ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-1.0256-0.6136-0.1521-0.9983-0.7658-0.40720.2762
(p-val)(0 )(8e-04 )(0.2388 )(0 )(0.1818 )(0.0904 )(0.6575 )
Estimates ( 2 )-1.0179-0.5968-0.1499-0.9982-0.5142-0.30810
(p-val)(0 )(8e-04 )(0.2452 )(0 )(2e-04 )(0.0732 )(NA )
Estimates ( 3 )-0.9402-0.44610-1.0016-0.5369-0.31520
(p-val)(0 )(2e-04 )(NA )(0 )(1e-04 )(0.0658 )(NA )
Estimates ( 4 )-0.9742-0.44680-1.0014-0.461800
(p-val)(0 )(2e-04 )(NA )(0 )(3e-04 )(NA )(NA )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
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
5541.25053290481
-26717.2631373883
-11096.8938495013
14084.4649923033
13010.9061967
223945.398198488
-251634.409606684
-119098.276978991
50755.3492216522
85286.7486171569
-118295.357417467
-27949.5984842587
-8831.6318054938
81876.7986759022
111213.435799922
-209439.267485816
102709.407732824
-142057.309692732
224215.15055235
159976.984307709
50329.5963208744
-88286.3930182652
-2243.52417341197
-45436.8202021278
-95395.997962044
-110290.858203990
-51662.9063146404
-76675.0534672818
-36681.2975568886
-46055.5753885475
161247.512431262
127419.962009706
12952.7536599314
-67934.4670124602
-4593.51767474543
-22020.9682773320
92522.2675639386
69956.299209602
-198425.794955626
73598.859296121
30371.3686477884
-61250.7054894422
147406.287862065
69233.3971561549
-42776.0057326601
-77570.6822775456
-16129.2369725288
23547.726738058
-59135.8641103752
-75223.804557123
18080.0748124718
5755.79845291289
4421.23825175518
-9909.98704405827
105634.782959724
4954.18782811865
-15609.1018257305
-37191.883874967
-11.6995275141632