
1002.70300659338 |
7692.10432755103 |
-9428.78667360814 |
-1868.00302326715 |
1611.31880853065 |
3801.84923276073 |
-3106.98730816543 |
-978.58496897836 |
-1470.54740956366 |
-1559.05335886530 |
2417.17352206447 |
-1412.81207280886 |
3293.41224668329 |
5096.37881889485 |
-5585.1183201479 |
-4544.9696046271 |
-2251.52694411230 |
-3717.8011198 |
1315.76621128704 |
263.273654410274 |
560.127191059162 |
-1238.66079576039 |
-3250.86921549741 |
-409.604690563 |
1201.56984504019 |
488.513814164840 |
4971.99951004581 |
-2860.81781833504 |
6684.03817425988 |
-4464.38918400475 |
-2503.82822493670 |
-4421.66375971382 |
-1427.09574651144 |
1284.70852365333 |
-1471.07295268509 |
-1002.31192200728 |
-176.962161025442 |
-114.507248725556 |
-5163.05141377259 |
-621.153802729883 |
-1351.63471190373 |
-1870.38888242760 |
508.914000015807 |
-10565.6998988198 |
5865.64321631878 |
739.489671803976 |
6588.14188251013 |
1453.2822199329 |
-2774.79987522725 |
-7063.19148762174 |
-9100.60059937427 |
9532.16782736551 |
-11055.5687611001 |
704.374761591528 |
-668.874638274081 |
7007.07598139324 |
-3003.54206815292 |
-1161.51394285816 |
-110.680406569660 |
1356.48954882324 |
1920.39527104811 |
2771.17560130865 |
-4975.39181208992 |
-3567.26749052899 |
6846.10959683642 |
5800.08897392726 |
4535.81043506126 |
1172.94510364249 |
-550.431239949031 |
3763.93091919042 |
1173.0212189402 |
-4268.59853207317 |
5598.42650580579 |
-4212.46970834935 |
-4044.76249605023 |
4930.91121057795 |
6363.58097248712 |
4764.83853500815 |
6074.72552736334 |
6957.46284813835 |
3535.2175812337 |
1654.66432906125 |
-3944.89737910637 |
-515.690168086844 |
2614.14557653161 |
-6099.24087123822 |
-2319.34508929563 |
655.045922840503 |
-800.40512000236 |
1315.75659063684 |
6753.14365367717 |
-10641.0998919188 |
-3006.47265561915 |
-4419.82729630356 |
-1434.70607709344 |
-1126.75194859068 |
-3213.68487362528 |
629.8734129375 |
-1925.60334182790 |
-3357.74894340599 |
498.269954437012 |
-1862.82689981172 |