ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.9761-0.07940.057-0.79750.05450.0206-0.7083
(p-val)(0 )(0.6951 )(0.7023 )(0 )(0.9453 )(0.9642 )(0.4567 )
Estimates ( 2 )0.9738-0.0790.0579-0.79580.0240-0.6725
(p-val)(0 )(0.6954 )(0.6954 )(0 )(0.9466 )(NA )(0.1092 )
Estimates ( 3 )0.9704-0.07490.0563-0.793800-0.6495
(p-val)(0 )(0.6947 )(0.6993 )(0 )(NA )(NA )(0.0037 )
Estimates ( 4 )0.9935-0.03760-0.815200-0.6378
(p-val)(0 )(0.8166 )(NA )(0 )(NA )(NA )(0.0027 )
Estimates ( 5 )0.95400-0.803500-0.6558
(p-val)(0 )(NA )(NA )(0 )(NA )(NA )(0.0014 )
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
0.188999600970890
-0.000127511330870686
-10.1004350065454
-22.8030659082565
-25.56253759958
24.1140212945812
34.1405337866493
4.45524471064276
1.43682939460702
44.0641931231076
15.1557935424959
-39.9170431495348
-15.5796055402953
39.4578220422775
0.273629884666397
-20.5988476991078
-31.0026564734737
-37.6324324107737
-23.6394984836252
22.2819102300604
-0.752415537375013
-17.7192352777495
6.0276604956866
-20.7685026036412
23.6054164997769
-7.0084553324554
-15.2235300954010
-5.75261859206398
20.1380513867908
-30.0509422579471
8.13092798982818
-23.0317181585405
-6.20733639901611
21.5486596725180
23.4843148020203
5.0642898676328
12.2524915804739
15.9933526512207
-47.2039710491413
16.8732558676662
1.28302110931282
-10.2185344486943
80.1338872419998
6.22307505978263
-13.7030089755191
14.6448648952428
-13.8456150267523
13.1341382214414
41.0880999598667
18.5468186736008
16.7709325257104
66.7993147570317
12.5428632382861
-11.5945748327766
-36.7175532673636
21.9574323239293
-12.0026150624261
67.4103067053702
-20.1895861835733
5.68034002812862
-30.5207267624982