ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.6057-0.2487-0.191-0.9974-0.0854-0.1376-0.9073
(p-val)(0 )(0.1165 )(0.1583 )(0 )(0.648 )(0.4458 )(0.0205 )
Estimates ( 2 )-0.6158-0.2664-0.1979-1.00240-0.1011-1.0503
(p-val)(0 )(0.0814 )(0.1404 )(0 )(NA )(0.5451 )(0.0023 )
Estimates ( 3 )-0.6136-0.2654-0.2048-1.002300-1.0434
(p-val)(0 )(0.0808 )(0.1239 )(0 )(NA )(NA )(0.0011 )
Estimates ( 4 )-0.5756-0.14340-1.002100-1.034
(p-val)(0 )(0.2771 )(NA )(0 )(NA )(NA )(3e-04 )
Estimates ( 5 )-0.501900-1.00200-1.0295
(p-val)(0 )(NA )(NA )(0 )(NA )(NA )(1e-04 )
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
-0.609417599032244
19.1721075795585
-5.83228864027913
2.36310250066486
-1.96301857920571
10.1564325842777
0.947317723373413
-6.22255665409318
-18.136972180611
1.99769351027868
-0.836050087180649
12.9246887089899
9.9423702876329
-5.52194533448843
-14.5102845413972
-5.60014389281797
9.06337817226068
-8.27511108371082
1.64754588335628
-0.0498620124689872
5.53783446575334
-6.60362996174072
-9.1961779154081
21.8229186892331
-7.15638610144195
-10.1159923878555
10.7388189116681
-8.74387933323043
9.14084677269513
-9.98317459951987
4.69420129518571
-3.86347776179853
4.23440798209859
7.37820694112472
18.6940100646784
0.512705679861746
-6.88998416552944
-15.8276377566350
0.444508374272324
3.65512529322004
-4.72899804304026
1.63152346344803
-2.69009990120355
5.45096386820113
11.3788924783977
11.8756646794085
-8.20802094393976
-21.2555577558873
-0.30528245259918
-0.0524461131397259
3.11309159019596
-2.90394375130314
8.75705632459629
3.15347650302008
10.0911499065850
9.75532598921576
-5.30320526441907
-6.55557634248793
0.520094391010681