ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sma1
Estimates ( 1 )0.3783-0.21540.2483-0.9998
(p-val)(0.0063 )(0.1351 )(0.0688 )(0.0198 )
Estimates ( 2 )0.306300.1791-0.9999
(p-val)(0.0188 )(NA )(0.1727 )(0.0016 )
Estimates ( 3 )0.296100-1.0011
(p-val)(0.0249 )(NA )(NA )(0.0571 )
Estimates ( 4 )0.0849000
(p-val)(0.5171 )(NA )(NA )(NA )
Estimates ( 5 )0000
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANA
(p-val)(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
2.51199853072912
-101.63204101167
345.658829450542
205.391906633097
-76.8643734322115
-139.161242367254
83.2242298039808
-120.027224416272
30.677515261884
-201.782700177471
-270.021903045458
-98.6364308736273
335.441529621131
-173.589407545883
1014.39401077477
155.939734271803
-506.458606826842
-192.743224407282
-126.135626566469
-105.605989225233
-234.982922798476
-19.2018312341236
-130.604380609653
-51.624675042337
-8.65189946020337
316.188466786622
-1623.74050269898
-658.42989584039
500.403044898391
75.2424200994919
-35.5077342929721
11.2071526037257
60.2359856371718
-15.1783195702794
-88.1510951524133
-365.444746856478
-498.335849185013
-242.0080430779
867.363569125741
222.437321348434
-499.957802519052
162.322980260373
68.6433608594411
24.2936517040644
2.36839497248093
10.5755475762066
5.06620466765457
-105.509342908552
206.913500899661
252.191684017781
-554.835540400084
-60.8382621083829
182.99839138442
-191.77094434801
-113.974384197714
-57.0491274661304
-6.22744703640979
-22.9813141828959
-75.9626283657917
252.621457811177
-596.883059250635