ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.14030.29090.2116-0.6370.3165-0.3392-0.9671
(p-val)(0.6966 )(0.139 )(0.1675 )(0.0631 )(0.2246 )(0.1334 )(0.7274 )
Estimates ( 2 )0.13490.29350.2231-0.6169-0.2835-0.47310
(p-val)(0.6904 )(0.1145 )(0.1535 )(0.0536 )(0.0728 )(0.0117 )(NA )
Estimates ( 3 )00.2470.2312-0.4956-0.2779-0.46130
(p-val)(NA )(0.1352 )(0.1324 )(0.0031 )(0.0773 )(0.0139 )(NA )
Estimates ( 4 )000.192-0.3991-0.3022-0.52210
(p-val)(NA )(NA )(0.2348 )(0.0036 )(0.042 )(0.0025 )(NA )
Estimates ( 5 )000-0.3466-0.2767-0.54680
(p-val)(NA )(NA )(NA )(0.0047 )(0.056 )(0.001 )(NA )
Estimates ( 6 )000-0.33810-0.46690
(p-val)(NA )(NA )(NA )(0.0039 )(NA )(0.0096 )(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
-0.308242026646424
-5.91585505368204
-6.67242594789923
4.37112675320302
-0.298367848582035
-1.00958447729491
2.53317782589553
-4.55887481140147
4.76274295927389
-1.31481662827384
-1.60909032147272
-3.1114682922458
6.95949817147096
-12.8884997422258
-7.3365169916177
1.93604335135809
11.7282258268476
-14.4359915393633
17.3731317867437
-15.0615262058105
-5.07212301705101
9.67540759300602
-6.56870362361911
6.46856538889965
-10.4440064020375
-14.2866652537047
-7.49391618191589
-12.1815748654024
-9.56067699601638
-8.87521547727683
-10.5402429531058
-3.10330617217582
-0.597413771920346
14.2814909514052
-7.52526025240597
-5.559538032539
2.80125344237275
2.41073893041076
1.15534937607416
-0.545438172021705
5.86125136862161
15.6612588238306
10.9061398602388
-7.85426306175654
4.78065028431041
-0.164955289435426
4.34799437733909
-0.368115156018277