ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.22230.20790.42460.05270.0295-0.175-0.9997
(p-val)(0.7722 )(0.4398 )(0.0776 )(0.9531 )(0.9143 )(0.4092 )(0.0375 )
Estimates ( 2 )0.26720.19430.412700.0204-0.1802-1
(p-val)(0.0388 )(0.1685 )(0.0072 )(NA )(0.9258 )(0.3511 )(0.0409 )
Estimates ( 3 )0.26580.1980.419300-0.1859-1.0001
(p-val)(0.0382 )(0.1428 )(0.0022 )(NA )(NA )(0.3065 )(0.064 )
Estimates ( 4 )0.23620.21380.4314000-1
(p-val)(0.0542 )(0.1026 )(0.0014 )(NA )(NA )(NA )(0.0112 )
Estimates ( 5 )0.305300.4954000-1.0011
(p-val)(0.0108 )(NA )(2e-04 )(NA )(NA )(NA )(0.1443 )
Estimates ( 6 )0.287700.27480000
(p-val)(0.0198 )(NA )(0.0309 )(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
0.640995623845563
39.5883073769662
-53.0285501078823
-32.4718734580499
-40.0702721518915
72.9582431808231
58.6412894438846
6.80033775472221
-17.7663496775966
-35.7359063722793
-22.2901836237039
-77.2036588399734
49.4326934167357
65.9565923917146
33.3007544632464
-104.021115068133
-54.2481272265606
37.0175171122814
-36.8870508730279
25.9464742510281
-36.5523437342842
-59.346595777028
55.7092103071387
8.40569739982995
38.9914782627149
-42.7910391774901
-16.1683701436901
-18.8021569275111
45.9338370314277
-53.471782905727
-16.0532972008454
-2.86902527765488
24.8417549310446
27.9472677713245
133.477808273111
-42.709814412743
-27.6373574021868
-44.6439078842614
-43.5333797632024
0.000973795645784448
71.7978711260092
-49.4029345827262
155.374018530597
45.1078433612272
-5.61016829224695
48.7456252969706
-13.3309830916072
19.7939519654975
113.013238006099
-3.95895502145224
66.9674336377223
118.08185566469
5.52949145523288
-39.7177530800501
-41.72465867151
7.9599020430205
-23.5758650714183
105.100786317743
-19.1582200866243
169.217380152544
-59.2764160252717