ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.14 | -0.0984 | -0.5688 | -0.8582 | 0.1688 | -0.5351 | -1 |
(p-val) | (0.208 ) | (0.3406 ) | (1e-04 ) | (0 ) | (0.2073 ) | (1e-04 ) | (0 ) |
Estimates ( 2 ) | 0.1194 | 0 | -0.6041 | -0.8729 | 0.1885 | -0.541 | -0.9999 |
(p-val) | (0.2569 ) | (NA ) | (0 ) | (0 ) | (0.1394 ) | (0 ) | (0 ) |
Estimates ( 3 ) | 0 | 0 | -0.6375 | -0.8279 | 0.1736 | -0.5611 | -1 |
(p-val) | (NA ) | (NA ) | (0 ) | (0 ) | (0.1648 ) | (0 ) | (0 ) |
Estimates ( 4 ) | 0 | 0 | -0.516 | -0.8393 | 0 | -0.5008 | -1.0001 |
(p-val) | (NA ) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (1e-04 ) | (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 |
-0.081261216207228 |
-7.0231949994665 |
-4.43487215409038 |
-6.29575081904381 |
-15.4001862145437 |
5.50771348072367 |
22.1830653771881 |
0.138268074193092 |
-0.844492020188799 |
-1.77266224569914 |
-10.3777195613433 |
13.8296919403453 |
-1.66105338431253 |
6.04029583913864 |
-1.55019278772198 |
6.42643177753746 |
-3.98695148038056 |
4.87180891568702 |
0.223495222589686 |
4.26449251546446 |
-5.16675974013155 |
5.18866566269472 |
21.7650944165341 |
6.32587602736209 |
-5.43927320832644 |
9.1483086209552 |
2.75921405691996 |
-17.462363440413 |
-4.39573310351507 |
0.0447402045791648 |
8.38766229546333 |
-4.42631070927133 |
-14.5287792594424 |
15.4109086805862 |
-6.13972914791287 |
-7.32693475459244 |
15.4676360902093 |
-10.7030031041734 |
-1.81187696755745 |
-6.56927234448559 |
-13.6760286807669 |
-9.69811793167998 |
12.8434127025533 |
1.17357037541114 |
14.7700342177163 |
9.4945788210668 |
8.95109884579839 |
2.5563428241813 |
1.06958773860507 |
10.2430370328129 |
-5.29069159350944 |
-4.83313865587091 |
-9.42306644523416 |
2.1873698812888 |
20.9608834680873 |
16.6603838669585 |
-6.45646070922159 |
-9.46445641610202 |
7.01903993998998 |
-3.78410122616678 |
-3.81353166926532 |
1.94009790059518 |
3.66734319581146 |
-9.81664219129017 |
6.14279759283329 |
16.5126043181944 |
8.09041947583676 |
6.06752053623576 |
10.2280178767304 |