ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.02360.044-0.097-0.6843-0.01120.0607-0.9992
(p-val)(0.9273 )(0.8239 )(0.5372 )(0.004 )(0.9532 )(0.7652 )(0.04 )
Estimates ( 2 )0.02010.0411-0.0983-0.681600.0668-0.9996
(p-val)(0.9364 )(0.8304 )(0.5276 )(0.0035 )(NA )(0.7036 )(0.0257 )
Estimates ( 3 )00.0311-0.1038-0.665900.0671-1.0003
(p-val)(NA )(0.8294 )(0.4534 )(0 )(NA )(0.7025 )(0.0287 )
Estimates ( 4 )00-0.1102-0.655400.0676-0.9992
(p-val)(NA )(NA )(0.4139 )(0 )(NA )(0.6998 )(0.0388 )
Estimates ( 5 )00-0.1141-0.650600-1.0003
(p-val)(NA )(NA )(0.3969 )(0 )(NA )(NA )(0.0697 )
Estimates ( 6 )000-0.667600-0.9998
(p-val)(NA )(NA )(NA )(0 )(NA )(NA )(0.0584 )
Estimates ( 7 )000-0.7078000
(p-val)(NA )(NA )(NA )(0 )(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
-0.506989902325989
4.88007967776828
1.21450068211499
27.8822644132403
4.36393480418803
4.34429314520993
4.85539101306677
2.66600851392888
8.28051837137848
6.23163376152634
-11.5390085155369
2.5510634563959
-3.04357152011076
8.33849793902137
11.7379487483667
3.45419323762339
-0.239377514124032
9.83139985460656
10.1425640912454
-9.96997686691292
-4.44916496608482
-4.43964945807339
11.9792892361410
-1.1892576028676
1.45333082023549
6.27326711354841
9.12179838003651
17.0318887661480
-6.03374596043278
9.71377174099858
-8.90439512965544
7.16319380546682
9.1117742507198
8.76751672914546
6.97897193233582
-0.624146779536742
1.34246749269283
-3.12035782536661
-1.81407113460095
3.84116987188008
-12.9504916860743
3.61395105319151
-11.7422028926221
5.1768015413771
4.84220949961766
-14.4563471903241
-1.80167294853758
13.0423515103157
-5.66647260942664
6.18049057913837
-4.90386336830106
-15.5576336716000
16.1110295774597
5.6008016787895
3.31811629022567
-3.68261900199427
-2.33060796595063
11.2985182313596
2.17465492335024
23.5820079889651
-9.27235736301466
-13.5159367678475
-9.00833983509705
0.630633628292465
-6.44449127383928
4.95739032793351
4.52795971406281
15.0746061480379