ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.47680.1511-0.1693-0.88890.1953-0.1525-0.0317
(p-val)(0.0022 )(0.2843 )(0.1872 )(0 )(0.8451 )(0.4582 )(0.975 )
Estimates ( 2 )0.47670.1504-0.1689-0.88880.1643-0.14820
(p-val)(0.0022 )(0.2802 )(0.186 )(0 )(0.2669 )(0.3484 )(NA )
Estimates ( 3 )0.48460.1576-0.1633-0.90240.159200
(p-val)(0.0011 )(0.2567 )(0.1962 )(0 )(0.2653 )(NA )(NA )
Estimates ( 4 )0.43030.1849-0.175-0.8806000
(p-val)(0.0026 )(0.1722 )(0.1659 )(0 )(NA )(NA )(NA )
Estimates ( 5 )0.47050-0.1222-0.8555000
(p-val)(0.0022 )(NA )(0.3236 )(0 )(NA )(NA )(NA )
Estimates ( 6 )0.479900-0.8892000
(p-val)(8e-04 )(NA )(NA )(0 )(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
0.227999860047256
-83.0326827243008
16.6662018167760
-100.264384684624
-2.69196822358219
24.3289274942082
-26.3739971566723
-13.0584944264463
43.9414709209876
-40.3854668300109
-77.2768758323747
-27.6441961042662
112.632897387270
-8.5029169660312
129.183226288003
-71.9645974698557
-35.1981968278396
-28.6253234794712
-75.2131785624337
-67.234261136554
-16.4068844139807
-76.3559580691649
-0.059688147534017
-14.8270745130506
-14.4546562757030
12.2709541982352
21.1048104084693
-11.7437925869890
22.4007510028948
2.19848734383795
3.0190329078636
43.4978772951455
20.1110878850260
1.14233819812831
-8.31958688276435
-24.9920576929501
-30.0403267751676
1.14297894956210
-21.8554309407889
-64.4375750671347
-20.0983976033248
-33.1225489127551
-26.4997835860098
88.1393308669356
-83.0447077838162
18.7244860418680
3.76712528107821
-30.3187311231783
12.2435822295013
-51.7324833591828
-5.19582469495649
22.7746018066912
-17.2772492186384
7.47696772017756
-20.6860903985904
-2.76810050486253
-16.1317079325722
-14.7404112782318
-6.11761894407737
51.2949169309457
23.1639689887438
-7.45767277909044
10.2468388661759
-3.31448690456206
6.81793684888775
45.7653345601219
15.2097749646527
-41.3130046009868
14.2612037664705
36.4869778051548
7.8429602027243
-34.6192038493137