ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.6548-0.43630.04670.0608-0.10360.03830.0608
(p-val)(0.7002 )(0.7181 )(0.9544 )(0.9776 )(0.9579 )(0.9026 )(0.9776 )
Estimates ( 2 )-0.6196-0.40540.06380-0.02590.03080.0094
(p-val)(0.6477 )(0.6712 )(0.9204 )(NA )(0.9902 )(0.92 )(0.9967 )
Estimates ( 3 )-0.5964-0.39060.07430-0.03990.03010
(p-val)(0.5844 )(0.5835 )(0.883 )(NA )(0.9708 )(0.9115 )(NA )
Estimates ( 4 )-0.6358-0.41470.0566000.02960
(p-val)(0 )(0.0925 )(0.7088 )(NA )(NA )(0.9087 )(NA )
Estimates ( 5 )-0.6358-0.39160.0660000
(p-val)(0 )(0.0082 )(0.611 )(NA )(NA )(NA )(NA )
Estimates ( 6 )-0.6617-0.434100000
(p-val)(0 )(4e-04 )(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
4.14299673217516
227.710747157245
828.553696796382
358.763903839703
938.05523602158
194.264042782966
-1191.52267003560
-230.697033180527
205.639462753314
110.645811653659
-508.471284886596
879.523239097866
714.588523695794
-188.277228441440
540.298237298359
-793.269877286752
164.772657348318
-34.5766521658361
-564.916209794497
-446.618424659806
-38.0962719833888
573.221238376832
-867.648369266613
-159.813585356420
-54.9339697560727
-182.715921253723
580.112169474857
-550.444986417853
-277.849238773176
512.638622775511
-151.355876795850
157.501647446935
-971.524289766192
1520.95190550642
-553.492430771438
-539.467837954238
-33.5288308742925
608.434657793266
19.8468934564189
-132.635809509978
-539.295509324391
491.238884608139
-597.807819683278
-360.47303331842
154.448140245569
-17.8202738795471
67.663564017319
526.246230419192
-1071.34958283987
-405.288394346323
-59.3230418605804
451.225926016454
-118.906665653617
444.293454762649
-168.769449492591
269.668005916994
-86.025527307986
-150.411007578854
-651.633029013347
-330.114639398577
-93.9443923626918
578.309608646678
1623.19567216737
782.822009783486
931.240409706092
1125.23428847629
-1036.79729699348