ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.3286 | 0.1219 | -0.0838 | -1 | 0.3516 | 0.4831 | -0.9998 |
(p-val) | (0.0086 ) | (0.3568 ) | (0.5005 ) | (0 ) | (0.0272 ) | (0.0032 ) | (8e-04 ) |
Estimates ( 2 ) | 0.3141 | 0.1039 | 0 | -1.0001 | 0.3366 | 0.4959 | -1.0001 |
(p-val) | (0.0092 ) | (0.393 ) | (NA ) | (0 ) | (0.025 ) | (0.0019 ) | (0.0022 ) |
Estimates ( 3 ) | 0.3496 | 0 | 0 | -1 | 0.3491 | 0.4505 | -0.9995 |
(p-val) | (0.003 ) | (NA ) | (NA ) | (0 ) | (0.0334 ) | (0.0045 ) | (0.0176 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-38.2805910380235 |
777.505350462662 |
1061.84589538549 |
405.105603545765 |
652.752791058235 |
77.4042746480946 |
119.985956267112 |
119.094246151143 |
87.6992125357233 |
-238.198889869428 |
-156.971230954284 |
551.540961161193 |
143.241556857497 |
267.224949825606 |
332.209873467933 |
239.247470746765 |
-91.160240190191 |
-97.1898209219373 |
262.91586807927 |
48.5165895066445 |
93.9436667923795 |
401.420428952458 |
-280.814792745847 |
561.723148372828 |
-787.526147034464 |
404.896712603186 |
340.808043988964 |
348.750765427474 |
-386.544293240681 |
40.1534247718902 |
59.81431288849 |
313.014849163822 |
314.290878771059 |
185.936114831155 |
96.6210468038424 |
684.77622533899 |
-644.737856222727 |
-374.673398506 |
-241.355118204965 |
-379.823993644635 |
-157.178138648107 |
-53.3997539192356 |
-148.395892713347 |
-445.817227306197 |
2.86682292036768 |
-37.307523381813 |
-136.69081174371 |
-362.145328035104 |
66.0032259836581 |
736.80630099335 |
1012.19933207122 |
-720.416784643495 |
102.370824861145 |
-14.6768747306916 |
-628.531576732233 |
-533.824690182997 |
-132.969609814253 |
35.4702854243875 |
-229.541811382881 |
-379.545510494863 |
-308.052273463815 |
-37.7273001391964 |
222.795609481481 |
11.1774116731748 |
20.9934124316241 |
121.444872599491 |
1172.78774462833 |
-376.860497154435 |
-43.0510447499842 |
-296.795689535833 |
-33.2523640678701 |
-553.792967060671 |
-215.993623071733 |
359.552283351927 |
-777.980127352455 |
390.239732296415 |
-270.892981274191 |
-139.157508072443 |
-192.534857032478 |
175.872115095657 |
176.039253792518 |
181.59722429896 |
718.554402301482 |
-675.815739954088 |