ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.34150.14890.1189-0.24960.3562-0.2021-0.9993
(p-val)(0.5931 )(0.315 )(0.5425 )(0.6963 )(0.0131 )(0.1867 )(0.0352 )
Estimates ( 2 )0.09860.18140.167900.3594-0.2029-0.9981
(p-val)(0.4077 )(0.1222 )(0.1603 )(NA )(0.0118 )(0.1844 )(0.0243 )
Estimates ( 3 )00.19390.185700.3797-0.2157-0.9994
(p-val)(NA )(0.0981 )(0.1164 )(NA )(0.0075 )(0.1596 )(0.0207 )
Estimates ( 4 )00.19990.218800.39880-1
(p-val)(NA )(0.0824 )(0.0566 )(NA )(0.0078 )(NA )(1e-04 )
Estimates ( 5 )000.25700.40820-0.9999
(p-val)(NA )(NA )(0.0264 )(NA )(0.0074 )(NA )(0 )
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
-1683.85608706230
-6999.35087749223
3931.32652673605
1822.75271017275
1412.85831010682
341.612129794388
-9381.55507514847
649.055948328826
1377.63729026095
-7846.62135114955
5098.26277502930
4768.34811151406
10740.5901250635
-3118.87364267085
-6653.8909673415
-12172.3430680778
1308.85607902947
3886.70335197895
-296.995134388884
1185.3316058715
-3756.67652699999
-2029.93703138424
-6049.80708904876
-155.869195324281
-8288.29444857815
579.977007038197
1553.52404432216
-785.985112768088
-1164.46843095385
-3530.73252748869
3994.02389637401
5628.36174903917
-2536.24819950515
-8281.44574137424
-4045.3675548633
-3055.43106194414
-15078.6790675691
-4042.4923457908
-5639.19325606102
8410.26835938425
-5007.38028583601
-6462.30324482812
1106.39886423720
-6829.95884874971
-11713.0921878395
7497.4340368301
5293.56561524665
-16151.1360566203
6574.13330938066
4743.47649440836
9426.5615899051
-2156.25032128639
-3480.89311636835
-3670.22315983447
3783.98461069648
-8502.36327823036
12159.7792426378
-3389.0226392966
-4940.13188753005
-4001.48918672872
4676.19415638844
12887.1486085950
10532.7380857177
5992.8583735267
5855.2650302122
10655.6662177593
85.964117531585
-3652.4610889491
3167.26625859986
-3333.15438338008
353.444090633532
-6120.35884515823
-2534.37536122279