ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.2740.16070.461-0.29890.4909-0.222-0.7423
(p-val)(0.2526 )(0.3597 )(8e-04 )(0.2557 )(0.6483 )(0.5077 )(0.6592 )
Estimates ( 2 )-0.27980.15930.4644-0.3075-0.1263-0.26020
(p-val)(0.2384 )(0.364 )(6e-04 )(0.2395 )(0.5 )(0.2544 )(NA )
Estimates ( 3 )-0.27810.16980.4684-0.31570-0.26540
(p-val)(0.2425 )(0.3275 )(6e-04 )(0.2323 )(NA )(0.2469 )(NA )
Estimates ( 4 )-0.460500.4012-0.10820-0.29560
(p-val)(0.0141 )(NA )(7e-04 )(0.6148 )(NA )(0.1912 )(NA )
Estimates ( 5 )-0.518400.395700-0.3260
(p-val)(1e-04 )(NA )(5e-04 )(NA )(NA )(0.1264 )(NA )
Estimates ( 6 )-0.5900.41630000
(p-val)(0 )(NA )(1e-04 )(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
-59.1433865589441
681.68750949207
474.161569921804
-1055.97981245126
615.033589537522
521.894684611647
578.638216086207
-912.883184774072
681.367861336272
-2155.19911815391
1589.25493477463
155.005835713477
596.726200916196
-1323.31873224774
-480.716708999609
1426.59931262549
-228.453106978404
-1813.49420168258
512.831395924056
913.75016668727
-138.554344125264
-17.0742883176414
-240.743733678917
459.599291625499
697.15584045454
499.00988464324
-1578.59103615075
514.864873876547
-143.737151824765
-295.240275749885
816.253042312365
1646.01316940914
-1946.8676497758
1684.79476995203
-282.486109641853
1135.33441263909
-1021.32992432674
-1699.19872059425
513.510287213627
-945.670566772853
-3630.81243882240
-1826.87797093381
-1439.56288911933
-57.6014592557804
577.722101602711
-748.884702981257
-365.487695347081
-210.993720096267
1648.85512327106