ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.8642-0.29190.2356-0.542-0.2528-0.3717-0.9999
(p-val)(0.0036 )(0.1533 )(0.1215 )(0.0467 )(0.1507 )(0.0541 )(0.048 )
Estimates ( 2 )0.597900.1151-0.372-0.2352-0.2839-0.9995
(p-val)(0.1549 )(NA )(0.3914 )(0.4921 )(0.2016 )(0.1415 )(0.0391 )
Estimates ( 3 )0.315700.11590-0.2504-0.3214-1.0001
(p-val)(0.0164 )(NA )(0.3815 )(NA )(0.1582 )(0.0769 )(0.0358 )
Estimates ( 4 )0.3226000-0.2214-0.3164-0.9988
(p-val)(0.0152 )(NA )(NA )(NA )(0.1941 )(0.0803 )(0.0296 )
Estimates ( 5 )0.30270000-0.1859-1
(p-val)(0.0218 )(NA )(NA )(NA )(NA )(0.2784 )(3e-04 )
Estimates ( 6 )0.312100000-0.9996
(p-val)(0.0174 )(NA )(NA )(NA )(NA )(NA )(1e-04 )
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
-10.3431069551914
33.3661288235848
-226.746109992256
155.549099741971
-17.396365971289
-186.747261672406
110.216302036553
78.4119312034238
-75.7979406636012
33.3241980795861
111.263140433983
394.829631106367
375.212965418942
-185.180459680349
154.901294747512
410.359623764463
89.4066491385988
-151.455843358974
117.688113809124
-167.067185630677
322.846682631487
-29.1758054836970
81.3345575857073
-362.151114352865
-11.3637472632652
155.049922220793
71.4624582054641
-163.988618700948
-29.2971861939803
-20.5806042060222
-87.2417464073307
99.7304273203685
-230.119985076994
-134.303521554723
-81.7761449878806
-35.4905990840052
-90.6214511537339
-13.7490948294773
-159.417835260124
-30.7276416810622
301.728306046242
12.3175086132773
-5.89839081889119
-190.535956983961
-165.742050192025
13.3430839255884
-195.906596463857
15.1218629657076
-89.114859554163
125.541146619190
-173.153544748117
-140.642861483385
8.73748503000637
177.302815257456
-16.5912573818086