ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.55410.1325-0.1861-0.4015-0.05740.022-0.9978
(p-val)(0.4758 )(0.547 )(0.3364 )(0.6051 )(0.8644 )(0.9544 )(0.3612 )
Estimates ( 2 )0.56510.1308-0.1882-0.4084-0.07050-1.013
(p-val)(0.4634 )(0.5568 )(0.324 )(0.6005 )(0.7777 )(NA )(0.424 )
Estimates ( 3 )0.55610.1218-0.1926-0.382200-1.0017
(p-val)(0.4368 )(0.5809 )(0.2844 )(0.5953 )(NA )(NA )(0.1396 )
Estimates ( 4 )0.18170.1803-0.1169000-1
(p-val)(0.2701 )(0.2713 )(0.4736 )(NA )(NA )(NA )(0.1474 )
Estimates ( 5 )0.1630.16150000-0.9996
(p-val)(0.3193 )(0.3214 )(NA )(NA )(NA )(NA )(0.0719 )
Estimates ( 6 )0.192900000-1.0009
(p-val)(0.24 )(NA )(NA )(NA )(NA )(NA )(0.162 )
Estimates ( 7 )000000-1
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(0.095 )
Estimates ( 8 )0000000
(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
25.3159746841146
208.609178213827
2852.48192617059
-2464.24919355932
1634.85290254209
4932.80643537886
4192.46195641237
199.420300888173
336.600280774857
-2616.99146357463
-390.310840590857
-281.414312788986
-1791.79384165498
1316.61000603590
225.358940079240
-23.2580355645715
-2152.27689978142
-3146.76939488672
-2112.67640845216
-108.585017557553
2419.29306256906
-1538.68215765635
748.735832131938
-719.326240581746
-3481.53716127481
333.425522119501
-2533.12431195489
1900.07128163704
1868.60494627831
2460.10246291667
-902.391731151592
3673.98064359167
-1193.08894963145
-926.065721457935
-684.733253493198
-1789.49408983122
-1413.92647555875
-722.91782162587
-3152.63420793073