ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.2043-0.246-0.22450.02810.3091-0.3855-0.2454
(p-val)(0.6409 )(0.09 )(0.1483 )(0.9496 )(0.3801 )(0.0291 )(0.531 )
Estimates ( 2 )-0.1779-0.2429-0.21900.3101-0.3865-0.2462
(p-val)(0.1988 )(0.0756 )(0.0941 )(NA )(0.3769 )(0.0281 )(0.5286 )
Estimates ( 3 )-0.1709-0.2454-0.216100.1087-0.3630
(p-val)(0.2134 )(0.0744 )(0.1004 )(NA )(0.4928 )(0.0448 )(NA )
Estimates ( 4 )-0.1732-0.2174-0.194200-0.3530
(p-val)(0.2066 )(0.1009 )(0.1282 )(NA )(NA )(0.0505 )(NA )
Estimates ( 5 )0-0.1814-0.162600-0.27350
(p-val)(NA )(0.161 )(0.1988 )(NA )(NA )(0.1228 )(NA )
Estimates ( 6 )0-0.1654000-0.28310
(p-val)(NA )(0.2034 )(NA )(NA )(NA )(0.1073 )(NA )
Estimates ( 7 )00000-0.25220
(p-val)(NA )(NA )(NA )(NA )(NA )(0.1538 )(NA )
Estimates ( 8 )0000000
(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
-12.5761996452297
30.4085722589772
58.8589213312233
2.17900755252019
44.8038598671505
2.0641059563689
61.934667223473
-60.9391898577081
121.390083687509
37.5019552331394
-88.2392244241915
19.7885170659645
-14.1093722747433
25.7852882295382
19.5190227085751
-9.7932444759353
-0.0561804477052241
37.716653864703
149.590069198031
-136.186456192790
-32.8859751481253
10.2846709208528
133.287089563978
19.9684509925451
-7.21883183416775
-24.2011757078469
-18.2745326374791
3.15503100639094
3.89967921759157
58.7452628262155
1.58400528336830
-58.1202576147517
28.3598072084846
-36.0434921666825
-53.4687313921733
38.4125755214634
3.08053768588007
29.8757779720069
-39.5168326843295
-37.2896385842801
-5.00522228354475
-5.37629978525683
-29.6656855247306
-25.2488417341947
-1.12138607609904
-21.8693899787058
35.4475108381148
-76.0293451239413
-73.1911751153762
-20.5176017213153
56.8908988683074
17.8094112867002
3.16623295929458
-12.5999687493904
-12.9711934805287
-18.1118593184065
14.7046308024101
5.22545350962446
-6.76299048501278
12.0484863958391