ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -0.2367 | 0.1546 | 0.1763 | -1 | -0.0477 | -0.5106 |
(p-val) | (0.0736 ) | (0.2476 ) | (0.174 ) | (0 ) | (0.8893 ) | (0.1604 ) |
Estimates ( 2 ) | -0.2354 | 0.1558 | 0.1743 | -1 | 0 | -0.5573 |
(p-val) | (0.0745 ) | (0.2433 ) | (0.1767 ) | (0 ) | (NA ) | (3e-04 ) |
Estimates ( 3 ) | -0.2726 | 0 | 0.1353 | -1 | 0 | -0.5626 |
(p-val) | (0.0356 ) | (NA ) | (0.2781 ) | (0 ) | (NA ) | (2e-04 ) |
Estimates ( 4 ) | -0.2497 | 0 | 0 | -1 | 0 | -0.5816 |
(p-val) | (0.0525 ) | (NA ) | (NA ) | (0 ) | (NA ) | (2e-04 ) |
Estimates ( 5 ) | 0 | 0 | 0 | -1 | 0 | -0.6305 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (2e-04 ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-4777.3027739648 |
23003.3443407881 |
-8749.61893544889 |
-13755.9458620053 |
11120.0196318553 |
5062.70615931937 |
236760.896343437 |
-160217.182031545 |
-67531.6356920577 |
48980.483154377 |
-221.963026853203 |
-100348.781030448 |
-45839.7124513896 |
-69331.3103323785 |
11248.7096528237 |
82772.9067626623 |
-201733.172840223 |
85283.2489373298 |
-169106.603852196 |
126782.934094455 |
175329.174459437 |
92000.0932789833 |
77588.2910225306 |
105581.877622815 |
37610.4110357365 |
-22240.7757006774 |
-68675.0008004222 |
-71312.3096725757 |
-134560.615355871 |
-130659.589501889 |
-186189.22522477 |
24941.5143048821 |
31906.8394415249 |
-27019.730057136 |
-48568.3325724392 |
-15432.4340218228 |
-55354.9809689655 |
56515.9910979852 |
54303.7541226125 |
-184276.464816844 |
67264.9672087081 |
-16146.3990931533 |
-63858.275439893 |
122323.937902919 |
43742.4003892859 |
8371.44821179414 |
2333.88348255916 |
-27851.4473633998 |
12391.3787405353 |
-64048.4304969941 |
-81805.3285159646 |
-14496.3403331571 |
-89927.37453121 |
-33168.9371331987 |
-82823.9750970687 |
74792.6211304263 |
18367.3892066285 |
2820.44603924684 |
-11888.1950586389 |
-6097.22240534478 |