ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.25880.21680.0755-0.81161.3347-0.3366-0.9544
(p-val)(0.4619 )(0.3648 )(0.6429 )(0.015 )(0 )(0.0586 )(0 )
Estimates ( 2 )0.01940.07850-0.57311.312-0.3199-0.9057
(p-val)(0.9728 )(0.8125 )(NA )(0.298 )(0 )(0.0649 )(0 )
Estimates ( 3 )00.06940-0.55491.3065-0.3138-0.9096
(p-val)(NA )(0.6138 )(NA )(0 )(0 )(0.067 )(0 )
Estimates ( 4 )000-0.52991.2991-0.3063-0.9085
(p-val)(NA )(NA )(NA )(0 )(0 )(0.0704 )(0 )
Estimates ( 5 )000-0.5440.85010-0.4108
(p-val)(NA )(NA )(NA )(0 )(0 )(NA )(0.1625 )
Estimates ( 6 )000-0.53390.609300
(p-val)(NA )(NA )(NA )(0 )(0 )(NA )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
7.29099198631763
-317.67052349969
752.986195027177
264.20087838963
-244.685583319412
-243.106524124434
-234.963326700127
-179.209892865738
138.234872076837
711.691640099717
-34.3922019289575
-549.252085963119
484.314107350969
41.3999623464213
-200.683055505775
-575.220251657367
-154.013983644894
-406.042574175369
28.1860323861742
-175.433516450572
683.395455145731
472.281876611438
0.424045542037301
609.608505458106
-511.364983167424
171.415157691497
870.284555681864
2.63290261180218
-303.808544055535
390.535054825936
-39.9162316529414
464.192631530420
-170.163626530834
-31.8384841931521
571.825321499558
133.549527700790
-689.343936121031
-458.760922532416
-112.174690998967
138.023457732829
128.572948697069
771.649696244093
682.990498208403
842.843007884446
449.143641728952
-18.0145052958116
438.198582583624
-34.169226380859
595.230452330406
-770.182780933633
505.83785022502
-703.528310091271
421.180787579281
66.2436851387633
-512.776614601814
85.505899470764
-129.925306556974
602.043538394613
-20.9119754507666
-754.945023629717
125.024722010281
-232.224488581438
-255.51192246168
32.856514835018
617.616383495134
-361.286898554631
253.341070639742
-355.85400898633
-257.285649962161
349.933198016063
490.988294579724
-363.696154319455