ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.1762-0.2361-0.21840.00360.3241-0.3556-0.2352
(p-val)(0.694 )(0.102 )(0.1616 )(0.9937 )(0.4041 )(0.045 )(0.581 )
Estimates ( 2 )-0.1729-0.2357-0.217700.3239-0.3556-0.2349
(p-val)(0.2135 )(0.083 )(0.0946 )(NA )(0.4041 )(0.0445 )(0.5814 )
Estimates ( 3 )-0.1678-0.2398-0.215900.126-0.33180
(p-val)(0.224 )(0.0787 )(0.0988 )(NA )(0.4306 )(0.07 )(NA )
Estimates ( 4 )-0.1741-0.2064-0.19200-0.32150
(p-val)(0.2062 )(0.1153 )(0.1316 )(NA )(NA )(0.0791 )(NA )
Estimates ( 5 )0-0.1729-0.163500-0.23810
(p-val)(NA )(0.1785 )(0.1973 )(NA )(NA )(0.1835 )(NA )
Estimates ( 6 )0-0.1563000-0.25220
(p-val)(NA )(0.2266 )(NA )(NA )(NA )(0.1544 )(NA )
Estimates ( 7 )00000-0.23510
(p-val)(NA )(NA )(NA )(NA )(NA )(0.1863 )(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
-420.649133951776
1493.92274183504
2774.01138897383
124.412564198775
2029.47995100395
92.337449987095
2964.51812754658
-2929.52709355973
6051.50487278124
1711.64472835091
-4414.7020772296
897.131222941034
-664.859416996131
1167.28027546593
845.528827920077
-507.484532118172
-73.0384302424731
1670.65748197797
7990.40509893685
-6438.56678886943
-1664.27191816248
402.108697664594
6256.27353218498
873.459425024459
-376.555218629995
-1277.66381065858
-1040.04783077962
29.0917581492218
-12.1281957359557
2726.33372678289
1282.03017373853
-2620.56686651182
1270.68192199044
-2095.00323412028
-2748.78722929728
1828.98978683146
152.197167596489
1331.34532421081
-2084.47008154595
-1864.71795107242
-335.631889521886
-272.877092158029
-1118.30981653924
-989.248482574389
-20.4772648199578
-1214.67196983911
1512.28630469981
-3820.65241759748
-3588.98054993301
-946.315559018636
2834.75782704033
857.764908139725
153.748794273080
-655.31160977036
-627.17309893496
-906.49563687836
764.627270963625
342.1545225273
-290.189417150890
585.968078790757