ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.5750.02760.154-0.49220.2955-0.2487-0.3713
(p-val)(0.1569 )(0.8661 )(0.3326 )(0.2198 )(0.655 )(0.1243 )(0.5956 )
Estimates ( 2 )0.60900.1596-0.51540.2954-0.2506-0.3807
(p-val)(0.0822 )(NA )(0.2978 )(0.159 )(0.6526 )(0.123 )(0.582 )
Estimates ( 3 )0.624800.1681-0.53990-0.2635-0.0752
(p-val)(0.0537 )(NA )(0.2638 )(0.1068 )(NA )(0.0842 )(0.6341 )
Estimates ( 4 )0.602200.1711-0.51830-0.24970
(p-val)(0.0674 )(NA )(0.2568 )(0.1232 )(NA )(0.0992 )(NA )
Estimates ( 5 )0.90200-0.77480-0.26390
(p-val)(0 )(NA )(NA )(0 )(NA )(0.0722 )(NA )
Estimates ( 6 )0.885800-0.7304000
(p-val)(0 )(NA )(NA )(0 )(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
-479.356262605896
194.145478005273
-1751.87733807488
364.838644188769
427.113372745987
-1934.49080306807
1673.10732386674
-724.786315756258
-2164.66125777221
-10192.1727434332
1500.90932392907
1070.54024329451
3527.90083246713
-1408.14129632939
-1892.66234057567
3954.19774997086
1062.39681241087
-874.620969453868
137.913383758922
930.038990157556
-4060.21706131713
-6778.77858634586
164.513797026259
-3263.82868419063
1431.02785773364
-2037.20553964804
-2199.68894284213
1509.25473052606
-3489.56759812531
-4197.84243065681
5540.93487607549
2956.06341731868
-5750.06569176112
7202.36369841547
2634.30656114512
3452.67377987503
340.780188855808
-111.118941618168
852.904862281937
1441.84930359132
-1648.81122609111
8473.02947617536
-2727.53714403016
-2004.62934853521
1205.88985479501
-1607.54105991328
3594.41761800848
1561.62174837107
2345.94270881039
3518.9665216651
4819.31505744846
-180.744392159901
-652.15397274594
-1265.02850128227
1002.41249795826
886.53779948381
-3731.72097627028
524.2285325365
-976.86186982241
2851.3463796792
-2581.3222153057