ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.0815-0.1445-0.0885-0.7180.477-0.171-1
(p-val)(0.6886 )(0.3825 )(0.5739 )(0 )(0.0115 )(0.3465 )(0.0012 )
Estimates ( 2 )0-0.1156-0.0599-1.31850.485-0.1913-0.9999
(p-val)(NA )(0.4371 )(0.6749 )(0 )(0.0092 )(0.2699 )(0.0013 )
Estimates ( 3 )0-0.10190-1.29390.47-0.1867-1.0003
(p-val)(NA )(0.4878 )(NA )(0 )(0.0108 )(0.2846 )(0.0012 )
Estimates ( 4 )000-1.25240.4673-0.1609-1
(p-val)(NA )(NA )(NA )(0 )(0.0126 )(0.3477 )(0.0012 )
Estimates ( 5 )000-1.24560.50-1.0001
(p-val)(NA )(NA )(NA )(0 )(0.0078 )(NA )(0 )
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
-33.0103633296844
-42.9288425984687
32.1389385283013
-167.979167299611
113.169297820156
-54.7633252111429
-375.83562356303
-358.690205578645
-212.419698408249
171.877719351263
5.46202105964608
238.982539629879
79.8677714410106
-123.068667823498
232.929177834545
145.922739483409
5.74104303932808
-216.365807530691
411.329992667999
-142.84030349784
308.294157882894
158.820370232653
-178.114038440795
258.87511922207
-139.409274081713
22.1920761624398
283.176690688452
8.51582140872817
289.633748970542
147.518631664387
-351.790680593387
-268.480629356084
306.520641148151
54.2052616089381
303.498992913279
79.8331707685868
-44.8348627219691
181.974269926558
213.826268476131
-201.645896016367
-69.1624571342423
192.160770668015
132.017012165289
106.054865521961
-47.0960552335742
-396.007436349641
129.786340352233
107.092974713343
107.246441643367
-168.898362225517
-62.9174230159119
128.34948322589
-27.9935063728378
131.136498582435
-177.99424576412
308.371321736794
124.995550180169
-12.4645256718253
35.2512876061691
292.662641726643
204.496918690166
80.8102836238113
-406.386201103494