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 )-1.0179-0.5967-0.1499-0.9983-0.5142-0.30830
(p-val)(0 )(8e-04 )(0.2452 )(0 )(2e-04 )(0.073 )(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
5541.25053391881
-26717.2639073042
-11096.8972822579
14084.4688164696
13010.9110524418
223945.426237646
-251634.418599866
-119098.341255936
50755.3801322146
85286.7637654692
-118295.378911506
-27949.6101684396
-8831.62525509086
81876.8038471678
111213.459878404
-209439.288929269
102709.389419538
-142057.290388847
224215.142974108
159977.048331867
50329.5961399323
-88286.4116778242
-2243.52215230646
-45436.8207787504
-95396.01691082
-110290.877447003
-51662.9215930587
-76675.050620008
-36681.3184120669
-46055.5977767929
161247.529572891
127419.994450782
12952.7422487329
-67934.4809511432
-4593.50779005791
-22020.9624316145
92522.278322969
69956.3168927649
-198425.823082135
73598.8643097694
30371.3982604738
-61250.697395747
147406.254372081
69233.4031796611
-42776.029506126
-77570.6735634461
-16129.2448749785
23547.7296420567
-59135.8642473272
-75223.810658258
18080.0981412048
5755.79423679563
4421.24064596994
-9909.98717964508
105634.784041861
4954.19596367284
-15609.1071640677
-37191.8792446401
-11.6998614138248