ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sar1sar2sma1
Estimates ( 1 )0.30520.2259-0.0630.4972-0.0983-0.9988
(p-val)(0.0591 )(0.185 )(0.7295 )(0.0779 )(0.7265 )(0.1684 )
Estimates ( 2 )0.28350.229500.4682-0.0521-0.9999
(p-val)(0.0574 )(0.1744 )(NA )(0.0834 )(0.8345 )(0.172 )
Estimates ( 3 )0.27540.236700.48670-1.0002
(p-val)(0.0548 )(0.1472 )(NA )(0.0571 )(NA )(0.0917 )
Estimates ( 4 )0.3339000.65320-1
(p-val)(0.022 )(NA )(NA )(0.0041 )(NA )(0.0355 )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
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
0.194999574829288
-28.1486988414853
-11.7808016560948
8.5279903740943
31.8475899173193
-15.2824957498166
11.1361737857702
-34.8902247409119
-7.03048696732752
31.7971099483076
12.1548320022030
4.68160159693529
-9.03740756671427
9.58753789643614
-37.6960889359721
22.1878503684079
3.36607115249341
1.85287577893713
71.9031443406118
1.61942625439385
-22.0857798229305
11.4517740206816
-16.3821157374378
16.3834100271377
33.7669145597095
6.89709041146274
27.403546847861
58.9279066717584
9.88283834299156
-7.6069187375025
-46.9654585952233
31.0603938278567
8.65553381066564
63.8301945313868
-13.8642157908667
1.14820638567185
-33.5037265863247
-8.1850523589678
35.8799133739488
15.9786336934593
-8.5367051639819
51.619504125627
1.28152722161357
2.55607334360043
17.3098578543953
0.135900034193168
-4.29674294436115
13.4016991884049