ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.6929-0.26230.28-0.4232-0.8355-0.07890.9993
(p-val)(0.0075 )(0.1133 )(0.0292 )(0.0756 )(1e-04 )(0.7 )(0.0834 )
Estimates ( 2 )0.6832-0.24970.2766-0.4201-0.833801.0001
(p-val)(0.0081 )(0.1221 )(0.0311 )(0.0781 )(0 )(NA )(0.021 )
Estimates ( 3 )0.480400.1817-0.3022-0.858400.9999
(p-val)(0.0965 )(NA )(0.1261 )(0.4087 )(0 )(NA )(0.0384 )
Estimates ( 4 )0.257700.17150-0.840201
(p-val)(0.0423 )(NA )(0.1732 )(NA )(1e-04 )(NA )(0.0286 )
Estimates ( 5 )0.2574000-0.820801.0001
(p-val)(0.0467 )(NA )(NA )(NA )(1e-04 )(NA )(0.0181 )
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
10.0015939149028
371.813308674732
139.113711610022
-210.030232637406
142.055012162915
-128.975367627225
-350.976465713142
157.166445743686
87.5309812924864
92.676719336301
-27.1311294380929
-44.0906392174146
-208.584185970837
378.027105589823
28.0828780363971
60.9032683309262
11.5471113491051
132.157611528015
63.729948264106
45.4826458746394
-382.790919694142
100.341267809125
192.783333439961
272.604227510628
358.637300862355
63.7637436691249
91.9381724982798
-7.15480961814398
52.4359557503299
-431.909835130252
507.393298577296
495.349929317988
5.71683862811048
83.8912763850498
-596.84139513122
373.967197637512
172.484595302248
-691.036135288197
307.396559464462
-931.94278611332
206.303780435812
-166.451922338117
626.814155836047
5.14318082015322
-764.936788593008
-602.640915213037
432.382310374056
-339.481405871305
-1617.66180193604
-37.9397369693343
174.776434676013
206.332544517659
-549.683378837201
-293.313021161138
838.126432625709
363.722217334598
263.339206725736
-29.2065157303848
481.276239674834
87.2905924881707