ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.7519-0.16320.1256-0.3392-0.17420.1694-0.9998
(p-val)(0.2749 )(0.6181 )(0.4393 )(0.6182 )(0.5085 )(0.5631 )(0.1919 )
Estimates ( 2 )0.4185-0.01980.1350-0.18230.1672-0.9999
(p-val)(0.0052 )(0.9041 )(0.3621 )(NA )(0.4887 )(0.5681 )(0.1989 )
Estimates ( 3 )0.411500.12760-0.19010.1614-1.0002
(p-val)(0.0028 )(NA )(0.3439 )(NA )(0.4552 )(0.5752 )(0.2004 )
Estimates ( 4 )0.415900.13310-0.36670-0.6666
(p-val)(0.0026 )(NA )(0.3232 )(NA )(0.1666 )(NA )(0.2562 )
Estimates ( 5 )0.4504000-0.35390-0.7004
(p-val)(9e-04 )(NA )(NA )(NA )(0.2093 )(NA )(0.3044 )
Estimates ( 6 )0.4182000-0.689700
(p-val)(0.002 )(NA )(NA )(NA )(0 )(NA )(NA )


Estimated ARIMA Residuals
Value
-0.60499812614048
-219.236680760478
-521.20260826423
482.927830041167
-147.204530470576
-145.432081071953
80.6086100516124
196.214940558138
44.6491154297207
164.782634516565
220.253632696728
259.779416310964
-68.5303693253219
62.2065882876812
-8.65246798735436
240.84627339046
555.615590954205
58.0030307635308
430.015553172425
-254.144625380234
117.027624842844
375.425205445409
23.9285543068113
-901.361591360364
448.302606917196
153.490252948633
-12.9378635347481
-39.4671338228205
228.517957248230
-7.34572938124658
451.942565355992
77.7171256677967
-228.006219241165
423.919339108727
207.966345817754
923.727856670796
777.528028758897
-686.472259429622
58.8926772421796
-57.9567706074544
-59.0642282836198
140.441660565683
-245.378974963409
-188.670199414414
-87.4060445975076
13.3476891900010
-26.9947557449186
-55.5097147829353
362.558592953968