ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )0.41870.3511-0.4873-0.1046-0.3583-0.9998
(p-val)(0.196 )(0.0443 )(0.1007 )(0.5973 )(0.1179 )(0.0953 )
Estimates ( 2 )0.3940.3637-0.46590-0.308-0.9999
(p-val)(0.1988 )(0.0301 )(0.1008 )(NA )(0.1671 )(0.0211 )
Estimates ( 3 )00.3881-0.07070-0.3855-1
(p-val)(NA )(0.0086 )(0.6919 )(NA )(0.048 )(0.0283 )
Estimates ( 4 )00.374400-0.3508-0.9994
(p-val)(NA )(0.0087 )(NA )(NA )(0.0533 )(0.0209 )
Estimates ( 5 )00.3266000-0.9999
(p-val)(NA )(0.0195 )(NA )(NA )(NA )(0.0115 )
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
-23.3833764438933
-8.55369733834187
-50.3530220901441
89.5334348554787
-68.566933218857
86.242991763873
91.1758987865468
-57.1463127299465
-104.147135994488
-61.3377568510805
93.9145973273952
-246.62370215812
-22.1898126799184
-35.0611543091103
-4.45883059064469
-177.531815680632
-70.5226787901682
30.5321994632175
-59.3912661927892
-131.127471928268
147.133618349113
45.6533837866806
-117.560608741138
117.383543115194
42.6617317274835
99.8038986352813
-7.78557246740002
-18.6816630538886
-116.476931578921
30.8852870895393
-33.7926636813331
215.707130826284
-6.57698871610461
-139.888187738920
25.1565120254716
12.3820264525211
178.787501612010
47.6458102812544
101.853055555168
88.3034658024652
116.005563628025
-75.7381551318659
16.1273126776685
93.9835410356264
-76.8562136700045
-48.1236206869778
11.2891165486600
124.570195756798