ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.1535 | 0.1923 | 0.1727 | -0.1524 |
(p-val) | (0.7714 ) | (0.3051 ) | (0.219 ) | (0.7747 ) |
Estimates ( 2 ) | -0.2994 | 0.1513 | 0.1861 | 0 |
(p-val) | (0.0195 ) | (0.2446 ) | (0.1366 ) | (NA ) |
Estimates ( 3 ) | -0.3391 | 0 | 0.1455 | 0 |
(p-val) | (0.007 ) | (NA ) | (0.2292 ) | (NA ) |
Estimates ( 4 ) | -0.3115 | 0 | 0 | 0 |
(p-val) | (0.0123 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
867.88771306744 |
-2589.39674546118 |
39314.9242944509 |
14453.4622141849 |
486.29450337017 |
22155.4389721592 |
25593.2069423751 |
316675.679799225 |
-112240.573550224 |
-67776.6230099865 |
42113.3312450601 |
72466.6444183648 |
-89635.4481509431 |
-45304.6035927241 |
-72955.0453587909 |
27778.7662845435 |
109945.838867168 |
-190281.842652476 |
58572.7872484705 |
-312133.435237775 |
194191.436344934 |
219610.611333987 |
144895.404377687 |
59624.459125522 |
169042.354388903 |
106033.631872625 |
49354.0176460777 |
-56330.0789116722 |
-100760.24497969 |
-10063.7778391061 |
-149797.518979373 |
-84340.0243213298 |
-42472.8163348963 |
-39425.0358647259 |
-78703.4126089705 |
-101042.744840936 |
-83879.2819582617 |
-92823.6483936284 |
53018.4057761265 |
93214.8226750383 |
-143259.649019981 |
104137.172392977 |
56762.2863927986 |
64080.8236179731 |
85682.6861487174 |
35105.7376076042 |
21445.2467541424 |
22067.1450226752 |
-12856.0238900807 |
43798.0163925142 |
-91872.180306289 |
-120060.363136992 |
76164.1188452531 |
-103723.488331498 |
-28463.522217617 |
-65438.4042213328 |
17403.2049560243 |
-13006.6554056241 |
-1329.70930915323 |
-21338.2874517854 |
4837.48897849824 |