ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.07840.39730.50310.3414-0.0682-0.1188-0.9994
(p-val)(0.6562 )(4e-04 )(0 )(0.0678 )(0.5892 )(0.3628 )(0.0338 )
Estimates ( 2 )00.37370.48320.2696-0.0722-0.1189-0.9994
(p-val)(NA )(2e-04 )(0 )(0.0066 )(0.5668 )(0.3585 )(0.0304 )
Estimates ( 3 )00.36910.46320.26530-0.1059-1
(p-val)(NA )(2e-04 )(0 )(0.0072 )(NA )(0.4188 )(2e-04 )
Estimates ( 4 )00.35470.48490.26300-1
(p-val)(NA )(2e-04 )(0 )(0.0073 )(NA )(NA )(0 )
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
0.329996618437135
13.4591741721598
-8.22747567511559
8.86281917266111
11.0051538212958
4.06308140524806
-20.4618382497524
21.9913018889456
-15.5049525566547
60.8879453660738
13.7180362185379
34.6617877112352
-37.4132968006846
-30.930438085845
21.1024476350528
-0.560509565306965
20.2064319545158
-31.9154400590657
13.8667434057353
55.1503277152084
1.84104959933567
10.5762021208681
-16.0969714338718
-54.0198981394335
31.1812509613936
16.9590927512598
30.7866148818009
38.3716212902904
22.8450235853088
-28.7072313251897
20.2789294501215
-53.6146985646604
-18.2515961439721
34.497120086962
18.729266846879
-23.7100510456113
-12.9860974470447
28.7807463053285
-28.1094651780221
32.0859224085297
-14.4381034223301
32.983006124657
35.9336815245603
-31.9056906483023
-13.6100511525314
-13.8506166553695
-54.6709738309537
-23.6026815046132
50.0427109184817
41.0220812715787
-1.86743745466771
-19.939647840611
-17.846814741735
7.81025303334189
-6.0418168720689
-7.92592091171402
7.22054828220234
-54.6334027153927
-13.1052031571499
46.702587884069
-7.78079755133022
19.9850963033271
-14.1647233205087
22.5207338667626
-14.1892250823138
34.1723106395821
-41.5923532463673
-7.08040852846561
35.641534115638
-0.513823681726475
35.6827726704018
-34.4526914851247
-43.3039889016036
9.5935934812718
10.3236057805759
-46.5188581481064
64.0297672834166
-9.72023096265226
39.0605795872975
3.64707833205677
18.1633301609541
-11.4085233092365
32.5790575209016
-8.36075404688627
56.6122111678247
42.7354379380481
23.125295188995
79.898782917071
-13.7918703532584
-11.0493575847524
-20.1196005286799
-31.4143350316244
-31.0791193301263
4.04980992265427
60.4058616758511
72.0000185073265
-0.758721121227825