ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.05360.27690.0377-0.97790.1649-0.1305-0.3971
(p-val)(0.7469 )(0.0808 )(0.819 )(0 )(0.9118 )(0.7405 )(0.8012 )
Estimates ( 2 )0.05180.27790.0378-1.02340-0.1602-0.2256
(p-val)(0.7509 )(0.0814 )(0.8182 )(0 )(NA )(0.4934 )(0.2314 )
Estimates ( 3 )0.05440.27730-1.0350-0.1774-0.2291
(p-val)(0.7454 )(0.0924 )(NA )(0 )(NA )(0.4192 )(0.2281 )
Estimates ( 4 )00.26770-1.05640-0.1839-0.2137
(p-val)(NA )(0.1064 )(NA )(0 )(NA )(0.4027 )(0.2444 )
Estimates ( 5 )00.23460-0.933200-0.2364
(p-val)(NA )(0.1475 )(NA )(0 )(NA )(NA )(0.2031 )
Estimates ( 6 )00.24030-1.0476000
(p-val)(NA )(0.1372 )(NA )(0 )(NA )(NA )(NA )
Estimates ( 7 )000-1.1435000
(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
0.478745652640495
-1.32901074433648
1.50853834888547
1.6066649583589
-1.11123881473501
-4.56247208499711
-1.68606502968285
0.319812218208902
-3.85951157234854
0.0182361418482867
-0.0196201653934596
8.435722219303
-3.27644813332681
-1.52343119923859
1.30283194268444
-3.46616115534457
-2.28801455636542
0.660013646401257
1.3372109914
-3.93512800568704
6.49776782950827
3.46531933469531
4.55571675926359
-1.43308654958787
0.582499843736116
0.248957144115501
0.501146275818133
-1.92172124628179
4.61002935733216
-1.6023617725912
-3.12291108081343
3.39717597457663
1.32338945482752
3.92440592531488
2.28461142764828
0.304452555376573
2.65423275322998
3.70910415135461
-0.7401572748645
-0.934064710446488
0.0268402682062629
-1.88184006366983
1.06807339021826
0.522535828295612
-4.00525652855436
-2.63513965212496
1.26663079764796
-1.88369361657936