ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0972 | 0.1121 | -0.128 | -0.9276 | 0.0107 | -0.0097 | -0.9996 |
(p-val) | (0.5068 ) | (0.4314 ) | (0.3535 ) | (0 ) | (0.9533 ) | (0.9582 ) | (0.0231 ) |
Estimates ( 2 ) | 0.0958 | 0.1108 | -0.1287 | -0.9274 | 0.0149 | 0 | -1.0003 |
(p-val) | (0.5045 ) | (0.4289 ) | (0.3475 ) | (0 ) | (0.9277 ) | (NA ) | (0.0186 ) |
Estimates ( 3 ) | 0.0975 | 0.1125 | -0.1305 | -0.9265 | 0 | 0 | -1 |
(p-val) | (0.4935 ) | (0.4175 ) | (0.3353 ) | (0 ) | (NA ) | (NA ) | (0.0312 ) |
Estimates ( 4 ) | 0 | 0.1049 | -0.1344 | -1.1109 | 0 | 0 | -0.9999 |
(p-val) | (NA ) | (0.4532 ) | (0.3228 ) | (0 ) | (NA ) | (NA ) | (0.091 ) |
Estimates ( 5 ) | 0 | 0 | -0.1387 | -1.1429 | 0 | 0 | -1.0154 |
(p-val) | (NA ) | (NA ) | (0.311 ) | (0 ) | (NA ) | (NA ) | (0.3553 ) |
Estimates ( 6 ) | 0 | 0 | -0.093 | -0.9738 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (0.4983 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | -0.987 | 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 |
-1.54059701660091 |
-179.812112411272 |
181.974063410336 |
-63.30452805792 |
46.8715736252844 |
14.7068762604372 |
181.639458324787 |
113.243863462279 |
63.3160226864243 |
-160.759867688285 |
33.4597947603371 |
-38.4908221047749 |
109.704507620254 |
313.772328065371 |
31.9449432572699 |
20.2873859897289 |
-16.5106686998556 |
127.907861642726 |
-162.378547083202 |
-33.0094298085462 |
-41.0554458329767 |
137.836826122725 |
-70.5227457242629 |
-101.686851737226 |
155.872115661045 |
-191.233763602481 |
-171.143676187758 |
144.992450782238 |
-106.458358242773 |
9.67102020474263 |
-39.1797337372434 |
1.44584596869544 |
-77.6634833080167 |
-57.5338288112421 |
89.3293106344554 |
338.37549305281 |
-25.1944774498699 |
140.470135876035 |
31.743484662609 |
-44.9575903166303 |
135.645590717861 |
-117.337387636386 |
92.7655548265512 |
-24.2278312762527 |
105.102967755675 |
170.509532614581 |
184.062412730404 |
-124.64308287278 |
-205.798350127468 |
-51.8198237371585 |
-3.82507819844667 |
-43.3186332291878 |
-89.1323600454569 |
114.603993252565 |
24.6060811551196 |
149.354702378104 |
216.236258626703 |
-0.58151040647661 |
-79.6268271708902 |
101.093577818294 |