ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.42510.10770.25430.3003-0.6044-0.3742-0.0179
(p-val)(0.3148 )(0.4618 )(0.0452 )(0.4889 )(0.2711 )(0.1921 )(0.9767 )
Estimates ( 2 )-0.4230.10740.2550.2977-0.6199-0.3810
(p-val)(0.3131 )(0.4602 )(0.0405 )(0.4872 )(0 )(0.0178 )(NA )
Estimates ( 3 )-0.14380.14120.22130-0.6076-0.37150
(p-val)(0.2694 )(0.2686 )(0.0786 )(NA )(0 )(0.0211 )(NA )
Estimates ( 4 )00.14910.20370-0.6149-0.41820
(p-val)(NA )(0.2494 )(0.1072 )(NA )(0 )(0.0062 )(NA )
Estimates ( 5 )000.18490-0.6266-0.45520
(p-val)(NA )(NA )(0.1445 )(NA )(0 )(0.0017 )(NA )
Estimates ( 6 )0000-0.6291-0.45250
(p-val)(NA )(NA )(NA )(NA )(0 )(0.0018 )(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
0.931604072615315
-1.35595362597397
17.0144882081183
0.243259526792153
0.208091721880407
5.552529775767
5.2517948780415
70.8810526933129
-55.3373252302041
1.49566636265484
16.6194481180997
16.5348368271969
-41.7505817458043
-6.40167972320261
-26.3271879793835
22.9847721711825
34.2620960020178
-73.7993106824365
50.3023686859455
-60.2474792413243
66.1032120584824
46.7747315926997
41.0114980454743
31.7487681393718
48.5598298507638
28.4622949435984
2.01138481052462
-20.4800531795684
-12.3749356758129
-45.8211642025481
-24.7873797669525
-32.1353326036016
24.1052449316207
22.4854589566767
6.78783679162671
-14.7628216430014
-5.38447620991962
-27.9838350563272
34.8959839531985
23.2283403455795
-68.2873387556435
26.5724562886419
-16.5637259425321
-27.9618153696367
58.4235420824168
17.3938864873246
9.81619971742589
-4.30231645523827
4.19082258373271
18.5463743298073
-24.8762063631470
-34.7426463082004
-15.1945499509868
-10.9095375001216
-16.8632415429543
-12.0957613181201
21.6914847513444
-11.9461939672324
-4.85226900626549
-22.8998240802385
-14.9220352913891