ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.2740.12880.0514-0.40570.17340.01-0.9998
(p-val)(0.6878 )(0.3545 )(0.6946 )(0.5488 )(0.2186 )(0.9441 )(0 )
Estimates ( 2 )0.27860.12910.0514-0.40970.17120-1
(p-val)(0.6788 )(0.3512 )(0.6944 )(0.5395 )(0.2124 )(NA )(0 )
Estimates ( 3 )0.45820.1580-0.58020.1640-1.0003
(p-val)(0.3574 )(0.1767 )(NA )(0.244 )(0.2242 )(NA )(0 )
Estimates ( 4 )00.09060-0.12190.15220-1
(p-val)(NA )(0.4169 )(NA )(0.2773 )(0.251 )(NA )(0 )
Estimates ( 5 )000-0.1060.1320-1
(p-val)(NA )(NA )(NA )(0.2964 )(0.3095 )(NA )(0 )
Estimates ( 6 )000-0.078600-0.9977
(p-val)(NA )(NA )(NA )(0.4349 )(NA )(NA )(0.1818 )
Estimates ( 7 )000000-1
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(0.0138 )
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
-147.826066664035
2238.51301587441
2359.87488859928
-1449.98825688731
1861.04489242013
430.661875859848
3458.60132187513
646.058718254725
1739.66154886612
4006.68960282985
-1719.28394427049
-575.688104310958
-2128.27136528936
3419.7122022473
308.502230727485
-2119.13733238932
1016.25449524224
-2481.26756718
-3871.08871193406
3792.31988957272
-3455.01063832915
922.25236794622
-1465.69644888887
1815.46033699876
-2017.776947633
-869.475066941039
2633.89163739821
-665.304593715183
-2370.17782367784
-2715.10912632117
169.824006908407
-1355.7820732517
533.54294348963
-319.157610151546
3987.11903163153
1739.12603052902
-1689.18544767278
-543.947906896667
-1462.51857041602
884.841540137425
-2134.23072354627
-3450.92196349542
-198.224297492632
-1539.93552877989
-1190.46562196346
1132.03584222754
619.631266813782
-219.607443217678
-719.221432596107
-2050.41759723581
818.245098287702
-1338.42067372119
-2101.9167473642
-1173.39928121353
2298.76099103561
-253.353037476114
-616.19720741604
385.619991890378
1867.38071184054
180.82415766734
-95.037041589619
-1763.04148708396
1113.67616542311
1369.37847419166
-794.875847438821
-563.278750583463
-716.153028730001
-1808.73698056266
-1214.25219017791
542.993168269876
-164.890498813239
597.944349092484
-312.92262668824
1404.00911554973
354.697920515048
2214.01727128106
1220.43710184293
209.085020117811
344.826736677147
-1902.62243696256
-577.893285242029
955.100182166248
-434.344551519133
257.988745478468
232.873053593415
2673.78611052383
340.654930753368
754.108963921352
792.42055361628
184.740334397793