ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.1311-0.03660.1605-0.8847-0.8964-0.41420.2154
(p-val)(0.4977 )(0.8346 )(0.3771 )(0 )(0.4504 )(0.5065 )(0.8704 )
Estimates ( 2 )0.1347-0.03710.1596-0.8859-0.7015-0.31080
(p-val)(0.4829 )(0.8326 )(0.3823 )(0 )(0 )(0.0794 )(NA )
Estimates ( 3 )0.146700.173-0.9044-0.6901-0.30080
(p-val)(0.3906 )(NA )(0.2964 )(0 )(0 )(0.08 )(NA )
Estimates ( 4 )000.1154-1.2157-0.6926-0.29070
(p-val)(NA )(NA )(0.4622 )(0 )(0 )(0.0917 )(NA )
Estimates ( 5 )000-1.2617-0.7298-0.33010
(p-val)(NA )(NA )(NA )(0 )(0 )(0.0409 )(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
0.557961757257332
2.41367811563689
5.04415438618639
35.6110577689119
-10.297392855516
15.1166132112774
-36.2609922534115
-17.2402028723653
23.6325682145748
-40.209930321263
-3.42955629391579
7.38995914213736
-25.9776159385218
-23.3121666972273
-28.2586791500233
-5.62815766903159
8.9599865124414
-15.1324985540225
-12.1151776417625
30.2212352254443
-8.53392226623526
38.7325671210457
-0.0310411465497675
-37.8456615894299
-22.3250829390579
25.3713717717934
17.7257257315143
16.9371057957349
9.49605940991578
-2.57290112339009
24.732599817704
30.4703919341921
4.39122294546515
10.0275901126477
-30.472174346672
-15.7717086941022
-2.07931042967729
4.8627070656717
27.6440012928071
8.69659509958769
-9.35572364370477
1.91054335988033
26.0366962051562
-9.1763123616475
-9.41310834037058
-5.38379823278001
-3.10110405357865
7.00501136692355
-16.2189848333027
18.4786894809463
25.3609584329555
-6.04737074996563
-15.4444378206404
-0.497099440600568
12.0681334888179
11.0776055184895