ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.59850.00230.3692-0.82790.59740.2014-0.9994
(p-val)(0.0018 )(0.9883 )(0.0088 )(0 )(0.0182 )(0.4713 )(0.0233 )
Estimates ( 2 )0.599300.3701-0.82740.59810.2034-0.9997
(p-val)(1e-04 )(NA )(0.0053 )(0 )(0.0166 )(0.4328 )(0.0246 )
Estimates ( 3 )0.590700.3662-0.8257-0.14870-0.1657
(p-val)(2e-04 )(NA )(0.0068 )(0 )(0.9013 )(NA )(0.8891 )
Estimates ( 4 )0.584900.3737-0.825200-0.3064
(p-val)(1e-04 )(NA )(0.0028 )(0 )(NA )(NA )(0.1003 )
Estimates ( 5 )0.456600.4663-0.8103000
(p-val)(8e-04 )(NA )(0 )(0 )(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
1.20299920329002
100.792079992533
24.0145515422580
-40.0710159681133
-9.025893106558
-36.0663697389946
111.530624265928
-108.943123996144
-23.4494469113541
34.9818412120295
-84.467520476875
16.8361861822104
-103.894403246485
-81.4438471463232
30.7980891865111
6.76330051673594
12.8243397361665
-9.04326246248892
-70.1678238737551
30.5505797570647
-10.8309977704151
-16.4717739823912
32.6760351492162
18.6661018876525
-95.1930047142183
-101.470798354289
-10.1681191938079
76.7795459057429
12.5131936753571
-20.199222021031
-42.36495028501
-61.3726896170761
-10.119460318368
43.5162238004205
-30.4198099805377
5.56102821643847
-23.6066923729798
-33.1152001396477
-34.7082998353697
29.3885780641615
-11.1810500650284
4.81471942329275
-4.33483161776552
-35.8638227744909
11.7324864713967
-9.5249852026572
6.91401937140765
6.18397458578168
-19.5629564182483
34.3965709489569
-7.52616476875871
28.4674706968307
32.3121423329647
52.2324778402725
38.9570834486802
2.51760429475573
-8.34429838273392
-4.0667043637395
-28.6320456397001
-13.8710967407836