ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.38880.1030.128-0.80590.31820.0507-0.9999
(p-val)(0.3094 )(0.6175 )(0.4358 )(0.0284 )(0.1021 )(0.7926 )(0.1362 )
Estimates ( 2 )0.38530.10490.1237-0.79870.29940-1.0289
(p-val)(0.3623 )(0.6312 )(0.4614 )(0.051 )(0.2315 )(NA )(0.64 )
Estimates ( 3 )0.40120.08260.1493-0.8509-0.352800
(p-val)(0.0715 )(0.6071 )(0.3064 )(0 )(0.007 )(NA )(NA )
Estimates ( 4 )0.347600.1432-0.7791-0.353600
(p-val)(0.301 )(NA )(0.3818 )(0.0071 )(0.0066 )(NA )(NA )
Estimates ( 5 )0.145300-0.5846-0.346200
(p-val)(0.6512 )(NA )(NA )(0.0378 )(0.0082 )(NA )(NA )
Estimates ( 6 )000-0.4653-0.346500
(p-val)(NA )(NA )(NA )(3e-04 )(0.0083 )(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
-38.4461847117351
113.11157569364
255.807824542105
275.149609216011
-414.833380158155
-171.756292227383
10.9545173670425
249.347047127058
62.1266933074453
193.930831761076
426.587208129392
387.342611432892
796.481990250964
315.725700497566
31.1074871457349
-535.808472744989
792.165572610926
-318.273732119279
-124.574609815105
-148.838727659206
-347.277961417227
-345.755554840151
94.2988573843739
-9.47463445560796
427.287210508368
757.308806643704
-225.83952393358
135.219764319048
-331.336317759695
-213.660097581396
457.527136413806
-302.49819413507
-1.3598229481407
204.595926080055
-202.909123035029
789.35382067079
-132.775959075187
-380.842852767016
111.183978829777
394.844584892851
-27.7403533168322
160.68862671007
471.880873444075
-353.649442231667
97.1158621421853
214.582208765485
8.79705728309033
87.3055095117799
-250.271296856999
-413.426932465098
90.4530475833671
49.120193388336
251.161592912793
57.6259476077351
-167.351295344346
451.781336190016
512.970695838594
-293.826972792862
65.6932502597826
7.66162985321229