ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )0.0842-0.1402-0.5524-0.0422-0.1423-0.8062
(p-val)(0.8078 )(0.4507 )(0.1127 )(0.817 )(0.354 )(8e-04 )
Estimates ( 2 )0.1068-0.1326-0.570-0.1193-1.1696
(p-val)(0.7466 )(0.4699 )(0.0911 )(NA )(0.3195 )(0 )
Estimates ( 3 )0-0.1779-0.46430-0.1267-0.8538
(p-val)(NA )(0.091 )(0 )(NA )(0.2785 )(0 )
Estimates ( 4 )0-0.1936-0.474700-1.0002
(p-val)(NA )(0.0627 )(0 )(NA )(NA )(0.0602 )
Estimates ( 5 )00-0.573300-0.9999
(p-val)(NA )(NA )(0 )(NA )(NA )(0.0067 )
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
-0.459030557479166
-7.8738842331684
11.8783753406542
0.807771640328755
-7.3175708117008
0.383952458038887
5.46845223895703
-10.0755503989388
-3.45630720045167
-4.26276805050549
0.70444499600489
-19.0805823488855
-1.38304264913240
1.93676603995061
5.11229154937765
-4.52883829256379
12.4771480509256
0.419967650603868
3.72126160756322
-4.90198710808147
2.70056544712030
3.51599897513131
1.72700188317219
-0.751843444498409
20.7989058273046
-0.940221495865163
-2.31377228665794
-2.63571315738930
-5.69962071976402
-5.06456545664077
-0.39583386170639
-4.24735203705092
12.4040117897304
-5.62365127731324
-8.56434742716567
-3.05963258964406
4.97651532453101
6.78067895718706
-7.40395213662449
8.4952688152091
-4.06344582806771
4.54502749154223
-1.79624391679645
-0.491878642138078
-6.73656215503015
-0.29137589525068
2.00870146848419
17.1034537422167
-14.7021515286242
-1.47102397587643
0.396450768948759
-7.97628372144712
7.01306739403155
7.39669354764166
2.3155935866175
3.18302541243885
-13.5304707445034
-9.13301151559731
-5.83730907257924
-6.20422953755327
-29.085092891503
16.5778869461747
2.92047808628974
3.68635278055895
5.32074604340576
-3.40034088984897
-2.12123208455758
-7.19559525493574
-1.06460032139698
-9.11512809808019
-2.82067388567570
-19.6216874218266
-0.228712789431582
20.0425978669860
12.9076321862835
-1.37215813241298
-5.03867557672741
3.15122284095163
-1.49188991019637
1.96221971880468
4.44464794442167
0.752425418414621
16.3826828310773
14.798410543312
-5.16001341190647
9.38081747022465
-10.5495787497232
-2.65594076218971
-5.53592662231587
2.11628686271662
-1.26977490489535
-9.42878584117265
-11.6726602019390
-3.20658994677866
1.03250730533833
0.0299797926556037
-1.14326889531698
-1.51081489650520
6.49284062200216
10.8917349803964
0.370373519694886
-1.50414524697316
2.73393706894467
1.30932573847699
8.17499863099876
-1.70434631753624
-0.847732373889361
-3.2425420525876