ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.7271-0.24290.2622-0.47390.3071-0.1218-0.386
(p-val)(0.0105 )(0.1639 )(0.0487 )(0.081 )(0.8309 )(0.584 )(0.7943 )
Estimates ( 2 )0.7269-0.24050.2612-0.47150-0.1417-0.0717
(p-val)(0.0105 )(0.1675 )(0.0495 )(0.082 )(NA )(0.4046 )(0.6017 )
Estimates ( 3 )0.7175-0.220.2505-0.47360-0.13660
(p-val)(0.0116 )(0.1928 )(0.0577 )(0.0805 )(NA )(0.4228 )(NA )
Estimates ( 4 )0.7114-0.19430.2332-0.4562000
(p-val)(0.0179 )(0.2493 )(0.0758 )(0.1133 )(NA )(NA )(NA )
Estimates ( 5 )0.478400.1771-0.2721000
(p-val)(0.247 )(NA )(0.1785 )(0.6077 )(NA )(NA )(NA )
Estimates ( 6 )0.26900.19380000
(p-val)(0.0298 )(NA )(0.1124 )(NA )(NA )(NA )(NA )
Estimates ( 7 )0.2857000000
(p-val)(0.0243 )(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
2.92143833219936
56.5344284127095
79.2296009557986
-5.12722202061804
-5.51330036147182
-80.703113494064
46.6965395704133
52.1461871331117
89.401169048745
-12.8166246666951
0.494862768920029
45.2444653292746
107.861655479071
134.294278590169
86.2248242993783
40.3924618139404
-84.1643974353265
-116.708914931070
-225.861164357119
197.961774502377
143.592629308019
109.365237280355
113.934166310223
-15.2067473460529
53.7741261274832
95.867342318922
5.70338809923305
-179.119186803822
243.819264386672
31.2867263221897
-75.7638154727301
-83.6357629065078
-365.048433375402
205.535875730324
124.810475177602
-297.547051217732
82.0717647815727
-302.168586730156
13.6647622911596
-15.5850743707274
248.494942869131
-81.9111397696606
-272.449405577557
-427.466807236786
152.293381308511
-31.0787281140497
-650.318920418352
19.4847676203190
-85.8833312810832
231.514178201253
-70.3401490735866
-86.1405619842415
224.02539523368
153.592495131008
-45.5702269081949
9.59564736101333
175.139973697092
94.3319606501136
21.5990257010335
-108.184405181233