ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2
Estimates ( 1 )0.29550.08080.1574-0.2308-0.6267-0.221
(p-val)(0.5523 )(0.6366 )(0.4021 )(0.6444 )(0.0119 )(0.2996 )
Estimates ( 2 )0.07850.10690.17180-0.6175-0.2084
(p-val)(0.6035 )(0.4973 )(0.304 )(NA )(0.0133 )(0.3277 )
Estimates ( 3 )00.11590.17760-0.61-0.2162
(p-val)(NA )(0.46 )(0.2849 )(NA )(0.0136 )(0.305 )
Estimates ( 4 )000.2020-0.6629-0.2424
(p-val)(NA )(NA )(0.2186 )(NA )(0.0048 )(0.2343 )
Estimates ( 5 )000.20320-0.50870
(p-val)(NA )(NA )(0.2068 )(NA )(0.0042 )(NA )
Estimates ( 6 )0000-0.41690
(p-val)(NA )(NA )(NA )(NA )(0.0196 )(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
0.0342967339570162
40.2950739843926
3.71167097765282
2.11876478902487
-77.4958856638398
8.71870427739235
-44.7133221704932
-17.2913540253018
-16.2095504675469
0.920417560979037
6.64679583403527
-0.516392822803546
-8.04953199138177
-23.3941241611954
23.5498306095302
-14.0933935737462
-26.0543045550655
5.92882242264113
-24.0179580515194
-11.8785144245395
-9.98719546558874
-4.51209882047081
-22.1918130547714
-13.4458034131853
-1.25989987204509
9.90406033811326
-9.39384430095135
-3.25491660770403
13.3281830491453
28.6734717763131
20.5199681886892
4.7861675280632
15.9379436344836
-6.32564238231247
-14.0671698339651
-14.9094093447768
1.7532374237575
-3.27707479854762
-41.9625037676871
13.2741737694491
30.3847437208464
-10.1276545431701
-10.5434874246432
-8.60709695968619
-11.4387900968652