ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1052 | -0.0694 | -0.2205 | -0.4445 | -0.7085 | 0.2229 | 0.8862 |
(p-val) | (0.6994 ) | (0.6851 ) | (0.088 ) | (0.1044 ) | (0.3882 ) | (0.1712 ) | (0.3582 ) |
Estimates ( 2 ) | 0 | -0.0244 | -0.1931 | -0.536 | -0.7484 | 0.22 | 0.9319 |
(p-val) | (NA ) | (0.8455 ) | (0.0916 ) | (0 ) | (0.1369 ) | (0.1385 ) | (0.1677 ) |
Estimates ( 3 ) | 0 | 0 | -0.1901 | -0.5448 | -0.6944 | 0.2218 | 0.8714 |
(p-val) | (NA ) | (NA ) | (0.0952 ) | (0 ) | (0.54 ) | (0.2206 ) | (0.5012 ) |
Estimates ( 4 ) | 0 | 0 | -0.1864 | -0.5524 | 0 | 0.1182 | 0.1598 |
(p-val) | (NA ) | (NA ) | (0.1011 ) | (0 ) | (NA ) | (0.3899 ) | (0.1966 ) |
Estimates ( 5 ) | 0 | 0 | -0.1853 | -0.5554 | 0 | 0 | 0.1462 |
(p-val) | (NA ) | (NA ) | (0.1019 ) | (0 ) | (NA ) | (NA ) | (0.2046 ) |
Estimates ( 6 ) | 0 | 0 | -0.1824 | -0.5766 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.1087 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | -0.6263 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
0.0369999745003413 |
-5.9623186537317 |
13.199750510756 |
-4.38134104653015 |
-8.55664024772041 |
11.1858500834747 |
43.1600828172584 |
-18.0555098078549 |
-1.03390376859901 |
-21.480207773057 |
12.9526883745974 |
92.7450087068449 |
-7.62959923006792 |
-36.3793071886167 |
6.34670392141556 |
5.4438142475064 |
11.2068476762212 |
-9.34880084666512 |
70.7983973254214 |
-21.4398345761841 |
19.3537016552739 |
-24.3407859893616 |
-47.8930389401323 |
-5.23120399526416 |
15.0447379573563 |
2.66174086946239 |
-18.5463802136914 |
24.2312685058628 |
-22.3926123716306 |
30.8921837808626 |
10.2858183676532 |
-17.6363037027495 |
-6.4130297615578 |
-14.0694124848462 |
-34.2139388425848 |
23.3594254521777 |
7.01011297221759 |
-10.153611430772 |
-14.8280599663193 |
13.537714424612 |
10.981865403099 |
33.2311335292979 |
-13.6424737570068 |
35.0456012872994 |
2.68076271897523 |
-6.2039576547908 |
-1.91546067977486 |
21.6997226809524 |
31.3300726113285 |
-6.0290002401709 |
-20.550957597228 |
-7.38401440956276 |
-22.453555756565 |
-42.9605320118509 |
-26.5894843205177 |
-29.8859887428515 |
-4.97592443186665 |
-14.2340692287293 |
-2.3967562794556 |
15.7192136412636 |
-23.9426635182183 |
-4.34641981100157 |
-14.9522778744557 |
-5.27697234321827 |
1.41659439929679 |
-13.9195439755118 |
-3.38446142046753 |
-4.40427257572364 |
-1.7286971613264 |
0.550474509876316 |
-8.22986146756033 |
3.80177197561401 |
10.3746038348396 |
-6.47719720961919 |
-8.27547947953864 |
-4.31240532620612 |
-1.49329925845406 |
-4.95561884498003 |
-0.0399352246639766 |
-6.47575127776272 |