ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.6852-0.32790.2762-0.35630.0895-0.18650.0663
(p-val)(0.0111 )(0.0438 )(0.022 )(0.1645 )(0.8809 )(0.2517 )(0.9127 )
Estimates ( 2 )0.6844-0.3280.2768-0.35630.1532-0.19490
(p-val)(0.0111 )(0.0436 )(0.0216 )(0.1646 )(0.2777 )(0.1585 )(NA )
Estimates ( 3 )0.6725-0.35250.2925-0.35730-0.18620
(p-val)(0.0119 )(0.0253 )(0.015 )(0.1629 )(NA )(0.1857 )(NA )
Estimates ( 4 )0.6304-0.30050.2798-0.3058000
(p-val)(0.0238 )(0.0502 )(0.0191 )(0.2557 )(NA )(NA )(NA )
Estimates ( 5 )0.3399-0.20590.220000
(p-val)(0.0054 )(0.0958 )(0.0653 )(NA )(NA )(NA )(NA )
Estimates ( 6 )0.277800.15810000
(p-val)(0.0176 )(NA )(0.1692 )(NA )(NA )(NA )(NA )
Estimates ( 7 )0.2683000000
(p-val)(0.0238 )(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
1.20359932106199
-21.6638247237165
-16.6450141347066
41.9168972564926
-6.15749226530593
46.6513862554311
-31.2337012978571
12.3545893754822
-30.9319965373606
50.7165064356741
-14.3297029234047
35.567970618521
-14.9677192358286
14.2370509355749
6.76512513439752
-44.9844913416916
9.11985324243551
3.94037369329226
31.7730166757628
24.4672114900332
32.1700974096261
6.70187799259179
6.30132052356498
8.37508821797951
-40.5477005342809
19.9746055423507
54.4562696154462
36.1303851535422
-42.8946988254859
-50.2310169466732
24.4471544201449
51.8717254386752
15.5757988572284
-77.487215253366
-2.16533627746981
-89.8381801146838
-12.1784117024729
7.40376876580035
79.2952847993531
4.8962541683693
-123.234828508081
10.8778972891964
16.6171592116791
-101.725746928485
-163.25747102375
-20.0546355274023
45.5723467061127
-48.0681335304779
-57.82915953322
86.8940808010605
69.73393049415
39.8679182686863
-22.61886644828
56.2592520304472
6.87782559932168
27.2248218697422
-41.7976287128447
60.0028675088715
-2.80884122228144
-43.3355443225801
32.67459098468
53.3544588060877
5.73880558619544
-106.917184079207
-41.9437561854143
84.4681724983086
-56.5806349864959
115.673877507271
5.32705604174225
-6.12901351819005
64.1848815733235