ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1147 | -0.1464 | 0.0176 | -0.7737 | 0.4318 | -0.0787 | -0.9995 |
(p-val) | (0.4126 ) | (0.2111 ) | (0.924 ) | (0 ) | (0.0058 ) | (0.6576 ) | (0 ) |
Estimates ( 2 ) | -0.1224 | -0.1538 | 0 | -0.7674 | 0.4365 | -0.0778 | -1.0001 |
(p-val) | (0.408 ) | (0.2259 ) | (NA ) | (0 ) | (0.002 ) | (0.6036 ) | (0 ) |
Estimates ( 3 ) | -0.1467 | -0.1554 | 0 | -0.7609 | 0.4302 | 0 | -1 |
(p-val) | (0.2941 ) | (0.2211 ) | (NA ) | (0 ) | (0.0023 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0 | -0.1128 | 0 | -1.2311 | 0.4688 | 0 | -1 |
(p-val) | (NA ) | (0.3551 ) | (NA ) | (0 ) | (6e-04 ) | (NA ) | (0 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -0.8316 | 0.4497 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (8e-04 ) | (NA ) | (0 ) |
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 |
-33.1579304586938 |
-426.395194173897 |
115.687577522959 |
265.113145329483 |
-43.7979786610485 |
104.730451226474 |
97.2192014370563 |
-132.282094543366 |
-125.133222768855 |
29.1918581113976 |
-58.5512240275229 |
-25.1795393353579 |
-81.2088568825942 |
133.413009969005 |
-16.6057539278354 |
-246.336509735913 |
-355.776196060461 |
-208.138319147209 |
171.769637219731 |
-19.1843924368427 |
269.00071765825 |
62.0179871211327 |
-122.99629628167 |
263.968262805608 |
93.2955197894017 |
-95.9685190881598 |
-143.647319817078 |
461.432734375821 |
-213.505618049976 |
400.946590549262 |
220.032756163014 |
-219.763185895052 |
331.312772959163 |
-183.910689956407 |
27.6265277629161 |
283.839589129276 |
72.7484995371678 |
258.147252321059 |
96.9501772198689 |
-118.374006559232 |
-330.057819580437 |
364.638257936165 |
58.7408703018146 |
317.323215195281 |
99.5632300339978 |
-8.2930869563625 |
179.614505777567 |
215.874254245903 |
-156.729297644494 |
-70.9144324530055 |
226.229975143716 |
81.5627538066213 |
210.801677712884 |
11.8310967048472 |
-414.264239831256 |
151.270069254572 |
44.8750812826163 |
102.81879134915 |
-126.982324572336 |
-124.133346912509 |
60.6739747451969 |
-117.637159583145 |
118.827209140994 |
-131.604329369819 |
317.687898961627 |
110.541054240278 |
27.9313158734855 |
1.93239024898637 |
299.875112974968 |
241.329024937386 |
63.2428124560656 |
-369.379221583421 |
29.7757110140673 |
-51.8962574078111 |
-144.57643515167 |
-214.439110817606 |
35.4091849916785 |
-151.622579435229 |
252.601171227209 |
330.142524308072 |
-212.690069113988 |
94.7086109064701 |
-69.1382102185765 |
136.270837376696 |