ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.2291-0.2435-0.1831-0.1685-0.4626-0.0676-0.1685
(p-val)(0.8974 )(0.8296 )(0.8345 )(0.9431 )(0.8128 )(0.9227 )(0.9431 )
Estimates ( 2 )0.2095-0.237-0.19050-0.5286-0.0988-0.2514
(p-val)(0.9095 )(0.841 )(0.8389 )(NA )(0.7577 )(0.8367 )(0.7745 )
Estimates ( 3 )0-0.1538-0.29390-0.5722-0.21220.0013
(p-val)(NA )(0.5641 )(0.0945 )(NA )(0.5667 )(0.6371 )(0.999 )
Estimates ( 4 )0-0.1536-0.29380-0.571-0.21170
(p-val)(NA )(0.4786 )(0.0621 )(NA )(0 )(0.3539 )(NA )
Estimates ( 5 )00-0.3520-0.5621-0.33460
(p-val)(NA )(NA )(0.0029 )(NA )(0 )(0.0053 )(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
0.0369999746409443
-5.9788260993911
13.2326659864855
-4.89065154715986
-7.97861500135054
11.0260606011445
42.9875575979118
-18.2360876713008
0.476982029759466
-22.1726558030614
12.1641290931707
89.2987570123368
-7.87443816646138
-31.8727562463738
6.76292754382407
2.48086558048848
5.7449527914586
-11.5666027421916
73.8201747316708
-20.4486113099643
21.8000329634804
-27.1977267950616
-48.2917822747903
-9.52421336883806
12.371569562996
3.23042137259639
-15.6279991403241
28.2744358519461
-21.632148610225
30.9061449217619
7.97241765941931
-16.0458996741479
-6.48652341340767
-14.6501557007084
-35.4992359320581
21.8235643006317
6.61106463471603
-7.4705717456512
-12.8528350204583
15.1146083603297
9.84246586256988
32.4568221662862
-13.2949213950463
37.2890706584655
1.34396922716284
-6.58786087590239
-4.49305969442355
20.5442897339218
29.8490417370505
-6.20790809521093
-19.154621626737
-7.67992578941498
-24.7563643668653
-45.4475664211461
-27.4153272882316
-29.1492373741064
-3.24447746401397
-12.5178451240732
1.33304750721963
18.5080647676684
-21.6219836198498
-2.68037238124473
-15.4964830420381
-5.16879640457591
0.373593855453976
-13.0480568148802
-1.82901048420911
-3.65623673766761
-1.03500562243322
0.544842602214881
-7.62316019452506
4.52764171140171
10.4414344035459
-6.17509080948551
-7.84638535701176
-4.28717150170863
-1.85990259183404
-5.6471838307484
0.115527225084431
-5.81171159140988