ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.3796-0.19750.0993-0.1323-0.5903-0.16910.2793
(p-val)(0.7945 )(0.7952 )(0.8091 )(0.928 )(0.4649 )(0.5456 )(0.726 )
Estimates ( 2 )-0.5108-0.26580.06360-0.5953-0.16880.2922
(p-val)(0.0018 )(0.1428 )(0.7714 )(NA )(0.4689 )(0.5426 )(0.7186 )
Estimates ( 3 )-0.5263-0.29300-0.6096-0.19570.2632
(p-val)(7e-04 )(0.0613 )(NA )(NA )(0.3785 )(0.4319 )(0.6986 )
Estimates ( 4 )-0.5268-0.300200-0.3414-0.1010
(p-val)(7e-04 )(0.0536 )(NA )(NA )(0.0365 )(0.5236 )(NA )
Estimates ( 5 )-0.516-0.304200-0.301200
(p-val)(8e-04 )(0.0515 )(NA )(NA )(0.0428 )(NA )(NA )
Estimates ( 6 )-0.3885000-0.357500
(p-val)(0.0061 )(NA )(NA )(NA )(0.0156 )(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
-3.4017331915174
34.1204455521986
205.268788049863
-0.753810042627777
-91.2893018246676
17.5199651577966
129.591784063071
-116.050516058935
75.2807116962316
-207.446145814935
-134.952618234808
-104.164109946477
-156.673657812008
-77.8067817616043
287.900595915759
20.6548882956304
109.14132103461
16.6910183987052
-14.2875186351075
-54.3620717184276
-56.8069485728647
-71.3826774716781
-121.178733636847
-35.0002014872602
-78.8112108612927
-73.1823489379676
47.8259660193767
-99.932656975443
-150.485347907134
87.5173742899483
175.177094445363
-54.6566092548073
46.2042659635886
-103.943587549294
204.530982052489
-35.38671105308
1.92089607488606
-17.1285241868222
-54.7498990868944
101.001539402457
-30.5735397873814
38.9496695188009
85.8982289775496
-56.5312483036486
-30.1261124624916
133.601515489696
55.4296423380375