ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.13120.26040.2293-0.09370.2836-0.1588-0.9993
(p-val)(0.743 )(0.056 )(0.1969 )(0.8153 )(0.1485 )(0.4056 )(0.1874 )
Estimates ( 2 )0.04340.27140.254100.2738-0.1657-0.9992
(p-val)(0.736 )(0.0309 )(0.0531 )(NA )(0.1508 )(0.3778 )(0.1893 )
Estimates ( 3 )00.27860.264600.2771-0.1784-0.9988
(p-val)(NA )(0.0245 )(0.0379 )(NA )(0.1473 )(0.33 )(0.2093 )
Estimates ( 4 )00.26510.290800.34810-0.9999
(p-val)(NA )(0.0305 )(0.0198 )(NA )(0.0652 )(NA )(0.0081 )
Estimates ( 5 )00.25660.322000-0.5355
(p-val)(NA )(0.0351 )(0.0102 )(NA )(NA )(NA )(0.0249 )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(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
-871.816426995542
-714.264404771364
2020.73740078416
-2674.40865147688
-4762.09652926476
153.500631589065
2434.44411067652
2099.60706630736
722.906707942123
-2117.52307629520
-671.167804909363
-3085.22011834704
342.193899088129
146.401808661614
1380.01174100011
-770.16049114385
-2883.3946590651
359.881884360215
-70.2144774696498
3914.32061592719
2399.99971459741
-1873.27164184833
-4884.85624890904
-3985.78756462863
1571.980601588
-7127.72779556322
-318.068179237627
-3057.95756436679
6222.40571915853
-2674.00388926754
-4599.18909915706
1381.83894370054
-2129.84948467905
-6482.6113266149
3515.87795724437
2717.80797458304
-5570.93864121143
4008.31628146777
2904.26869711285
5007.66516885515
-2290.3793941841
-2180.59786472421
-2714.87718651849
3139.45942105278
-5077.05013403046
6849.81037094782
-500.621313324212
-3095.92322706034
-446.436290250982
3814.37690051270
8504.37529958518
5381.33430671774
3628.8719510744
1808.13253531804
6372.56469173152
-886.102061659321
-3197.63100744742
1634.65474029846
-1728.85511843406
-861.82581485875