ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.1052-0.0694-0.2205-0.4445-0.70850.22290.8863
(p-val)(0.6994 )(0.685 )(0.088 )(0.1043 )(0.3893 )(0.1714 )(0.3594 )
Estimates ( 2 )0-0.0244-0.1931-0.536-0.74840.220.9319
(p-val)(NA )(0.8455 )(0.0916 )(0 )(0.1371 )(0.1385 )(0.1678 )
Estimates ( 3 )00-0.1901-0.5448-0.69440.22180.8714
(p-val)(NA )(NA )(0.0952 )(0 )(0.54 )(0.2206 )(0.5012 )
Estimates ( 4 )00-0.1864-0.552400.11820.1598
(p-val)(NA )(NA )(0.1011 )(0 )(NA )(0.3899 )(0.1966 )
Estimates ( 5 )00-0.1853-0.5554000.1462
(p-val)(NA )(NA )(0.1019 )(0 )(NA )(NA )(0.2046 )
Estimates ( 6 )00-0.1824-0.5766000
(p-val)(NA )(NA )(0.1087 )(0 )(NA )(NA )(NA )
Estimates ( 7 )000-0.6263000
(p-val)(NA )(NA )(NA )(0 )(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
0.0369999745003413
-5.96231865345569
13.1997505098284
-4.38134104589191
-8.55664024884683
11.1858500863415
43.1600828165327
-18.0555098072061
-1.03390376614919
-21.4802077626364
12.9526883697128
92.7450087063382
-7.62959923195752
-36.3793071824434
6.34670394256463
5.44381424702743
11.2068476674050
-9.34880084836778
70.7983973267327
-21.4398345681963
19.3537016545635
-24.3407859715554
-47.8930389462538
-5.2312039931975
15.0447379468876
2.6617408591111
-18.5463802158022
24.2312685099367
-22.3926123684638
30.8921837761603
10.2858183735463
-17.6363037071706
-6.41302975388917
-14.0694124837839
-34.2139388466662
23.3594254468519
7.01011296852435
-10.1536114378739
-14.8280599607298
13.5377144258887
10.9818654022284
33.2311335254277
-13.6424737521364
35.0456012905473
2.68076272967238
-6.20395765707651
-1.91546067166381
21.6997226801847
31.330072611802
-6.02900023963369
-20.5509575909647
-7.3840144026248
-22.4535557582985
-42.9605320191498
-26.5894843267677
-29.8859887511151
-4.97592444425357
-14.2340692365998
-2.39675628753506
15.7192136404274
-23.9426635204241
-4.34641981168204
-14.9522778718257
-5.27697234969494
1.41659439714148
-13.9195439801644
-3.38446142179613
-4.4042725759719
-1.72869716449047
0.550474508657317
-8.22986146893105
3.80177197508502
10.3746038349681
-6.47719721085457
-8.27547947873524
-4.31240532432229
-1.49329926015154
-4.95561884743177
-0.0399352265722914
-6.47575127816825