ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )0.54880.26-0.7488-0.4627-0.18-0.4523
(p-val)(0.0373 )(0.1054 )(0.0016 )(0.4664 )(0.6727 )(0.603 )
Estimates ( 2 )0.55670.2658-0.7608-0.2350-0.8008
(p-val)(0.0328 )(0.1012 )(0.001 )(0.3973 )(NA )(0.3643 )
Estimates ( 3 )0.5750.2113-0.734900-0.9992
(p-val)(0.0498 )(0.1467 )(0.0055 )(NA )(NA )(0.1032 )
Estimates ( 4 )-0.998700.903800-0.9347
(p-val)(0 )(NA )(0 )(NA )(NA )(1e-04 )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-4458.81677587199
3234.64011753717
14285.9425932717
37501.4814749033
-8457.47989123516
-29048.6248782908
-24181.0921874878
-12865.4593913625
15714.7294437984
16669.2555257369
-2837.92438992191
-148.296810614871
-10106.5037506511
547.401664947518
52184.6844818554
-15746.1778282788
-1414.45434788071
30011.2413479394
9966.70134239847
10522.1957111424
5246.98589202177
22130.0622218999
8109.46521366097
13657.92583476
-30774.4297270446
35793.7372556835
-10847.2857968824
-48653.6160637935
387.768922874672
-9419.66722696637
-21954.7728362143
-16362.0126329853
-18086.4665360393
-5025.5775993106
-57545.4531747885
1690.10357514313
-68840.1131281022
-27907.4662026196
16161.0823578707
95993.1884351998
-45838.2838313967
-13887.4543513846
13677.9886051301
35904.8360159040
-57248.9194198129
21467.5753289083
27675.6919535093
13870.7537497740