ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.9957 | -0.4804 | -0.3879 | -0.1714 |
(p-val) | (0.3816 ) | (0.2684 ) | (0.1088 ) | (0.7308 ) |
Estimates ( 2 ) | -0.9748 | -0.6204 | -0.444 | 0 |
(p-val) | (0 ) | (0 ) | (0.0029 ) | (NA ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (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 |
-3.98983609339458 |
13.2817171415819 |
-6.34780562487891 |
-4.74211452072105 |
4.20242147892954 |
0.299206480794082 |
61.3636801675197 |
-64.3953837515331 |
-3.23730028234655 |
23.0998148705438 |
-2.57945357734746 |
-47.0842599801305 |
-6.53182640160021 |
-27.6946019905594 |
15.050302995197 |
30.1207233550415 |
-80.2237378600204 |
53.645451643427 |
-54.3825701257508 |
52.2544320899809 |
52.9086107517312 |
24.471318698534 |
32.2995136226125 |
47.529879897842 |
12.525915519747 |
-12.2477269752044 |
-29.7535321518396 |
-22.503410834276 |
-55.6403707738134 |
-35.6402251767357 |
-38.3849578032312 |
11.4446644631954 |
11.8339163414272 |
-5.16626868100656 |
-16.8965871388861 |
-6.4601365816105 |
-30.3529061697478 |
30.4489188506752 |
18.5688117382343 |
-75.8621591012352 |
28.4616071711861 |
-13.4259294779652 |
-39.8338841140554 |
61.2141178518521 |
14.2244032308124 |
1.71574964327873 |
5.32330337753791 |
2.0374264089354 |
15.2685096120916 |
-28.2155022887396 |
-34.8626456084298 |
-13.435678168019 |
-22.0696779124865 |
-21.5586514890212 |
-21.6138506684203 |
25.8536857171999 |
-12.0638245757919 |
-6.26060947706082 |
-16.7946387023609 |
-12.199079258321 |