ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.15440.28690.1132-0.8970.05950.158-0.9993
(p-val)(0.5155 )(0.1122 )(0.4661 )(0 )(0.7516 )(0.3684 )(4e-04 )
Estimates ( 2 )0.12790.27570.1299-0.884900.1435-1.0008
(p-val)(0.6104 )(0.1646 )(0.3898 )(2e-04 )(NA )(0.3834 )(0.007 )
Estimates ( 3 )00.1910.093-0.762400.1578-1
(p-val)(NA )(0.2148 )(0.5099 )(0 )(NA )(0.3219 )(0.0034 )
Estimates ( 4 )00.15910-0.723100.133-0.9999
(p-val)(NA )(0.2631 )(NA )(0 )(NA )(0.3982 )(0.0201 )
Estimates ( 5 )00.13820-0.68400-1.0005
(p-val)(NA )(0.3211 )(NA )(0 )(NA )(NA )(0.1344 )
Estimates ( 6 )000-0.638600-0.9993
(p-val)(NA )(NA )(NA )(0 )(NA )(NA )(0.0458 )
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
-104.037587137534
-1697.02531492926
783.64101955338
-1373.98338285758
1754.33069685636
4563.41330293097
2029.67619793620
2237.11899352775
667.781629812913
1230.30793063823
683.34573832681
2838.20950061129
-3282.96756740885
1132.89747486147
6277.71677200769
1637.08209478142
-2461.67721586522
551.508716595811
-3018.33193707447
978.566021544564
758.704257052165
-1121.87927250465
2316.50332022338
652.735296021531
-611.572080603048
-2486.85237779493
-1201.13102202491
-456.907258076714
2148.12438113946
5427.12659162901
-1710.51527138946
1684.48277784025
-76.5447115443477
-3367.17686984369
2109.11843889747
-1059.55031766391
2982.60908110823
2133.93281925668
2517.04318166443
-2437.26584428693
3317.25752529229
-950.518358853185
-2134.67306731137
279.501330990597
-1266.57572392174
-833.417430782848
794.978431547177
-1936.48755917081
2272.48226386277
-259.754324029001
-165.725368541501
-913.373064129204
3256.65393370842
2674.79174642387
817.437766351631
687.450571133896
42.5499938520233
1593.78075564651
869.303737905436
-779.768447315156
-87.8222230231867
1179.06505004235
-2685.42120652531
3295.76745212931
1119.20448860576
592.746533387843
-941.171225879907
-1212.45843814273
-107.630445754966
-841.822484587518
-2727.78405973303
66.7473443538161