ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3995 | 0.0639 | 0.1858 | 0.1506 | -0.7323 | -0.3971 | 0.183 |
(p-val) | (0.4771 ) | (0.7441 ) | (0.1433 ) | (0.7911 ) | (0.2421 ) | (0.1575 ) | (0.7882 ) |
Estimates ( 2 ) | -0.2546 | 0.0995 | 0.1779 | 0 | -0.7335 | -0.3965 | 0.1899 |
(p-val) | (0.0521 ) | (0.4567 ) | (0.1662 ) | (NA ) | (0.2436 ) | (0.1556 ) | (0.7814 ) |
Estimates ( 3 ) | -0.2494 | 0.1067 | 0.1698 | 0 | -0.5607 | -0.3248 | 0 |
(p-val) | (0.0543 ) | (0.4148 ) | (0.1758 ) | (NA ) | (0 ) | (0.0447 ) | (NA ) |
Estimates ( 4 ) | -0.271 | 0 | 0.1451 | 0 | -0.5702 | -0.3405 | 0 |
(p-val) | (0.0345 ) | (NA ) | (0.2359 ) | (NA ) | (0 ) | (0.0326 ) | (NA ) |
Estimates ( 5 ) | -0.2532 | 0 | 0 | 0 | -0.574 | -0.3376 | 0 |
(p-val) | (0.0476 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.033 ) | (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 |
867.887509505211 |
-2250.28069676838 |
33618.3570412959 |
9954.34468238836 |
354.191730842355 |
18882.406400463 |
20229.4310915672 |
268402.416151187 |
-113346.926055862 |
-45016.394227939 |
35069.861367254 |
58531.0957290091 |
-77256.3771198791 |
-31473.594568955 |
-52391.0075132882 |
32854.9847569661 |
101107.732845397 |
-176275.960398033 |
79531.884415102 |
-176414.251561376 |
151290.579462589 |
167731.594163443 |
143237.122434691 |
80251.9665265577 |
118735.726273623 |
75035.8259037494 |
19198.3085437346 |
-36364.5639276314 |
-36170.5787440905 |
-109567.395064155 |
-100783.336097857 |
-149267.403931369 |
38947.3510583149 |
58613.0600994635 |
16074.4602044407 |
-41563.0049150659 |
-15970.5964777959 |
-47563.9548420802 |
59595.3577179922 |
65897.8405390448 |
-166489.283203891 |
46312.3269884632 |
-15952.8722863516 |
-87780.6523566012 |
134744.172737777 |
75232.8122408289 |
24408.7558471514 |
-15406.1403381955 |
-3766.75348767364 |
27197.2239951006 |
-46777.2890031503 |
-82472.8212609495 |
-35154.7184801844 |
-46946.870011609 |
-43641.5364941684 |
-54920.7084991732 |
54905.4038222157 |
-10509.5840707596 |
-13706.8046976985 |
-42347.6087628011 |
-28990.4687708701 |