ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.17580.28230.2169-0.15040.2351-0.1728-0.9999
(p-val)(0.64 )(0.0613 )(0.2556 )(0.6851 )(0.3567 )(0.5172 )(0.2823 )
Estimates ( 2 )0.03740.30060.256300.2222-0.1885-0.9983
(p-val)(0.7914 )(0.0315 )(0.0778 )(NA )(0.3724 )(0.4703 )(0.2798 )
Estimates ( 3 )00.30720.267100.2272-0.196-0.9981
(p-val)(NA )(0.0253 )(0.0547 )(NA )(0.3607 )(0.4448 )(0.2908 )
Estimates ( 4 )00.28650.298400.34510-1
(p-val)(NA )(0.031 )(0.024 )(NA )(0.1018 )(NA )(0.045 )
Estimates ( 5 )00.26890.3289000-0.4657
(p-val)(NA )(0.0413 )(0.0126 )(NA )(NA )(NA )(0.0407 )
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
-956.217985985863
-408.786701053585
-215.256917702371
114.411739413240
-1168.87885532739
282.216598967475
-844.830229660774
3015.26737083549
2033.65959741761
-1144.96075174641
-4444.98635247611
-2879.82105756536
1449.51771498541
-6904.49942862181
-1110.59286683104
-2119.74469500627
7445.13881278522
-2576.77994432972
-5113.01133390897
564.499882026107
-2347.4231325514
-5669.75603901781
3974.58989149559
3693.27674204485
-5635.12626301395
4224.33165844418
2342.06347730283
5465.65024703385
-1549.06876057076
-2188.44254540280
-2943.64037828064
2385.87730167128
-5158.62420462628
7451.38820247288
-141.036216009937
-2573.5757650847
-367.168694910699
3946.63085298138
7736.24193618241
5583.11731330205
4070.93055418126
1700.92769706380
5977.95434292904
-1715.51962896579
-3422.7952988176
1948.60171548581
-1515.23449201621
-386.778592685757
-2733.54257883902