ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sma1
Estimates ( 1 )-0.43510.02130.10520.2138-0.4976
(p-val)(0.5548 )(0.9309 )(0.5179 )(0.7674 )(0.0771 )
Estimates ( 2 )-0.482100.10110.2566-0.5012
(p-val)(0.3585 )(NA )(0.5043 )(0.6423 )(0.0733 )
Estimates ( 3 )-0.237500.07180-0.5166
(p-val)(0.1467 )(NA )(0.6533 )(NA )(0.0694 )
Estimates ( 4 )-0.2315000-0.5029
(p-val)(0.1564 )(NA )(NA )(NA )(0.0683 )
Estimates ( 5 )0000-0.5018
(p-val)(NA )(NA )(NA )(NA )(0.0681 )
Estimates ( 6 )00000
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
90.4739433710058
25566.3904483679
4821.92658684064
17893.3606986382
45872.0843321778
-1523.83802789119
2151.35759243877
-98509.652279934
63265.8658020248
1719.65580320034
-35001.0035774876
3005.77040454296
5898.04972945825
3190.21337128747
-23556.9396509915
54318.6126865668
-112214.174705973
8717.44161965584
-11033.0563143182
-63022.8330524203
52166.8952351226
23540.381017545
26865.2701351068
42543.8128374336
71621.6069073836
-10054.2796284391
59059.5277314703
-58791.8789263122
3981.19905635485
-23129.1222890336
-11618.2270405144
21992.2251427346
89498.0808470185
-31217.1653311931
-22494.1700769178
-7444.3818564303
-19284.8340394905