ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.45680.21870.183-0.2673-0.16090.63240.5258
(p-val)(0.3125 )(0.2568 )(0.4469 )(0.565 )(0.4773 )(0 )(0.1436 )
Estimates ( 2 )0.21310.29910.28060-0.15540.64380.5221
(p-val)(0.0999 )(0.0232 )(0.0293 )(NA )(0.4722 )(0 )(0.1363 )
Estimates ( 3 )0.21480.31740.2678000.60520.3156
(p-val)(0.0951 )(0.0139 )(0.0358 )(NA )(NA )(0 )(0.0324 )
Estimates ( 4 )00.40320.3455000.62210.3829
(p-val)(NA )(8e-04 )(0.0049 )(NA )(NA )(0 )(0.0063 )
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
-2.49821403031342
-8.97196072030928
2.36644558397437
-1.25173515500896
-5.42113525509604
5.78558422243703
-7.88931511316631
-19.6019447263930
0.175757896835221
4.72224017755722
5.86958166907496
1.63682701992727
-9.4282056244115
7.61836766841502
3.17925544329068
-6.64540482995951
3.04150982997107
3.68369804303671
5.36992034747317
4.27349645205565
6.3059883444546
-1.00542175217364
0.980068720933031
-3.08234906353124
12.1141311461914
5.31034880810724
-0.0150873982098551
-6.04079039337676
8.54494605412265
0.610827488645708
1.97985095513106
4.93914308349667
-1.95361287903125
3.46928311820493
-4.84009032119157
6.67906573754132
-1.86137181555139
9.35680280939247
-6.55823998069029
1.84135694388585
2.30511924298845
-2.45538100563771
-2.66291610008222
-1.10048328468848
-6.04988203755533
-8.39981451012943
-0.688837062680151
2.28623369989165
5.46147345663762
15.9613540010326
7.11000839115628
-13.1430236619915
-4.50114077418186
7.60243869853286
-10.2424536689837
2.51132609461003
-13.0385460179951
-0.593353398709147
-4.46759680628559
1.43205769690197
-1.39098659000684