ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.53460.0592-0.1674-1-1.0316-0.08020.7583
(p-val)(5e-04 )(0.7176 )(0.2622 )(0 )(0.0509 )(0.8161 )(0.2287 )
Estimates ( 2 )0.53410.066-0.1762-1-0.914500.6477
(p-val)(5e-04 )(0.681 )(0.2222 )(0 )(0 )(NA )(0.0681 )
Estimates ( 3 )0.55670-0.1536-1-0.912500.657
(p-val)(1e-04 )(NA )(0.2458 )(0 )(0 )(NA )(0.0764 )
Estimates ( 4 )0.515600-1-0.850100.5176
(p-val)(3e-04 )(NA )(NA )(0 )(0 )(NA )(0.142 )
Estimates ( 5 )0.473800-1-0.51700
(p-val)(7e-04 )(NA )(NA )(0 )(1e-04 )(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
-38.280585724911
883.125488601703
1003.03330116253
271.904407345996
677.755570153788
-21.7980045286806
159.935518659290
119.185484208708
91.0060565547699
-257.060785380386
-96.7241006117712
571.695482654745
220.534689961848
231.627704806113
219.75346827961
198.599597291856
-162.891877823679
-33.1497972189062
291.435494308852
15.4765279943252
124.580479316824
461.872880402987
-264.653968529987
691.075456668285
-697.154219614204
503.232458493765
71.87662664503
281.911849388512
-489.032016494618
193.076676888894
-25.2498303155063
323.896824876893
244.967277163432
103.610230114690
174.913113597548
388.326012528079
-707.55216303312
-337.295890353841
-168.827439144446
-436.186854161779
141.893443168281
-78.8848565398545
-166.345604080807
-498.627613769595
20.2462607785724
-174.847738087275
-105.246318313975
-449.981265811037
630.00102038713
705.330604290795
850.019600046071
-824.730104188337
265.346922705391
-48.914946832813
-565.095182576349
-330.293800830595
-93.106348999614
141.070839694021
-232.553838557796
-367.935768298412