ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )-0.0680.24860.4124-0.3772-0.0633-0.1809
(p-val)(0.9346 )(0.4301 )(0.6218 )(0.8649 )(0.9565 )(0.935 )
Estimates ( 2 )-0.05930.24580.4053-0.25980-0.2975
(p-val)(0.9441 )(0.4463 )(0.6371 )(0.4579 )(NA )(0.4548 )
Estimates ( 3 )00.22530.3458-0.26120-0.2966
(p-val)(NA )(0.1477 )(0.0225 )(0.455 )(NA )(0.4561 )
Estimates ( 4 )00.23010.3459-0.478200
(p-val)(NA )(0.1357 )(0.0212 )(8e-04 )(NA )(NA )
Estimates ( 5 )000.3095-0.44400
(p-val)(NA )(NA )(0.0132 )(0.002 )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
10.4429870625477
360.276484318446
-435.286898804712
-431.832328473247
-471.719835638183
-48.9867533904897
-94.6719723760067
-121.965927361128
-584.037263359937
-162.243145394775
13.2765146656867
-233.152726601272
-704.65469762029
179.527098357708
773.156019874745
1001.61172829038
-736.457639025782
153.794108489586
33.9255850915415
-673.682412544735
-475.817375157375
-150.30327431275
-17.8173561343071
-232.502626552705
-408.719999669432
-265.579199624911
-220.835742611636
-19.2728302061097
24.3329177602899
-38.0851646730684
75.3479186182076
1240.01320645233
-399.253792864411
-86.7295171553143
-311.100335631331
-33.083562130019
-609.674873506167
-140.221949105959
345.175305912027
-926.091659181455
375.765962069957
-305.236752709377
-234.939511668415
-397.44229189637
196.49103353558
114.657549626596
136.28017689788
718.570356499055
-694.25365866927