ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2
Estimates ( 1 )0.7114-0.3485-0.3022-0.0616-0.46510.026
(p-val)(0.0172 )(0.2182 )(0.1559 )(0.828 )(0.0116 )(0.9032 )
Estimates ( 2 )0.7127-0.3509-0.3016-0.064-0.47870
(p-val)(0.0171 )(0.2147 )(0.1577 )(0.8215 )(0.0013 )(NA )
Estimates ( 3 )0.6565-0.3026-0.33560-0.48060
(p-val)(0 )(0.075 )(0.0173 )(NA )(0.0011 )(NA )
Estimates ( 4 )0.48110-0.52430-0.43230
(p-val)(0 )(NA )(0 )(NA )(0.0052 )(NA )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-2.10457560171121
-2.84995330886347
46.140022736294
-23.0236734627402
5.32691752260588
3.72935141864758
23.9357195514575
-20.8918147400443
4.94238022179089
8.2403700989428
-9.96879456704038
-12.8245800000455
12.1884733668824
-16.596767603085
-6.28041271958511
0.00200133562462745
-27.0884803839886
34.6239466878922
-18.6903340929129
24.2454000280314
45.5064216840231
-32.6476425596332
5.18773085547615
-17.6380054935301
-28.6229667343393
-37.9484017903124
13.0628829120880
-25.0625726558261
11.7257898782491
21.1437621946249
-18.0925033164274
-7.8950783732251
-19.4671275087715
15.9046364581795
44.35406275576
58.817686332312
9.92451786878418
-19.0079561095446
25.5925321178723
-2.38227219240559
49.3449023447611
26.6795876335442
6.31396353155265
29.0054007275384
-16.8667866377469
31.5249662572948
24.8496104596407
-44.6099867045676
-1.86410501419414