ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-1.0752-0.6836-0.2448-0.9985-0.9344-0.39950.4083
(p-val)(0 )(1e-04 )(0.053 )(0 )(0.2115 )(0.1807 )(0.602 )
Estimates ( 2 )-1.0707-0.6723-0.2432-0.9985-0.5432-0.23250
(p-val)(0 )(2e-04 )(0.0543 )(0 )(1e-04 )(0.1856 )(NA )
Estimates ( 3 )-1.0644-0.6521-0.2406-1.0014-0.494400
(p-val)(0 )(2e-04 )(0.0572 )(0 )(1e-04 )(NA )(NA )
Estimates ( 4 )-0.9531-0.40870-1.0012-0.511600
(p-val)(0 )(7e-04 )(NA )(0 )(0 )(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
8894295490.3806
-44973145048.6684
-21214849584.1041
56765583689.761
11590029933.7116
1411467105765.23
-1177306284209.73
-856504660558.661
-112025055174.910
22861358224.5673
11613759243.6773
-94907234298.303
-71259783161.897
145153737562.730
357926841069.945
-661121022187.05
330090297853.638
-939342274049.378
912007808814.99
915210104587.654
197080449259.668
-134436027831.002
-325785188168.751
-214865216263.208
-216348928846.567
-225292562803.065
-175100220614.238
-282989282225.632
-214680716527.142
-1064972729507.19
822491448409.67
839742328754.329
260701628855.76
-22783722066.2961
-82054196625.3364
11680020926.3235
213657315013.987
131327151491.622
-675247958083.66
462827160245.044
-2739618860.99548
88632149728.4212
481510807739.857
-134486000829.451
-208312032824.877
-217239911424.263
-168611673389.674
54061207654.8369
-67756541137.3873
-89620041010.1343
140263948886.250
-116497936462.654
92432757669.922
-98102874273.115
382981818669.809
99858656737.0636
-46429334453.0794
-80836682598.2425
-77652697998.9748