ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.01940.38190.4135-0.5950.2302-0.2836-0.9991
(p-val)(0.9494 )(0.0803 )(0.0056 )(0.0764 )(0.2889 )(0.2511 )(0.2177 )
Estimates ( 2 )00.39050.4124-0.61350.2295-0.2815-1
(p-val)(NA )(0.0237 )(0.0058 )(1e-04 )(0.2913 )(0.2504 )(0.2329 )
Estimates ( 3 )00.40730.4175-0.63870-0.3205-0.5558
(p-val)(NA )(0.0171 )(0.0036 )(1e-04 )(NA )(0.1356 )(0.0591 )
Estimates ( 4 )00.42680.4117-0.680600-0.5959
(p-val)(NA )(0.0066 )(0.0024 )(0 )(NA )(NA )(0.0233 )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(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
-0.356633995662091
-1.99141251214647
-1.33714865861176
-10.7990920150622
7.85776346047308
5.97301186174983
3.5738646106299
0.123680611927008
1.58437035043089
-10.7339085385630
17.4509057139090
0.379998538310221
-8.30618897931091
-11.0856378191313
1.36639938710179
12.1097768168942
6.37101155259106
-6.88098027611644
-0.593526113618497
-4.35095104261262
-2.78886798631571
4.93458587450584
-0.937347617524884
2.64480332202556
5.99161542250676
-7.72656744604269
-8.74475488892554
2.09412189540405
3.42365146932359
-1.65744307824637
-2.69967443486528
10.5304630222091
-7.25914743369532
12.8678356210592
-0.450417585486355
-7.4751414399812
0.210612072016815
-7.80933397832363
-2.32418512031499
-1.24933972411505
-17.9706486406663
-7.68003427360477
-10.9492652151272
-3.87128948248151
-5.17678869171685
3.76322819849345
-4.36774125656932
9.31681643998449