ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.12780.16640.2475-1-0.6699-0.39010.0853
(p-val)(0.3408 )(0.2108 )(0.0666 )(0 )(0.2388 )(0.1584 )(0.8931 )
Estimates ( 2 )-0.12530.16850.2421-1-0.5953-0.35840
(p-val)(0.3458 )(0.2018 )(0.0604 )(0 )(0 )(0.0302 )(NA )
Estimates ( 3 )00.18080.2315-1-0.6021-0.39790
(p-val)(NA )(0.1802 )(0.0778 )(0 )(0 )(0.0115 )(NA )
Estimates ( 4 )000.2026-1-0.6168-0.44590
(p-val)(NA )(NA )(0.1171 )(0 )(0 )(0.0027 )(NA )
Estimates ( 5 )000-1.0258-0.6204-0.4440
(p-val)(NA )(NA )(NA )(0 )(0 )(0.0029 )(NA )
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
-3.9898338648733
13.0279292231206
-6.22707532449634
-3.72730894780151
1.5585141095607
1.32306700998597
63.0688988529017
-64.3516189601053
-3.32470755728135
9.97002401814913
11.1034523742709
-47.114073762366
-10.4457621930095
-27.0251168112375
23.8034696611814
31.3829460811648
-74.8518880062366
50.3827235509266
-60.9814102868335
68.4263210530077
42.3846754609647
35.1134443643868
21.8672875391578
36.9164686467202
7.72960748398196
-18.1147924998075
-37.8850453029597
-25.0333984353671
-53.6331100961335
-30.3418410776034
-34.6622704392921
22.121127450073
18.7782021442512
2.51088284013234
-19.3279077322041
-9.03224052308595
-30.3369467193787
33.1680951044527
20.0070595934947
-70.104230755446
25.3910269168754
-18.3824731978279
-26.2596047854895
55.7677820918004
14.7805195930055
7.59857957507187
-8.12188930029129
0.791849650044597
15.6739602135742
-28.3500169047047
-36.6587999834385
-15.6523413349362
-11.8292330580171
-15.9848277952891
-12.0274766670857
21.8290069346026
-11.653095703483
-4.44706567492024
-22.6175657323224
-13.5066920751923