ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.1567-0.3093-0.2762-0.5641-0.1516-0.2424-0.5641
(p-val)(0.8555 )(0.7192 )(0.6123 )(0.3688 )(0.8824 )(0.7968 )(0.3688 )
Estimates ( 2 )0.0579-0.2827-0.2721-0.5860-0.2252-0.586
(p-val)(0.8986 )(0.6939 )(0.4728 )(0.3005 )(NA )(0.7941 )(0.3005 )
Estimates ( 3 )0-0.2705-0.2958-0.56260-0.2551-0.5626
(p-val)(NA )(0.6509 )(0.3262 )(0.3763 )(NA )(0.7087 )(0.3763 )
Estimates ( 4 )0-0.4463-0.2692-0.572600-0.5726
(p-val)(NA )(0.1084 )(0.3308 )(0.7354 )(NA )(NA )(0.7354 )
Estimates ( 5 )0-0.4044-0.233000-0.9599
(p-val)(NA )(0.1572 )(0.4333 )(NA )(NA )(NA )(0.1675 )
Estimates ( 6 )0-0.37140000-1.0001
(p-val)(NA )(0.206 )(NA )(NA )(NA )(NA )(0.0298 )
Estimates ( 7 )000000-1
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(6e-04 )
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
15209.9823537657
2192822.83568268
2728559.25844991
468522.202721569
808890.001768513
-3730328.85851105
5649128.48659762
555074.966791016
2521423.31308005
183080.119878585
-346744.988123530
-934950.435732015
1063423.52899095
-264691.428109584
4846510.24594285
3428918.9198887
-3689496.30036029