ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )0.72840.1452-0.6333-0.9159-0.49330.998
(p-val)(0.0096 )(0.4211 )(0.0127 )(0 )(0.0077 )(0.377 )
Estimates ( 2 )0.9170-0.7437-0.9104-0.52381.0009
(p-val)(0 )(NA )(0 )(0 )(0.0025 )(0.4416 )
Estimates ( 3 )0.89350-0.7264-0.2682-0.35840
(p-val)(0 )(NA )(4e-04 )(0.0882 )(0.0498 )(NA )
Estimates ( 4 )0.89730-0.76370-0.25080
(p-val)(0 )(NA )(1e-04 )(NA )(0.1819 )(NA )
Estimates ( 5 )0.9190-0.7709000
(p-val)(0 )(NA )(0 )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-1948.58625702319
-8611.5682892576
-518.630221938109
-12588.1360039165
3761.8991294813
2878.48340123019
2606.48010693383
-566.539128934747
-3999.74437033195
7093.89967007431
4491.2109485897
-1619.65231478725
-4972.05329356712
-1269.38002682404
-4431.59943181306
-14546.7807531163
-2126.13322257328
-7079.59212874705
10196.8120847927
-6519.44474166672
-4476.74540729489
2324.74914415055
-11226.2690087601
-9178.5026473801
13495.8235914135
2807.43050614778
-16057.5552267939
17538.321381558
5601.85017727008
12985.2044609466
-2166.72683385027
622.366280121946
-319.483372089112
3754.58202937877
-6399.24763518443
19799.2339172677
-10221.0940879578
-5863.96109279267
5530.61356615257
-2377.48816068665
10916.7544217327
5215.43788308537
8610.6802274175
8217.75065594464
12691.9921228995
-2910.48555961217
62.4206117250589
-2808.64926983607
-1181.93818451985
2789.93241979619
-7559.21347901982