ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.12780.16640.2475-1-0.6699-0.39010.0853
(p-val)(0.3408 )(0.2108 )(0.0666 )(0 )(0.2389 )(0.1584 )(0.8931 )
Estimates ( 2 )-0.12530.16850.2421-1-0.5953-0.35840
(p-val)(0.3458 )(0.2018 )(0.0604 )(0 )(0 )(0.0302 )(NA )
Estimates ( 3 )00.18080.2315-1-0.6021-0.39790
(p-val)(NA )(0.1802 )(0.0778 )(0 )(0 )(0.0115 )(NA )
Estimates ( 4 )000.2026-1-0.6168-0.44590
(p-val)(NA )(NA )(0.1171 )(0 )(0 )(0.0027 )(NA )
Estimates ( 5 )000-1.0258-0.6204-0.4440
(p-val)(NA )(NA )(NA )(0 )(0 )(0.0029 )(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
-3.98983386487333
13.0279292273047
-6.22707532669883
-3.727308955297
1.55851412721614
1.32306700344172
63.0688988477587
-64.3516189661354
-3.3247075563255
9.97002410841291
11.1034522804254
-47.1140737637922
-10.4457621650474
-27.0251168226883
23.8034695979385
31.382946065211
-74.851888028175
50.382723555312
-60.9814102745866
68.4263209648509
42.3846755230026
35.1134442723221
21.8672875993756
36.9164687423742
7.7296075117894
-18.1147924331061
-37.8850452722331
-25.0333984428524
-53.6331100839019
-30.3418411339127
-34.6622703233401
22.121127260943
18.7782020912031
2.51088279990446
-19.3279077050329
-9.03224059593809
-30.3369467496862
33.168095054609
20.0070596547124
-70.1042307561964
25.3910268750564
-18.3824730780169
-26.2596050173113
55.7677823009751
14.7805196495053
7.59857958057215
-8.1218891681502
0.791849768511198
15.6739602710521
-28.350016915815
-36.6588000592886
-15.6523413390125
-11.8292331213895
-15.9848279228253
-12.027476703628
21.8290069041768
-11.6530957490167
-4.44706572791047
-22.6175657625597
-13.5066921272696