ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2223 | 0.2079 | 0.4246 | 0.0527 | 0.0295 | -0.175 | -0.9997 |
(p-val) | (0.7722 ) | (0.4398 ) | (0.0776 ) | (0.9531 ) | (0.9143 ) | (0.4092 ) | (0.0375 ) |
Estimates ( 2 ) | 0.2672 | 0.1943 | 0.4127 | 0 | 0.0204 | -0.1802 | -1 |
(p-val) | (0.0388 ) | (0.1685 ) | (0.0072 ) | (NA ) | (0.9258 ) | (0.3511 ) | (0.0409 ) |
Estimates ( 3 ) | 0.2658 | 0.198 | 0.4193 | 0 | 0 | -0.1859 | -1.0001 |
(p-val) | (0.0382 ) | (0.1428 ) | (0.0022 ) | (NA ) | (NA ) | (0.3065 ) | (0.064 ) |
Estimates ( 4 ) | 0.2362 | 0.2138 | 0.4314 | 0 | 0 | 0 | -1 |
(p-val) | (0.0542 ) | (0.1026 ) | (0.0014 ) | (NA ) | (NA ) | (NA ) | (0.0112 ) |
Estimates ( 5 ) | 0.3053 | 0 | 0.4954 | 0 | 0 | 0 | -1.0011 |
(p-val) | (0.0108 ) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (NA ) | (0.1443 ) |
Estimates ( 6 ) | 0.2877 | 0 | 0.2748 | 0 | 0 | 0 | 0 |
(p-val) | (0.0198 ) | (NA ) | (0.0309 ) | (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 |
0.640995623845563 |
39.5883073769662 |
-53.0285501078823 |
-32.4718734580499 |
-40.0702721518915 |
72.9582431808231 |
58.6412894438846 |
6.80033775472221 |
-17.7663496775966 |
-35.7359063722793 |
-22.2901836237039 |
-77.2036588399734 |
49.4326934167357 |
65.9565923917146 |
33.3007544632464 |
-104.021115068133 |
-54.2481272265606 |
37.0175171122814 |
-36.8870508730279 |
25.9464742510281 |
-36.5523437342842 |
-59.346595777028 |
55.7092103071387 |
8.40569739982995 |
38.9914782627149 |
-42.7910391774901 |
-16.1683701436901 |
-18.8021569275111 |
45.9338370314277 |
-53.471782905727 |
-16.0532972008454 |
-2.86902527765488 |
24.8417549310446 |
27.9472677713245 |
133.477808273111 |
-42.709814412743 |
-27.6373574021868 |
-44.6439078842614 |
-43.5333797632024 |
0.000973795645784448 |
71.7978711260092 |
-49.4029345827262 |
155.374018530597 |
45.1078433612272 |
-5.61016829224695 |
48.7456252969706 |
-13.3309830916072 |
19.7939519654975 |
113.013238006099 |
-3.95895502145224 |
66.9674336377223 |
118.08185566469 |
5.52949145523288 |
-39.7177530800501 |
-41.72465867151 |
7.9599020430205 |
-23.5758650714183 |
105.100786317743 |
-19.1582200866243 |
169.217380152544 |
-59.2764160252717 |