ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.01540.2678-0.0961-0.74740.66830.1944-0.7914
(p-val)(0.9421 )(0.156 )(0.5155 )(0 )(0.5098 )(0.3417 )(0.4851 )
Estimates ( 2 )00.26-0.0974-0.7380.67590.1933-0.7995
(p-val)(NA )(0.091 )(0.5043 )(0 )(0.5276 )(0.3423 )(0.5054 )
Estimates ( 3 )00.2594-0.0974-0.737900.0813-0.1117
(p-val)(NA )(0.0919 )(0.5064 )(0 )(NA )(0.6601 )(0.4318 )
Estimates ( 4 )00.2564-0.1065-0.728900-0.0996
(p-val)(NA )(0.096 )(0.4649 )(0 )(NA )(NA )(0.4657 )
Estimates ( 5 )00.2511-0.127-0.7377000
(p-val)(NA )(0.0986 )(0.372 )(0 )(NA )(NA )(NA )
Estimates ( 6 )00.2920-0.7808000
(p-val)(NA )(0.0517 )(NA )(0 )(NA )(NA )(NA )
Estimates ( 7 )000-0.7106000
(p-val)(NA )(NA )(NA )(0 )(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
0.101412434656184
8.81202575001982
7.22218199005616
6.34522390407069
10.8649940993359
-10.8922198651649
0.734394414465646
-0.0179390706289798
9.77474289606975
-1.89838978467021
-7.43663216780881
3.93631177801305
-7.37586328597002
4.56937607566163
-5.57644511931599
-5.01498813962224
-3.15959218858348
19.1892932271942
-7.06045860990475
11.0833125612922
-13.0458821593181
-9.06290124399022
-1.28060038228237
-15.9882579614673
-7.77520617937238
-0.433574311074287
9.42649047423882
10.8410822582803
-3.69645197084187
-0.959561390175432
-2.93909670762435
-5.22988378451808
-8.70332470272302
0.20118534528325
8.63697951799477
0.0353594847692281
-8.52606038876601
4.32479728273804
3.77674215942339
-4.3395217968542
-13.1524297646555
-4.89269052015993
-3.64581392623976
-3.03944041822005
9.51943698875795
-3.59266175781745
-5.48035015252675
-4.25254907793764
-9.9008973968445
-1.75816861848705
-1.52563999886315
-7.18999545624147
-5.51845416493396
3.89790349608751
-3.35322089064957
2.13650137374166
-5.51652882241756
-2.76178813847456
8.56498835185603
9.7467700827992