ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sma1
Estimates ( 1 )0.0587-0.10140.1563-0.7518-0.9161
(p-val)(0.7736 )(0.5142 )(0.2875 )(0 )(0.0077 )
Estimates ( 2 )0-0.13170.1282-1.4152-1.1026
(p-val)(NA )(0.2658 )(0.2421 )(0 )(0.0033 )
Estimates ( 3 )000.1527-1.3143-1.0526
(p-val)(NA )(NA )(0.1674 )(0 )(0.0943 )
Estimates ( 4 )000-0.729-0.9916
(p-val)(NA )(NA )(NA )(0 )(0.2374 )
Estimates ( 5 )000-1.31770
(p-val)(NA )(NA )(NA )(0 )(NA )
Estimates ( 6 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-0.365241700883491
-2.55781256731016
6.53018718238126
9.96073321891981
-2.85167993581617
-3.00690803525539
3.74995276148235
-7.90663401577889
-2.70532534545717
6.33356774781542
4.80813093286882
-3.5573164908859
-9.75064536544949
4.72942513200285
-11.5465879962313
5.96042154592227
-3.68538471314214
14.8652727332249
14.9762538608515
0.488828577156234
4.96850369262909
-5.78538212322108
0.230483196218526
13.0191993746804
-3.17915569746818
-12.2359893024489
4.37323690981063
9.9423969820642
-4.45095667737148
16.9630288137727
7.17036552441887
-0.261905481639858
6.10122776533149
-2.8325232406865
2.38686344664555
26.3436406165974
15.9708121627086
-6.3508578714165
12.1192209640623
-18.3384591840023
-7.92533527550358
25.9797655562251
-14.7863995967881
-7.03478105032627
-2.15657271342692
10.2614310350269
1.04076414027790
0.755508149246256
-3.54462725679137
-0.133958161641347
6.33831152772475
5.19309072799467
32.9699869499103
6.82230488747308
-18.7000774339667
9.38590556922934
10.6454863182601
-9.7196347829989
6.74502577453232
18.7223417179082
27.3753217265385
-13.1525608390406
-3.36697460023247
-18.3584756367688
-1.25941900044546
-6.4882435194857
-13.6905168725603
-3.15796287073729
1.17957163526632
5.98058005497133
-0.132843403734077
-5.68836204407274
-14.2834245317799
-16.6831010447864
-10.3816688157506
-12.1132537181568
-16.5817164112379
12.0876497170745
1.18174572004877
2.99540579566539
-10.5317048368324
44.4215024864494
-0.0126902777855155
-25.8181112146059
-3.46941572993936
8.39046673437901
-21.4906470675242
3.42670942756009
-13.0817930572858
-0.49161455627015
-0.791753210827466
-7.99474852624373
7.68212951983015
-8.8600421384049
2.10563370610555
15.3960023696429