ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.974-0.07590.1012-0.76630.4738-0.1616-0.9817
(p-val)(0 )(0.7039 )(0.5084 )(0 )(0.0155 )(0.3964 )(0 )
Estimates ( 2 )0.93200.0677-0.76250.4666-0.1372-1.0091
(p-val)(0 )(NA )(0.7246 )(0 )(0.0164 )(0.487 )(0 )
Estimates ( 3 )1.000800-1.25120.4784-0.1438-1
(p-val)(0 )(NA )(NA )(0 )(0.0098 )(0.391 )(0 )
Estimates ( 4 )0.994400-0.8060.50-1.0015
(p-val)(0 )(NA )(NA )(0 )(0.0067 )(NA )(0 )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(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
9.25191648068957
22.2895174170754
-37.1550939723596
34.2218735428442
-175.779263999711
104.970706461554
-61.2394478852392
-396.700652055843
-396.410485499971
-259.981014374192
127.971363798437
-36.0197218470954
204.130524557671
44.2378119808798
-159.693673293796
203.124025936160
121.747788579892
-16.2022596563867
-243.88459995665
391.669318504803
-164.221968733511
293.799886631637
150.183011195860
-191.019252907871
251.822963054357
-153.377256797879
8.18066887035589
276.146245824639
7.50569879236325
290.255130118324
154.698662788002
-344.486096182892
-268.725206809287
308.780458133835
53.4137978273449
309.715127664998
86.2531881845231
-34.8621109245594
196.557575783292
226.42317965574
-187.994974449445
-58.5822258744507
209.148431956386
145.930346747766
129.447842477219
-33.0896435330983
-386.032890615622
144.238643395984
117.070321910776
129.920850080368
-152.207454260589
-55.0948144150741
144.019351551250
-16.8936924748689
144.627547725067
-160.150310858583
329.615512195132
138.229264079707
9.03690241551724
50.5240129139971
313.806615613953
236.894908385907
110.026062233874
-383.823828810955