ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.7246-0.19490.2114-0.45880.3214-0.0258-0.3516
(p-val)(0.0078 )(0.1431 )(0.034 )(0.087 )(0.7923 )(0.8452 )(0.7735 )
Estimates ( 2 )0.7247-0.19390.2118-0.4570.42590-0.4615
(p-val)(0.0076 )(0.1453 )(0.034 )(0.0872 )(0.7259 )(NA )(0.7015 )
Estimates ( 3 )0.7264-0.19210.2101-0.457100-0.0296
(p-val)(0.0075 )(0.1497 )(0.0356 )(0.0874 )(NA )(NA )(0.7714 )
Estimates ( 4 )0.7265-0.18780.2054-0.4588000
(p-val)(0.008 )(0.1572 )(0.0377 )(0.0886 )(NA )(NA )(NA )
Estimates ( 5 )0.293700.1811-0.0207000
(p-val)(0.4916 )(NA )(0.0524 )(0.9674 )(NA )(NA )(NA )
Estimates ( 6 )0.276600.1820000
(p-val)(0.0024 )(NA )(0.0437 )(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
3.03292826890205
12.0260515677640
59.7475455407064
-114.465065205481
-2.22693508199627
4.35951995596352
-147.147615338686
65.153572198053
-58.9442153086111
94.5064127441215
54.0497539166126
-31.9582830652207
-291.427228013426
103.210014980995
13.4184752845463
25.848767749962
81.7651411018169
0.0342656138418533
-13.8542282976155
63.9062793697858
-37.9084354029856
-239.488697273233
-197.314334937415
-18.3811532105201
-78.8708128245712
-37.8295732489139
153.835701431603
-46.2523335694268
-13.131794384233
-185.299119376881
-72.9117819276823
243.825225144514
56.6148178109725
51.4504706290238
-39.3475780548667
74.1339479106434
-2.27501727330446
16.1353440571070
29.3431180387506
1.19479122514349
142.274824521032
37.8895641544145
-61.2157143422046
44.3522168977665
-99.399814019555
69.8361993067019
-30.5517825502993
62.8935794195445
125.965949022935
71.5094060664719
52.3393013125101
19.3218862161034
19.4930838292207
64.6403579028697
-15.0861494969154
-5.69174869726749
-79.8892245215648
46.8017120289928
52.3915521634676
88.1573151431521
-12.8910808605979
0.555556031137257
46.017345842899
107.370226415589
133.534342762899
85.592463340406
40.2118083758105
-83.726149814921
-116.032498074396
-224.597367333123
198.730124441566
143.260275801969
105.426085784684
115.125784565585
-14.9411382270919
53.3217795102973
96.8611024849115
4.70669897899825
-179.314662214792
245.649258923567
31.3333205409763
-79.5796685631494
-80.4379200791709
-363.924056075888
205.939379895812
126.011618846088
-302.947102260051
85.1467909607727
-298.923496535926
10.0005383240823
-12.1778514262342
245.932788294570
-82.9134977046492
-273.362164089219
-423.468312216033
154.459638009162
-32.0064376545452
-654.887885136994
24.9943895258984
-81.9085187968208
223.842710037987
-69.0844660783794
-87.1663497407853
226.244015203884
152.276241081288
-48.8432924693116
11.6091732540151
176.746655051392
92.2077545126504
20.3296664845438
-106.660701819339