ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.0149-0.05890.1034-0.2378-1.2453-0.75340.9979
(p-val)(0.9884 )(0.8285 )(0.5984 )(0.8152 )(0 )(0 )(0.3651 )
Estimates ( 2 )0-0.06210.1016-0.2231-1.2452-0.75330.9996
(p-val)(NA )(0.6891 )(0.5116 )(0.1339 )(0 )(0 )(0.3658 )
Estimates ( 3 )000.095-0.2407-1.2268-0.75161
(p-val)(NA )(NA )(0.5373 )(0.1079 )(0 )(0 )(0.38 )
Estimates ( 4 )000-0.2437-1.2043-0.74461.0024
(p-val)(NA )(NA )(NA )(0.0915 )(0 )(0 )(0.424 )
Estimates ( 5 )000-0.2292-0.6855-0.48180
(p-val)(NA )(NA )(NA )(0.1156 )(0 )(0.0043 )(NA )
Estimates ( 6 )0000-0.7153-0.48190
(p-val)(NA )(NA )(NA )(NA )(0 )(0.0044 )(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
-0.214593011762385
0.152084988320201
10.3437693657636
17.3412891233273
-10.7900332441760
-17.3817745615185
10.7860440674030
15.5054514592420
18.2520476815182
4.18339009383649
-2.21089429283021
11.6184995956387
-0.626617369605695
-0.827740854784092
-47.9768799046119
8.64153643554768
7.50381108886037
-2.39706487046267
16.493539006152
18.7134048287811
-9.17031614579654
-10.9931294523626
-8.51101863617625
4.37667539181711
-13.8305112074419
-30.7062321932041
18.8758918322836
-19.1848741545871
0.704437704377842
3.92766620749978
-16.5292522757354
1.96058699258232
-10.0428018904357
-6.92101091244945
5.81397526248863
17.1227136244216
-43.4979122633081
-10.2623790951082
-12.5491815593925
-6.40306722104199
-14.0886790241189
5.74040671735418
5.42243445802984
16.0784345696842
1.18798587832789
7.92925938614383
22.2236304655892
2.49326070289558
-4.70411023374281