ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.0661-0.0970.2381-0.79680.085-0.2303-0.9999
(p-val)(0.7615 )(0.5692 )(0.1751 )(0 )(0.6813 )(0.2168 )(0.0463 )
Estimates ( 2 )0-0.1210.219-0.75860.063-0.2268-0.9999
(p-val)(NA )(0.426 )(0.1724 )(0 )(0.7436 )(0.2218 )(0.046 )
Estimates ( 3 )0-0.1160.2416-0.76170-0.2398-1.0001
(p-val)(NA )(0.443 )(0.1017 )(0 )(NA )(0.1776 )(0.2326 )
Estimates ( 4 )000.2672-1.24610-0.2155-1
(p-val)(NA )(NA )(0.0722 )(0 )(NA )(0.2194 )(0.0899 )
Estimates ( 5 )000.2894-0.805400-1
(p-val)(NA )(NA )(0.0521 )(0 )(NA )(NA )(0.0066 )
Estimates ( 6 )000-1.321300-0.8565
(p-val)(NA )(NA )(NA )(0 )(NA )(NA )(0.1227 )
Estimates ( 7 )000-1.2455000
(p-val)(NA )(NA )(NA )(0 )(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
-2.03219520595535
-57.7589620661404
-34.3204104774012
-11.0243334395686
52.21539989632
40.2751080166432
-6.10306094336334
0.587051704091762
-16.7596317808528
-28.1322402082974
-51.6833369616811
35.6237726312661
55.5306256501844
3.05989630533755
-84.9212724823012
-30.6418382664631
44.1335756469765
-51.9234962091877
0.427742659675271
0.617393847223198
-62.8410798021807
39.5005806251713
31.0760618522846
13.7462058295836
-16.4695729757950
-1.94566239083804
-4.82701569092907
35.7591627588021
-36.1298613641864
-18.3929482069265
17.6137821001681
18.4033183022519
20.4606875932717
111.899618647274
-15.7852189557693
-29.8650653331881
5.0318446671279
-37.9214042243278
-14.4507370162569
64.6495938543177
-44.5575301041937
108.015255109072
72.2576869742459
-32.0732364272304
61.1422211182337
11.5757470533149
-7.01076381622653
103.429278239523
-1.28953637619219
22.9692066622447
117.889978923275
-10.1411043799186
-58.3629312239879
-16.7923898298503
-12.0376370737192
-56.0563110960295
56.8571532952004
-28.8198568201085