ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.84750.02560.078-0.63790.16370.0433-0.9996
(p-val)(4e-04 )(0.8876 )(0.6171 )(6e-04 )(0.4391 )(0.8631 )(0.1614 )
Estimates ( 2 )0.866900.0864-0.6450.15620.0369-0.9997
(p-val)(0 )(NA )(0.5458 )(2e-04 )(0.4444 )(0.8805 )(0.159 )
Estimates ( 3 )0.871500.0853-0.6520.14080-0.9963
(p-val)(0 )(NA )(0.5472 )(1e-04 )(0.4197 )(NA )(0.2803 )
Estimates ( 4 )0.966100-0.71490.12680-1.0003
(p-val)(0 )(NA )(NA )(0 )(0.4583 )(NA )(0.3879 )
Estimates ( 5 )0.957400-0.706700-1.3886
(p-val)(0 )(NA )(NA )(0 )(NA )(NA )(0.0053 )
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
-85.9957000216453
70.2510795229658
-0.0143861484705009
118.867846417388
75.0433049678085
-392.414837072862
-313.156041993909
-293.511566005601
505.456924205591
-412.732340459047
-122.705294323676
-193.100521414426
148.879309036302
-320.273405329754
-329.159545176645
-55.0390893542287
-89.4564001987583
-445.563692332315
294.936185519017
-371.834328314559
-369.906611724626
289.687015177511
158.066896280805
327.629752821995
-237.342936512439
-177.650979931292
-20.652744827425
168.297359071538
-165.451546975652
300.122755739604
-106.332005408641
-194.488411687466
197.918103199237
15.7601664266127
133.142607633855
391.722815488302
392.28906750519
32.6442830376096
183.644017159469
-377.985307724636
-112.077224664284
308.716251671379
-83.1253255493116
-68.1424837517489
-184.627202902232
-13.2056410802046
-116.013573627134
374.628375322428
-328.454819360483
-92.902190601703
-172.205814477346
-188.23776341911
-108.810223876208
122.663449389041
287.129624300427
-108.966708695014
-507.833860766208
-30.6566638618051
-83.794511561325