ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.59330.06970.28-0.7844-1.1659-0.41080.9659
(p-val)(0.0015 )(0.7033 )(0.0937 )(0 )(0.0361 )(0.0626 )(0.7285 )
Estimates ( 2 )0.59520.07430.2791-0.7923-0.3482-0.17710
(p-val)(0.0014 )(0.6894 )(0.1041 )(0 )(0.0825 )(0.4572 )(NA )
Estimates ( 3 )0.628600.3196-0.7927-0.3597-0.21910
(p-val)(2e-04 )(NA )(0.0194 )(0 )(0.0688 )(0.2976 )(NA )
Estimates ( 4 )0.636200.2892-0.7863-0.293800
(p-val)(0.0014 )(NA )(0.0388 )(0 )(0.0996 )(NA )(NA )
Estimates ( 5 )0.637800.2572-0.7742000
(p-val)(0.0066 )(NA )(0.0654 )(2e-04 )(NA )(NA )(NA )
Estimates ( 6 )-0.109200-0.0414000
(p-val)(0.8523 )(NA )(NA )(0.943 )(NA )(NA )(NA )
Estimates ( 7 )-0.1495000000
(p-val)(0.299 )(NA )(NA )(NA )(NA )(NA )(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
-18.9199982900071
16.7987931300386
-99.4584620893339
196.750772491148
164.694472875306
-330.116203295995
-2.32578072185578
0.475111524462407
33.9534843854976
-62.7674219294779
10.8338483235171
78.1395468421279
-123.787332702873
41.8171988721256
-21.7308617040085
-72.6345691480146
13.8338483204816
-23.4119464660525
-24.0365602256879
-9.99004461162167
-9.04651561407081
8.80398215534933
14.4950223058122
12.9435289975572
145.644524536395
-83.4716787963162
1.30226578897964
14.5415379198785
-58.2059732330272
-39.9701338348677
-63.6345691480156
235.179368395709
-0.521455738202349
62.4684174684999
-120.833848320481
-48.5847922061303
-34.3355646868549
-49.4850669174366
-80.7276003761508
-88.0631650630048
51.4883282452529
-78.5813594733873
-80.1561962911419
-203.016649448937
-96.8539305021577
-111.166151679517
-143.099725288698
-32.1362855143880