ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.05120.13640.1758-0.9040.12730.4121-0.9999
(p-val)(0.7882 )(0.3815 )(0.2288 )(0 )(0.4858 )(0.0215 )(0 )
Estimates ( 2 )00.18010.1576-1.0951-1.2478-0.25630.879
(p-val)(NA )(0.2222 )(0.2623 )(0 )(0 )(0.1549 )(0 )
Estimates ( 3 )00.13520-0.8627-1.2278-0.23710.8784
(p-val)(NA )(0.369 )(NA )(0 )(0 )(0.1899 )(0 )
Estimates ( 4 )000-0.8176-1.2588-0.26810.8805
(p-val)(NA )(NA )(NA )(0 )(0 )(0.1345 )(0 )
Estimates ( 5 )000-0.8173-0.899600.4974
(p-val)(NA )(NA )(NA )(0 )(0 )(NA )(0.0414 )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-91.1475791030107
3190.42180503223
185.862605252137
1550.17928222182
-4051.53466892196
-4004.1469034324
-2204.90421033094
-3175.02179676197
1617.67360074152
-2295.61084112079
-2267.28881152434
-178.308096584080
-2907.55001941824
-1216.53734921381
48.5092400249178
-1514.62908371032
-1870.08923636928
1737.07276264525
1322.68307094671
1531.26030628704
3529.536136408
1083.53779125802
114.816768829857
4962.3367137392
-4410.15761457681
-705.030349962284
5667.18502395077
1692.68355190490
-385.471443157229
2226.52946084297
-2876.4779008572
1925.6448223277
-163.367556720991
-438.55153453541
3334.65989098450
982.184861050696
1029.03345213034
-513.875854018738
-2510.83330372982
-40.1510898266841
706.29012138126
2780.73665444619
-1915.73938576603
461.574896705557
-194.41601170322
-4379.00588135181
401.364395856297
-3520.92308360079
4320.31714492519
1061.20811234363
918.831327257089
-3585.968081328
5000.39576505044
-1487.92693874835
1216.74262983933
99.3537263031683
-1778.52956044609
1253.83574142802
-636.914399484525
-1370.94420414171
829.700192929427
1312.98017076556
1055.28939393764
1642.24197042200
243.858906129592
-162.001034384922
1636.89305297192
-431.237688133459