ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.8272 | 0.0294 | 0.0783 | -0.5674 | -0.1155 | -0.278 | -0.9996 |
(p-val) | (0.0328 ) | (0.8823 ) | (0.7234 ) | (0.0964 ) | (0.4752 ) | (0.1507 ) | (0.0025 ) |
Estimates ( 2 ) | 0.8611 | 0 | 0.0785 | -0.5887 | -0.1182 | -0.2756 | -0.9996 |
(p-val) | (0.0024 ) | (NA ) | (0.7114 ) | (0.0333 ) | (0.4601 ) | (0.1518 ) | (0.0023 ) |
Estimates ( 3 ) | 0.9555 | 0 | 0 | -0.6712 | -0.1276 | -0.2565 | -0.9998 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.4234 ) | (0.1654 ) | (0.0019 ) |
Estimates ( 4 ) | 0.9417 | 0 | 0 | -0.666 | 0 | -0.19 | -0.9999 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.2809 ) | (1e-04 ) |
Estimates ( 5 ) | 0.9376 | 0 | 0 | -0.6558 | 0 | 0 | -1 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (1e-04 ) |
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 |
-22.787471581832 |
1.44574719773886 |
352.284156091724 |
-317.277820457272 |
583.2455328017 |
-177.561050115913 |
47.7290533763983 |
315.517786549919 |
-195.640006742834 |
272.732108362703 |
180.144309287073 |
81.43400894854 |
346.399468767131 |
496.104066801279 |
-56.8583254968443 |
35.2555013730774 |
-78.392336457738 |
-225.037380166856 |
-440.7677135388 |
-54.9869970263222 |
72.8618565777437 |
35.1713395236923 |
-345.413740861905 |
-430.93925847312 |
-248.688789044805 |
72.0424516268662 |
83.2395251071178 |
55.2607812142757 |
-489.494552047858 |
-230.66753330671 |
298.515457302983 |
201.106286191849 |
-87.1966622508845 |
-27.1700034787083 |
571.683038485704 |
-791.781710697608 |
-219.141781381835 |
83.8633136773636 |
-18.0008079912234 |
291.243076069444 |
37.6943145016096 |
176.518963652305 |
-219.5155721685 |
-50.9632798071187 |
79.723550287784 |
-258.854540977451 |
-454.214132511586 |
-35.3473420132799 |
-96.172309637059 |
206.126860051457 |
-72.3252194412076 |
-87.2705837670111 |
81.3430110256555 |
48.5498785207623 |
120.904954010927 |
-260.944102538451 |
-293.168702509862 |
193.019653643002 |