ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.7228-0.20020.242-0.4617-0.3731-0.1350.338
(p-val)(0.0074 )(0.226 )(0.0537 )(0.0734 )(0.8949 )(0.3712 )(0.9069 )
Estimates ( 2 )0.7234-0.20330.2436-0.464-0.0429-0.1290
(p-val)(0.0072 )(0.206 )(0.0483 )(0.071 )(0.728 )(0.4025 )(NA )
Estimates ( 3 )0.7213-0.19490.2386-0.46730-0.12650
(p-val)(0.0072 )(0.2189 )(0.0522 )(0.0676 )(NA )(0.4122 )(NA )
Estimates ( 4 )0.7058-0.170.2271-0.452000
(p-val)(0.0114 )(0.2771 )(0.0668 )(0.0907 )(NA )(NA )(NA )
Estimates ( 5 )0.51400.1806-0.3081000
(p-val)(0.1057 )(NA )(0.1458 )(0.4358 )(NA )(NA )(NA )
Estimates ( 6 )0.274600.20710000
(p-val)(0.0164 )(NA )(0.0698 )(NA )(NA )(NA )(NA )
Estimates ( 7 )0.2953000000
(p-val)(0.0119 )(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
2.35043864139037
83.5281315415158
-57.6219584107835
66.4308247538397
-101.427618777197
71.4713727016529
-32.7690566182391
65.0974416611007
124.39169311558
71.8967866488388
51.687778882103
16.1623060803399
17.5829126617632
62.9857169997745
-16.4144673521896
-6.45981850366252
-82.0889202211988
46.680249540028
51.7705783674578
89.8129542051361
-13.8297395236441
-0.47206098040715
43.8728119979669
107.213774344166
133.322931697629
84.3452926707564
37.8451794216544
-87.0491262360197
-118.524847942278
-226.727679174463
199.551573335806
144.113098389197
111.537229716554
111.583067058602
-18.2844566471576
51.9981549897775
93.1185837637031
4.03370862750398
-180.659285839095
242.599341958388
29.1958540253081
-74.4182473291821
-86.3281396224875
-366.126134151326
208.555213174875
125.063584989804
-293.532387250242
82.6679476350182
-304.077434604344
19.5747483210889
-15.0473466257959
252.374158413830
-81.2935728719317
-271.513864268242
-428.243736742731
155.683299379061
-27.2149299760345
-643.573198156512
23.5678198859223
-83.7320463740641
242.526249912345
-68.1403409634922
-83.5968184647536
224.247265218363
153.76096484178
-44.7455739823795
7.13686767991112
172.415560810372
93.3854530580179
20.2129151508370