ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sar1sar2sma1
Estimates ( 1 )0.13150.1240.111-0.3842-0.17570.3306
(p-val)(0.2388 )(0.2455 )(0.33 )(0.3705 )(0.1847 )(0.4412 )
Estimates ( 2 )0.12850.13750.1183-0.0672-0.15480
(p-val)(0.2521 )(0.1968 )(0.3026 )(0.6267 )(0.2417 )(NA )
Estimates ( 3 )0.11510.12370.09660-0.13750
(p-val)(0.2989 )(0.2308 )(0.3681 )(NA )(0.2905 )(NA )
Estimates ( 4 )0.11840.137800-0.11860
(p-val)(0.2958 )(0.183 )(NA )(NA )(0.3775 )(NA )
Estimates ( 5 )0.06930.11640000
(p-val)(0.4846 )(0.2517 )(NA )(NA )(NA )(NA )
Estimates ( 6 )00.12180000
(p-val)(NA )(0.2305 )(NA )(NA )(NA )(NA )
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
4.5260977028923
90.0250802424305
-58.363011247074
167.755774033309
41.4598730634089
-181.571858907099
71.6234073796786
50.6582944818483
4.07009560873576
20.0008836806401
92.7805049023246
-154.898043858999
10.9052378029628
39.4085154020086
50.3724293091773
10.6550791322234
23.0341962641669
14.4926815571944
46.3078868134253
33.139558565972
-33.676150780002
39.9259941407208
-13.9392432559516
61.1179185475739
3.90656129246599
-29.297475488379
65.3808202123446
-29.7185491676146
-40.8878855945504
55.4330595229267
61.3061194521451
11.3290227420821
-27.477223240362
-29.143091257075
-53.7037857517025
118.28769681483
56.6432800367957
46.4968468997968
-55.5639741251316
13.9331238038058
56.8274441605217
36.5063725127457
8.21425932617058
-32.3610720540692
130.846561698757
51.8607567440486
90.153755642722
4.49432238817553
-1.74378412653641
111.633627893546
13.1362146545889
40.8525566520611
102.534385043888
251.351546441121
8.29974897085867
72.4842304360645
-81.3570975226457
-73.0515444096618
-13.7047959626434
77.8546995413244
42.43716058465
-33.9845416831686
9.67804467158203
-9.20712966308565
-1.66561495611222
88.5977285489789
-66.2121766548707
68.9941336084548
17.4609455237687
74.3073827236849
21.1553944422449
45.7716099094168
-86.1153940359518
-10.8189267270554
139.155330161365
102.087066194789
81.7921152180324
-32.9714813476576
43.5277615020013
3.10839090316676
21.1541332021625
81.1269400707815
72.7027132913427
-28.0874437542307
64.3335656441259
-1.48384881370657
-36.5620179841299
-35.6494637698197
69.1607567440487
1.4957724079768
35.7877610957094
37.6531229912225
40.7666251670535
137.358107733586
-12.6134378949509
5.7213267398356
36.7523658408818
72.3993693799603
59.1285809017627
-47.0568444620467
-118.032175842287
151.214952195633
67.0308503213264