ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.21930.39710.1410.66640.1750.0012-0.9991
(p-val)(0.7564 )(0.2752 )(0.3602 )(0.3463 )(0.492 )(0.9965 )(0.07 )
Estimates ( 2 )-0.21340.39450.14060.66050.17470-0.9997
(p-val)(0.7625 )(0.2769 )(0.363 )(0.3495 )(0.41 )(NA )(0.0709 )
Estimates ( 3 )00.29960.11470.44970.18610-1.0002
(p-val)(NA )(0.055 )(0.4232 )(0.0026 )(0.3767 )(NA )(0.0715 )
Estimates ( 4 )00.309600.46830.18750-1.0001
(p-val)(NA )(0.0417 )(NA )(0.0028 )(0.3808 )(NA )(0.0421 )
Estimates ( 5 )00.31100.465100-0.708
(p-val)(NA )(0.0385 )(NA )(0.0035 )(NA )(NA )(0.056 )
Estimates ( 6 )00.352400.5202000
(p-val)(NA )(0.0479 )(NA )(6e-04 )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
4.46698911427547
61.2152693269461
274.315853476090
-380.537324522319
-148.899522836432
78.7732357072102
-232.147420692287
-6.25038286352474
98.727756925624
-332.730966578929
-264.244053978767
-55.7184581414308
-322.207563931369
-8.6473782671426
-223.494471104933
63.3878708250094
-380.093231253922
-132.757716041153
-235.436360434865
268.975679287145
218.955321513802
-349.364958476164
-141.319196101926
259.931735883740
-632.521068860442
181.001163408637
-39.3916784280434
73.581718295527
145.923484955356
-61.5361921411316
37.2033216234185
-36.7889618023292
345.104982163135
-109.542859608326
-302.877758393129
-789.580263159298
-311.698044353946
466.255079291524
-154.427391537523
-8.3506501638146
130.159419789995
-112.039569866513
319.748241662181
182.900884481214
101.284172613431
127.185930992282
-119.254896471998
427.008770501798
164.345683684487