ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.894-0.1620.2111-0.67780.1183-0.1923-0.1314
(p-val)(5e-04 )(0.3722 )(0.2116 )(0.0036 )(0.9672 )(0.3088 )(0.9647 )
Estimates ( 2 )0.8952-0.16330.2112-0.67680-0.1936-0.0098
(p-val)(4e-04 )(0.3602 )(0.2112 )(0.0034 )(NA )(0.2688 )(0.9587 )
Estimates ( 3 )0.8932-0.1630.213-0.6770-0.19410
(p-val)(4e-04 )(0.3598 )(0.1974 )(0.0032 )(NA )(0.2662 )(NA )
Estimates ( 4 )0.779100.1494-0.6350-0.17830
(p-val)(0.0048 )(NA )(0.3979 )(0.0506 )(NA )(0.3045 )(NA )
Estimates ( 5 )0.958100-0.78240-0.16210
(p-val)(0 )(NA )(NA )(0 )(NA )(0.3555 )(NA )
Estimates ( 6 )0.959300-0.7822000
(p-val)(0 )(NA )(NA )(0 )(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
6.80295540742518
283.756999423808
-164.642187279739
120.382954746388
-241.524349076053
76.6598911700325
-40.2474545161812
89.0764672455305
333.979470272624
212.088723673115
151.694039934924
136.863926326935
7.67697759014004
189.402454521113
-81.3249520311171
-146.074447043927
-245.552174811619
63.1344732687958
153.993415210834
186.061598016628
9.57228691130843
-78.1424673371014
57.121305640876
282.492748281922
418.377113283227
256.546566412065
4.83269489919374
-314.680341848529
-490.825388458676
-784.009015322479
429.946702337906
457.118739567367
264.871584091507
333.156928566325
53.2905332293592
125.372734927086
254.947300296834
3.98085607037043
-573.073125489581
549.841095630061
49.2307239573688
-427.496596638228
-283.069399714667
-1066.19621606559
390.432051032241
433.490538981337
-913.279104684817
250.217598439513
-645.467613516023
-142.427852082529
148.560708648116
670.610437310238
-142.589252327516
-850.175607416302
-1113.49179222035
326.211817386129
-6.03020776547953
-1846.62498676010
235.790569547634
48.7735231270556