ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.1299-0.24570.0927-0.1576-0.47990.0890.4523
(p-val)(0.9316 )(0.0152 )(0.8222 )(0.9172 )(0.5865 )(0.5074 )(0.6142 )
Estimates ( 2 )0-0.24940.0576-0.028-0.48440.09220.4645
(p-val)(NA )(0.0061 )(0.5276 )(0.7668 )(0.5697 )(0.4492 )(0.5902 )
Estimates ( 3 )0-0.24960.05560-0.54790.08330.5297
(p-val)(NA )(0.0061 )(0.5349 )(NA )(0.4234 )(0.4615 )(0.4415 )
Estimates ( 4 )0-0.250200-0.60820.0830.6007
(p-val)(NA )(0.006 )(NA )(NA )(0.2207 )(0.4289 )(0.2234 )
Estimates ( 5 )0-0.264300-0.818800.7651
(p-val)(NA )(0.003 )(NA )(NA )(0.0029 )(NA )(0.0103 )
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
0.422398872253588
-46.5755364712077
-29.1067772163687
-24.2491658744021
-26.4937694019997
29.2857781624729
-37.2174494572549
5.29695787036023
-23.9554938039659
-1.35883299857793
8.2197027608406
9.99108472065253
10.9181297466702
-35.5579376894916
15.1445419517572
-12.1284575654504
2.00337809654612
-8.50123830585792
48.119460719289
-13.1395107493045
-36.7297672707246
-16.7050299139096
-8.47532585377664
-3.79500013182153
4.97690366855195
21.569998259504
-13.5223395324215
5.96848022308855
-12.4187639669352
11.8377781078366
-4.58702802728922
28.0038571663375
6.63953626119125
41.9181090363692
7.10823370346965
-7.43709103279055
-0.844339643176258
44.7927056019831
-7.8699559253762
12.8429694246479
18.6125577478976
4.10503557504502
2.90767888096994
47.5705927589587
-46.3268830621839
1.26897256786461
9.30235597815152
-15.9838408359169
4.53565787655195
46.9439240909609
55.4219939960996
25.5719573369135
-38.2558298048258
-46.8706903095794
-50.817952664014
7.86882869637018
-19.795589131901
-26.2052411682652
-22.942467560323
-4.66199103876448
-10.4516403710732
-13.3122241222493
14.7047411266304
15.5549124104996
-10.0867302951576
-14.8553710048811
-18.3806351770871
-7.99045441922293
5.44981801426113
-4.43227491472835
18.5892267631393
21.371261570353
-6.70096706671877
-43.690014047989
-6.33125489349656
-9.89848305184116
-0.262188704873707
21.0957898629753
-6.5711146551503
-4.81918548764235
-0.33817239580079
-0.0176166186259791
5.73853745315611
17.8410314518947
33.8344541183728
3.36403158735534
31.1631912698359
-21.080935354185
-1.47500852414466
57.9251224810859
-1.94644964102286
-12.2443061855557
3.89370949293619
63.3215792888623
-31.6680271149772
16.5055468257006
33.8967147986324
76.1264226001273
-50.1042170145959
-8.86215443694991
60.9178867393497
-64.9891108252644
23.6941725037038
-39.743131098818
-24.9834389969674
-14.5199026222053
-26.7890738485571
45.5160126378551
-29.3005427683496
-15.6752871881573
-25.3170686498375
-23.3345184452023
-12.8551927821138
4.08058661288928
10.594618457309
10.3945152630413
-30.9929710030276
-0.563991087093949
-21.0198712586335
-1.63170340810032
1.51621258807914
-5.66177733473868
5.60937784410343
50.4292583133531
-3.62920275253544
-67.431810665987
0.0877629367111546
-13.9573050341663
-5.23796585221059
17.8743509626932