ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.974 | -0.0759 | 0.1012 | -0.7663 | 0.4738 | -0.1615 | -0.9817 |
(p-val) | (0 ) | (0.7039 ) | (0.5086 ) | (0 ) | (0.0154 ) | (0.3964 ) | (0 ) |
Estimates ( 2 ) | 0.9321 | 0 | 0.0676 | -0.7625 | 0.4663 | -0.1375 | -1.0091 |
(p-val) | (0 ) | (NA ) | (0.7125 ) | (0 ) | (0.0157 ) | (0.4758 ) | (0 ) |
Estimates ( 3 ) | 1.0008 | 0 | 0 | -1.2512 | 0.4782 | -0.144 | -0.9997 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0098 ) | (0.3905 ) | (0 ) |
Estimates ( 4 ) | 0.9944 | 0 | 0 | -0.806 | 0.4999 | 0 | -0.9998 |
(p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0067 ) | (NA ) | (0 ) |
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 |
9.25191650214777 |
22.2914871230951 |
-37.1571787649763 |
34.224161696956 |
-175.791407723369 |
104.976083788091 |
-61.2440566193924 |
-396.729670519991 |
-396.44439811595 |
-260.009316250619 |
127.969010838924 |
-36.029843990865 |
204.138369304772 |
44.2385868220351 |
-159.706287586558 |
203.135138014012 |
121.756524240195 |
-16.2019122127222 |
-243.900810016438 |
391.694842810854 |
-164.230167509228 |
293.821184035543 |
150.197655607195 |
-191.027489037513 |
251.842321753037 |
-153.374881204494 |
8.18402596025766 |
276.1970369319 |
7.49356404167146 |
290.310133584017 |
154.709015298645 |
-344.563215952582 |
-268.812624669854 |
308.788007352866 |
53.4487117440643 |
309.745158451437 |
86.3072721974973 |
-34.8646306292142 |
196.561770310134 |
226.513512286837 |
-188.002590164262 |
-58.5622808860067 |
209.148059687373 |
145.969099713114 |
129.401752384417 |
-33.0299340425404 |
-386.049808213019 |
144.248501280284 |
117.138964770494 |
129.897118044286 |
-152.218688906803 |
-55.0236881931042 |
144.022136076712 |
-16.856654827111 |
144.68580457337 |
-160.202973634943 |
329.620650920572 |
138.317376113197 |
9.00038368421579 |
50.5918463806914 |
313.875297519637 |
236.907637607489 |
110.051329051183 |
-383.848947462751 |