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> arma.

77
Series: air_ts
ARIMA(7,0,7) with non-zero mean

Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2
0.0537 0.2770 -0.1682 -0.0645 -0.3232 -0.3093 -0.1977 0.7842 0.0631
s.e. 0.2591 1.4012 1.5067 0.5717 0.3052 0.6263 0.3162 0.1462 1.4058
ma3 ma4 ma5 ma6 ma7 intercept
0.0862 -0.108 0.7404 0.9565 0.2555 0.9580
s.e. 0.2872 0.224 0.1186 NaN 1.2426 3.4089

sigma^2 estimated as 303.4: log likelihood=-537.2


AIC=1106.39 AICc=1111.48 BIC=1151.52
Warning message:
In sqrt(diag(x$var.coef)) : NaNs produced
> arma.78 <- stats::arima(air_ts,order=c(7,0,8))
> arma.78
Series: air_ts
ARIMA(7,0,8) with non-zero mean

Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2
0.8206 0.2313 0.5638 -1.0586 -0.2075 0.2846 0.2647 0.1584 -0.4636
s.e. 0.1225 0.1406 0.1333 0.1002 0.1425 0.1370 0.0952 0.1047 0.1023
ma3 ma4 ma5 ma6 ma7 ma8 intercept
-1.3492 -0.0325 1.2111 0.6916 -0.0045 -0.8430 1.7941
s.e. 0.0876 0.1234 0.1122 0.0887 0.1025 0.1055 4.7269

sigma^2 estimated as 224: log likelihood=-522.45


AIC=1078.9 AICc=1084.67 BIC=1126.84
> arma.87 <- stats::arima(air_ts,order=c(8,0,7))
Warning message:
In stats::arima(air_ts, order = c(8, 0, 7)) :
possible convergence problem: optim gave code=1
> arma.87
Series: air_ts
ARIMA(8,0,7) with non-zero mean

Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ma1
-0.1994 0.0333 0.2913 -0.7513 -0.2599 -0.241 0.0652 -0.6768 1.2312
s.e. 0.0813 0.0729 0.0759 0.0817 0.0810 0.079 0.0725 0.0771 0.1111
ma2 ma3 ma4 ma5 ma6 ma7 intercept
0.6741 -0.3502 0.1231 1.0275 1.2587 0.4379 0.9770
s.e. 0.1397 0.0936 0.1241 0.0970 0.1402 0.1113 2.4252

sigma^2 estimated as 185.8: log likelihood=-510.08


AIC=1054.16 AICc=1059.93 BIC=1102.11
> arma.88 <- stats::arima(air_ts,order=c(8,0,8))
> arma.88
Series: air_ts
ARIMA(8,0,8) with non-zero mean

Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ma1
-0.1290 0.0736 0.4727 -0.3525 0.4487 0.4771 0.5174 -0.5082 1.4310
s.e. 0.0901 0.0665 0.0517 0.0607 0.0555 0.0494 0.0660 0.0901 0.0838
ma2 ma3 ma4 ma5 ma6 ma7 ma8 intercept
1.247 0.3532 0.0480 -0.5501 -1.2248 -1.5047 -0.7995 0.6129
s.e. 0.102 0.0966 0.0819 0.0702 0.0952 0.1031 0.0860 6.5540

sigma^2 estimated as 253: log likelihood=-529.75


AIC=1095.51 AICc=1102.02 BIC=1146.27
> arma.89 <- stats::arima(air_ts,order=c(8,0,9))
> arma.89
Series: air_ts
ARIMA(8,0,9) with non-zero mean

Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ma1
0.0098 0.1635 0.4801 -0.4835 0.3231 0.4848 0.4897 -0.4682 1.2982
s.e. NaN 0.0656 0.0716 0.0682 0.0798 0.0718 NaN 0.0919 NaN
ma2 ma3 ma4 ma5 ma6 ma7 ma8 ma9
0.9314 -0.1365 -0.0341 0.2224 -0.3747 -1.2423 -1.2592 -0.405
s.e. NaN 0.0568 0.0983 0.1050 0.0756 NaN 0.0327 NaN
intercept
0.8714
s.e. 7.4553

sigma^2 estimated as 269.6: log likelihood=-531.9


AIC=1101.81 AICc=1109.11 BIC=1155.39
Warning message:
In sqrt(diag(x$var.coef)) : NaNs produced
> arma.98 <- stats::arima(air_ts,order=c(9,0,8))
Warning message:
In stats::arima(air_ts, order = c(9, 0, 8)) :
possible convergence problem: optim gave code=1
> arma.98
Series: air_ts
ARIMA(9,0,8) with non-zero mean

Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9
0.7888 0.0900 0.1919 -0.9671 0.6442 -0.0293 0.1867 -0.8147 0.7570
s.e. 0.3330 0.1622 0.2730 0.1940 0.5221 0.1022 0.1993 0.3686 0.3004
ma1 ma2 ma3 ma4 ma5 ma6 ma7 ma8
0.2997 -0.2395 -0.6440 0.5529 0.6005 0.0298 -0.7347 -0.2200
s.e. 0.7992 0.4314 0.5851 0.8207 0.6291 0.7303 0.2050 1.1045
intercept
2.7829
s.e. 5.9425

sigma^2 estimated as 191.8: log likelihood=-511.58


AIC=1061.16 AICc=1068.47 BIC=1114.75
> arma.21 <- stats::arima(air_ts,order=c(2,0,1))
> arma.21
Series: air_ts
ARIMA(2,0,1) with non-zero mean

Coefficients:
ar1 ar2 ma1 intercept
0.1905 0.2414 0.8815 -0.1269
s.e. 0.1349 0.1295 0.0873 7.0289

sigma^2 estimated as 573.4: log likelihood=-570.57


AIC=1151.13 AICc=1151.64 BIC=1165.23
> arma.22 <- stats::arima(air_ts,order=c(2,0,2))
> arma.22
Series: air_ts
ARIMA(2,0,2) with non-zero mean

Coefficients:
ar1 ar2 ma1 ma2 intercept
-0.2103 0.4076 1.3017 0.3308 -0.1211
s.e. 0.1686 0.0938 0.1669 0.1483 6.8542

sigma^2 estimated as 554.6: log likelihood=-568.64


AIC=1149.28 AICc=1150 BIC=1166.2
> arma.31 <- stats::arima(air_ts,order=c(3,0,1))
> arma.31
Series: air_ts
ARIMA(3,0,1) with non-zero mean

Coefficients:
ar1 ar2 ar3 ma1 intercept
0.1794 0.3863 -0.3177 0.9678 -0.1534
s.e. 0.0922 0.0927 0.0897 0.0335 5.3429

sigma^2 estimated as 521: log likelihood=-564.84


AIC=1141.69 AICc=1142.4 BIC=1158.61
> arma.98 <- stats::arima(air_ts,order=c(9,0,8))
Warning message:
In stats::arima(air_ts, order = c(9, 0, 8)) :
possible convergence problem: optim gave code=1
> arma.98
Series: air_ts
ARIMA(9,0,8) with non-zero mean

Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9
0.7888 0.0900 0.1919 -0.9671 0.6442 -0.0293 0.1867 -0.8147 0.7570
s.e. 0.3330 0.1622 0.2730 0.1940 0.5221 0.1022 0.1993 0.3686 0.3004
ma1 ma2 ma3 ma4 ma5 ma6 ma7 ma8
0.2997 -0.2395 -0.6440 0.5529 0.6005 0.0298 -0.7347 -0.2200
s.e. 0.7992 0.4314 0.5851 0.8207 0.6291 0.7303 0.2050 1.1045
intercept
2.7829
s.e. 5.9425

sigma^2 estimated as 191.8: log likelihood=-511.58


AIC=1061.16 AICc=1068.47 BIC=1114.75
> arma.99 <- stats::arima(air_ts,order=c(9,0,9))
Error in stats::arima(air_ts, order = c(9, 0, 9)) :
non-stationary AR part from CSS
> arma.99
Error: object 'arma.99' not found
> arma.108 <- stats::arima(air_ts,order=c(10,0,8))
Warning message:
In stats::arima(air_ts, order = c(10, 0, 8)) :
possible convergence problem: optim gave code=1
> arma.108
Series: air_ts
ARIMA(10,0,8) with non-zero mean

Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9
0.4819 0.3786 0.2236 -0.9305 0.3106 0.1787 0.1782 -0.7629 0.4855
s.e. 0.4152 0.3668 0.0954 0.1208 0.4017 0.2600 0.0722 0.1108 0.3495
ar10 ma1 ma2 ma3 ma4 ma5 ma6 ma7 ma8
0.2585 0.4951 -0.3366 -0.8234 0.4219 0.9072 0.3139 -0.6628 -0.3603
s.e. 0.3204 0.4316 0.1506 0.1948 0.3861 0.3233 0.3598 0.1485 0.3337
intercept
3.2582
s.e. 5.5336

sigma^2 estimated as 175.2: log likelihood=-506.77


AIC=1053.55 AICc=1061.7 BIC=1109.95
> arma.11 <- stats::arima(air_ts,order=c(1,0,1))
> arma.11
Series: air_ts
ARIMA(1,0,1) with non-zero mean

Coefficients:
ar1 ma1 intercept
0.4481 0.6351 -0.2288
s.e. 0.1315 0.1729 6.3855

sigma^2 estimated as 587.1: log likelihood=-571.83


AIC=1151.65 AICc=1151.99 BIC=1162.93
> arma.12 <- stats::arima(air_ts,order=c(1,0,2))
> arma.12
Series: air_ts
ARIMA(1,0,2) with non-zero mean

Coefficients:
ar1 ma1 ma2 intercept
0.4828 0.6175 -0.0765 -0.2466
s.e. 0.1378 0.1445 0.1475 6.4109
sigma^2 estimated as 585.4: log likelihood=-571.71
AIC=1153.42 AICc=1153.93 BIC=1167.52
> arma.21 <- stats::arima(air_ts,order=c(2,0,1))
> arma.21
Series: air_ts
ARIMA(2,0,1) with non-zero mean

Coefficients:
ar1 ar2 ma1 intercept
0.1905 0.2414 0.8815 -0.1269
s.e. 0.1349 0.1295 0.0873 7.0289

sigma^2 estimated as 573.4: log likelihood=-570.57


AIC=1151.13 AICc=1151.64 BIC=1165.23

>
ARIMA(1,0,2) with non-zero mean

Coefficients:
ar1 ma1 ma2 intercept
0.4828 0.6175 -0.0765 -0.2466
s.e. 0.1378 0.1445 0.1475 6.4109

sigma^2 estimated as 585.4: log likelihood=-571.71


AIC=1153.42 AICc=1153.93 BIC=1167.52
> arma.22 <- stats::arima(air_ts,order=c(2,0,2))
> arma.22
Series: air_ts
ARIMA(2,0,2) with non-zero mean

Coefficients:
ar1 ar2 ma1 ma2 intercept
-0.2103 0.4076 1.3017 0.3308 -0.1211
s.e. 0.1686 0.0938 0.1669 0.1483 6.8542

sigma^2 estimated as 554.6: log likelihood=-568.64


AIC=1149.28 AICc=1150 BIC=1166.2
> arma.13 <- stats::arima(air_ts,order=c(1,0,3))
> arma.13
Series: air_ts
ARIMA(1,0,3) with non-zero mean

Coefficients:
ar1 ma1 ma2 ma3 intercept
-0.2442 1.4334 1.3767 0.8937 -0.0557
s.e. 0.1016 0.0575 0.0869 0.0550 7.3473

sigma^2 estimated as 477.8: log likelihood=-561.12


AIC=1134.24 AICc=1134.95 BIC=1151.16
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7
0.4819 0.3786 0.2236 -0.9305 0.3106 0.1787 0.1782
s.e. 0.4152 0.3668 0.0954 0.1208 0.4017 0.2600 0.0722
ar8 ar9 ar10 ma1 ma2 ma3 ma4
-0.7629 0.4855 0.2585 0.4951 -0.3366 -0.8234 0.4219
s.e. 0.1108 0.3495 0.3204 0.4316 0.1506 0.1948 0.3861
ma5 ma6 ma7 ma8 intercept
0.9072 0.3139 -0.6628 -0.3603 3.2582
s.e. 0.3233 0.3598 0.1485 0.3337 5.5336

sigma^2 estimated as 175.2: log likelihood=-506.77


AIC=1053.55 AICc=1061.7 BIC=1109.95

Series: air_ts
ARIMA(1,0,1) with non-zero mean

Coefficients:
ar1 ma1 intercept
0.4481 0.6351 -0.2288
s.e. 0.1315 0.1729 6.3855

sigma^2 estimated as 587.1: log likelihood=-571.83


AIC=1151.65 AICc=1151.99 BIC=1162.93
> arma.12 <- stats::arima(air_ts,order=c(1,0,2))
> arma.12
Series: air_ts
ARIMA(1,0,2) with non-zero mean

Coefficients:
ar1 ma1 ma2 intercept
0.4828 0.6175 -0.0765 -0.2466
s.e. 0.1378 0.1445 0.1475 6.4109

sigma^2 estimated as 585.4: log likelihood=-571.71


AIC=1153.42 AICc=1153.93 BIC=1167.52

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