ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.1052-0.0694-0.2205-0.4445-0.70850.22290.8862
(p-val)(0.6994 )(0.6851 )(0.088 )(0.1044 )(0.3882 )(0.1712 )(0.3582 )
Estimates ( 2 )0-0.0244-0.1931-0.536-0.74840.220.9319
(p-val)(NA )(0.8455 )(0.0916 )(0 )(0.1369 )(0.1385 )(0.1677 )
Estimates ( 3 )00-0.1901-0.5448-0.69440.22180.8714
(p-val)(NA )(NA )(0.0952 )(0 )(0.54 )(0.2206 )(0.5012 )
Estimates ( 4 )00-0.1864-0.552400.11820.1598
(p-val)(NA )(NA )(0.1011 )(0 )(NA )(0.3899 )(0.1966 )
Estimates ( 5 )00-0.1853-0.5554000.1462
(p-val)(NA )(NA )(0.1019 )(0 )(NA )(NA )(0.2046 )
Estimates ( 6 )00-0.1824-0.5766000
(p-val)(NA )(NA )(0.1087 )(0 )(NA )(NA )(NA )
Estimates ( 7 )000-0.6263000
(p-val)(NA )(NA )(NA )(0 )(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
0.0369999745003413
-5.9623186537317
13.199750510756
-4.38134104653015
-8.55664024772041
11.1858500834747
43.1600828172584
-18.0555098078549
-1.03390376859901
-21.480207773057
12.9526883745974
92.7450087068449
-7.62959923006792
-36.3793071886167
6.34670392141556
5.4438142475064
11.2068476762212
-9.34880084666512
70.7983973254214
-21.4398345761841
19.3537016552739
-24.3407859893616
-47.8930389401323
-5.23120399526416
15.0447379573563
2.66174086946239
-18.5463802136914
24.2312685058628
-22.3926123716306
30.8921837808626
10.2858183676532
-17.6363037027495
-6.4130297615578
-14.0694124848462
-34.2139388425848
23.3594254521777
7.01011297221759
-10.153611430772
-14.8280599663193
13.537714424612
10.981865403099
33.2311335292979
-13.6424737570068
35.0456012872994
2.68076271897523
-6.2039576547908
-1.91546067977486
21.6997226809524
31.3300726113285
-6.0290002401709
-20.550957597228
-7.38401440956276
-22.453555756565
-42.9605320118509
-26.5894843205177
-29.8859887428515
-4.97592443186665
-14.2340692287293
-2.3967562794556
15.7192136412636
-23.9426635182183
-4.34641981100157
-14.9522778744557
-5.27697234321827
1.41659439929679
-13.9195439755118
-3.38446142046753
-4.40427257572364
-1.7286971613264
0.550474509876316
-8.22986146756033
3.80177197561401
10.3746038348396
-6.47719720961919
-8.27547947953864
-4.31240532620612
-1.49329925845406
-4.95561884498003
-0.0399352246639766
-6.47575127776272