ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.7730.054-0.2273-0.6824-0.0036-1
(p-val)(0.0097 )(0.7473 )(0.1082 )(0.016 )(0.9824 )(0.0069 )
Estimates ( 2 )0.77290.0537-0.2266-0.68280-1
(p-val)(0.0099 )(0.7478 )(0.1005 )(0.016 )(NA )(0.0061 )
Estimates ( 3 )0.81720-0.2012-0.70330-0.9999
(p-val)(0.0012 )(NA )(0.0724 )(0.0057 )(NA )(0.0076 )
Estimates ( 4 )0.354900-0.23520-1.0009
(p-val)(0.4632 )(NA )(NA )(0.6306 )(NA )(0.021 )
Estimates ( 5 )0.11350000-1.0001
(p-val)(0.3821 )(NA )(NA )(NA )(NA )(0.0356 )
Estimates ( 6 )00000-0.9998
(p-val)(NA )(NA )(NA )(NA )(NA )(0.1859 )
Estimates ( 7 )000000
(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
0.301434100964753
-9.07732859138089
-121.749405495877
32.3087545572606
-67.277635525028
-9.97756039628097
-35.0394130971711
55.3854972085055
31.2610926642272
15.2258576755427
-92.1896035271622
-9.31472676851129
-39.3368470152097
37.7716103666462
76.2692117107173
31.3733828038746
-38.842772779207
-33.8408454683803
38.1607170750693
-56.5921879271339
-4.95249089029816
-26.0113334864686
16.3558588310539
-46.5359194139528
-80.5834384755742
94.1310736779828
-53.5794870940099
-75.2479031716778
30.4926583613523
-85.3119257927662
26.9837039963265
-83.3593177083428
-12.8274567332438
-76.3514403904401
-32.2318628062792
-0.466931195741008
116.563405860474
53.3981167637519
24.6005326556967
-64.6632378622251
-6.90951987970371
-2.68641873782745
-49.2149568424506
-14.5258282226568
-37.1502688557721
0.717861581392767
60.6560419314868
104.126720617948
17.8309589644546
-84.0017898130218
-23.5319325719976
-52.7973109298354
-23.7543504066712
-55.606054653589
17.9710411636059
-0.907757610481808
60.2207855716526
114.828962078643
49.5254492584056
33.1436961876452
61.0291520448214