ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sma1
Estimates ( 1 )1.1941-0.50650.3124-0.9798-0.9675
(p-val)(0 )(0.0129 )(0.0235 )(0 )(0 )
Estimates ( 2 )-0.1453-0.045700.5037-1.1959
(p-val)(0.6835 )(0.8286 )(NA )(0.1372 )(0.0499 )
Estimates ( 3 )-0.1842000.5525-1.1345
(p-val)(0.5458 )(NA )(NA )(0.0236 )(0.0962 )
Estimates ( 4 )0000.4068-0.9998
(p-val)(NA )(NA )(NA )(0.0049 )(0.1258 )
Estimates ( 5 )0000.20950
(p-val)(NA )(NA )(NA )(0.2973 )(NA )
Estimates ( 6 )00000
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
2.51199822816355
-99.8330426289464
357.141936908044
159.238437220973
-90.3602108362018
-125.068840528182
97.2029151224329
-134.364784255572
49.1504916842264
-210.297419198496
-242.941016972121
-72.1019234251681
340.105926821397
-217.254898510222
1047.51663032757
21.5369289653023
-490.512158026458
-131.233799002628
-118.505474644677
-93.1721598999247
-225.479690961873
7.23978980550214
-135.516793584331
-34.6081531922894
-6.74931646665755
316.414035516261
-1663.2912587184
-445.527243486986
526.34150337517
1.72726599328439
-26.3618759725671
14.5230228252944
57.9573111321879
-22.1425179531561
-84.3609662608217
-355.325706155841
-455.55643659219
-191.557300848893
883.13277909513
108.976654097609
-497.831476357436
226.299656440742
31.588420900729
24.3819744152013
-0.108217691375103
11.0226724676265
3.69066239072663
-105.773223144121
220.160332077196
222.87465821658
-578.694014712415
15.2410017953198
170.806888823713
-212.785402627363
-84.4197646319487
-50.3133874291252
-1.4589448991369
-23.6943394321722
-73.0358473103224
261.301591289611
-630.744763023698