ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.21750.13610.2121-0.9997-0.7582-0.40610.225
(p-val)(0.1025 )(0.3196 )(0.107 )(0 )(0.2197 )(0.1327 )(0.7396 )
Estimates ( 2 )-0.21140.14410.2017-1-0.5541-0.32210
(p-val)(0.1091 )(0.2828 )(0.1156 )(0 )(0 )(0.0521 )(NA )
Estimates ( 3 )-0.239600.1685-0.9989-0.5676-0.34610
(p-val)(0.0665 )(NA )(0.177 )(0.0022 )(0 )(0.034 )(NA )
Estimates ( 4 )-0.225100-0.9682-0.5723-0.34390
(p-val)(0.0945 )(NA )(NA )(0 )(0 )(0.0344 )(NA )
Estimates ( 5 )000-1-0.5894-0.39460
(p-val)(NA )(NA )(NA )(0 )(0 )(0.0114 )(NA )
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
-1152.75918154302
5348.17135261314
-2082.93777840942
-3038.30620094456
2315.9632029541
946.286149236411
47465.6082788128
-34460.4991350681
-12682.540895806
11132.372257148
51.9740120703961
-22538.3760585571
-9265.39440844205
-15035.3315953777
3319.0915358632
18046.143188663
-43416.373081312
19795.949811464
-34510.1475481878
27534.2966474366
36859.5520099716
19205.5142476856
17087.9113775153
24078.2733755357
7710.82420478521
-5610.96609433603
-15994.4143340416
-15482.7119771537
-30917.118510447
-26966.9974797549
-33533.4886330366
4725.82561880232
7749.67964433954
-3134.13977090693
-9241.83597034314
-3760.35746121048
-12736.8984786597
12204.4271790687
12530.7715934768
-39634.1144307288
13724.1812148872
-3655.5113231166
-23480.7929496745
32399.4170073524
12130.8416956459
455.694457234106
971.934545282112
-1542.91420728179
5209.95656544408
-12104.3422691448
-19091.8680373586
-6519.47096778
-11630.2658303336
-10756.6291553218
-10515.9359261693
11292.9124875491
-3626.33226773318
-3291.2803335266
-6535.16272394248
-6195.6226520275