ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.78880.0506-0.2287-0.6953-0.0171-0.0368-1
(p-val)(0.0086 )(0.7651 )(0.1119 )(0.0131 )(0.9244 )(0.8401 )(0.0191 )
Estimates ( 2 )0.78590.0495-0.2251-0.69540-0.029-1
(p-val)(0.0091 )(0.7694 )(0.1047 )(0.0141 )(NA )(0.8597 )(0.0103 )
Estimates ( 3 )0.77650.0504-0.2254-0.687800-0.9997
(p-val)(0.0085 )(0.7634 )(0.1028 )(0.0135 )(NA )(NA )(0.0078 )
Estimates ( 4 )0.81730-0.2015-0.706200-0.9999
(p-val)(0.0011 )(NA )(0.0723 )(0.0051 )(NA )(NA )(0.0095 )
Estimates ( 5 )0.350800-0.232500-0.9997
(p-val)(0.4734 )(NA )(NA )(0.6384 )(NA )(NA )(0.0263 )
Estimates ( 6 )0.112700000-1.0002
(p-val)(0.3854 )(NA )(NA )(NA )(NA )(NA )(0.0443 )
Estimates ( 7 )000000-0.9989
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(0.253 )
Estimates ( 8 )0000000
(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
0.453187146447943
-14.2377630869266
-192.574548459825
52.889061241311
-107.058318473151
-16.0241338936619
-56.3226966712217
87.2481766254387
47.2379004050397
24.5581092917709
-149.060191930125
-14.7047204465472
-62.9498176119507
59.6806660634824
120.871229497882
51.4755813469318
-61.8101171394873
-54.0638853527521
61.5813567305924
-88.383976584814
-7.64885745502885
-41.810952886916
25.8817086404036
-72.7522852277283
-127.214705898343
150.57509220956
-86.2549633192236
-122.506404683520
48.162952188452
-134.611730168945
43.544544971179
-128.095265587691
-19.4068109527521
-121.434029398819
-52.4578833767648
-0.91349359233158
187.481495994256
85.053559679553
38.0700328529998
-105.160225517950
-11.3215326757023
-4.72588764001628
-79.169872572584
-23.362199121624
-55.2800908702621
0.819895488846026
98.3683432383962
166.035331202595
27.5906063333655
-132.597752010032
-38.393206838179
-85.8627860772133
-37.8672857789466
-87.9099294958519
28.8364460427683
-2.18415588357295
91.6828103396398
186.131639475423
80.3172489470041
52.1099716559431
97.7283138281865