ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1
Estimates ( 1 )0.60990.281-0.7407-0.4766
(p-val)(0 )(0.0046 )(0 )(0 )
Estimates ( 2 )-0.461700.376-0.4476
(p-val)(0.295 )(NA )(0.4091 )(0 )
Estimates ( 3 )-0.057700-0.457
(p-val)(0.5767 )(NA )(NA )(0 )
Estimates ( 4 )000-0.4783
(p-val)(NA )(NA )(NA )(0 )
Estimates ( 5 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANA
(p-val)(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-1.04370742486665
-13.3202260166117
6.34569870372659
3.96761083275122
1.98334503207684
1.88060000131486
7.21721319817112
3.96705485426958
2.87227223488832
6.37860861602207
8.36384014907559
10.2238874202735
73.8738029248229
-60.072163265803
9.97322303877337
10.6156879912749
8.48087126712055
8.37047811349424
5.11256936504429
9.09660617694058
8.88021071848486
9.68191285462214
9.64370230737928
3.55277436337319
-15.3501587304549
46.0547312331865
4.27803656107962
-6.25331862097749
0.833218474056479
15.2682658330423
-8.66636481839369
9.64870758678192
9.78734764735616
-5.72734331836979
7.9241464176784
-21.4361823833736
6.51428564883241
23.8107234513582
8.97638177009206
3.86985363396805
-7.71621134181283
-7.97226519342656
-22.0036325505124
-8.04496839324282
-7.65015543270555
2.46825774041301
-10.0914067321371
8.81104796601557
-7.83320660149131
8.94678384166931
-4.34298950455739
-15.6257318620355
-3.08407626037677
-21.068032841668
-3.97705797941608
-7.729871169165
-4.00676633905832
-6.0068047646151
-13.2757686385788
-7.06310441336973
-31.8756708890693
-7.41922803813408
-23.4362241884223
-24.0163566324316
-4.85126065692333
-16.0595724591012
10.3706137558547
-6.72017032051562
0.031884571157814
4.91322182096246
3.08274707061545
-15.693684473098
2.48821833277584
4.71206967811465
-19.4228357697443
-2.53346151418474
5.09129617686098
-4.81484136992604
18.8182328364349
-8.63972661065127
0.438117510885634
0.170812634365603
-3.25138349346548
0.698960768996949
8.99234821363066
-19.9141575663954
13.7945257587916
25.1486455058166
3.59976660818176
9.66981992154861
-6.59437299802287
0.388813412627699
15.5032073498893
-5.93656577894799
0.864095170062015
16.3576268823913
5.31029971669405
13.8267231514853
16.9232306456968
25.9852388524225
0.988012508615548
10.5437933876175
20.2114286045773
12.9586087455663
12.5374204928875
1.39868321556132
18.8692946148474
12.4841355843295
12.0284461860189
-1.91878611949498
1.0506133145679
-15.075612498318
-3.87348618448047
-10.4309360199582
8.29076276927358
-8.91754903290432
-15.2587975753232
-10.4776487548315
-3.78609868820031
-14.9012594166107