ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.12780.16640.2475-1-0.6699-0.39010.0853
(p-val)(0.3408 )(0.2108 )(0.0666 )(0 )(0.2389 )(0.1584 )(0.8931 )
Estimates ( 2 )-0.12530.16850.2421-1-0.5953-0.35840
(p-val)(0.3458 )(0.2018 )(0.0604 )(0 )(0 )(0.0302 )(NA )
Estimates ( 3 )00.18080.2315-1-0.6021-0.39790
(p-val)(NA )(0.1802 )(0.0778 )(0 )(0 )(0.0115 )(NA )
Estimates ( 4 )000.2026-1-0.6168-0.44590
(p-val)(NA )(NA )(0.1171 )(0 )(0 )(0.0027 )(NA )
Estimates ( 5 )000-1.0258-0.6204-0.4440
(p-val)(NA )(NA )(NA )(0 )(0 )(0.0029 )(NA )
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
-3.98983386487321
13.0279292156067
-6.22707532200421
-3.72730896555289
1.55851415953416
1.32306698766921
63.068898735664
-64.351618874308
-3.32470754984999
9.9700242716615
11.1034520778669
-47.1140736941432
-10.4457621005041
-27.0251167763451
23.8034694513447
31.3829460239973
-74.8518880426589
50.3827235749301
-60.9814100279801
68.4263205955145
42.3846756359481
35.1134441140878
21.8672877372535
36.9164687855879
7.72960753650568
-18.1147924376308
-37.8850450957025
-25.0333983138034
-53.6331102927022
-30.3418410536615
-34.6622705380835
22.1211273212039
18.7782021145538
2.51088279482498
-19.3279075994930
-9.03224043186865
-30.3369467028117
33.1680949836898
20.0070595389018
-70.1042308966806
25.3910268886451
-18.3824731294534
-26.259605321202
55.7677824345447
14.7805196186179
7.59857942613432
-8.12188906884231
0.791849791293042
15.6739601850096
-28.3500167761248
-36.658799985572
-15.6523414668653
-11.8292330381708
-15.9848280724121
-12.0274766759683
21.8290068814276
-11.6530958166537
-4.44706576531563
-22.6175657150261
-13.5066922188419