ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.82720.02940.0783-0.5674-0.1155-0.278-0.9996
(p-val)(0.0328 )(0.8823 )(0.7234 )(0.0964 )(0.4752 )(0.1507 )(0.0025 )
Estimates ( 2 )0.861100.0785-0.5887-0.1182-0.2756-0.9996
(p-val)(0.0024 )(NA )(0.7114 )(0.0333 )(0.4601 )(0.1518 )(0.0023 )
Estimates ( 3 )0.955500-0.6712-0.1276-0.2565-0.9998
(p-val)(0 )(NA )(NA )(0 )(0.4234 )(0.1654 )(0.0019 )
Estimates ( 4 )0.941700-0.6660-0.19-0.9999
(p-val)(0 )(NA )(NA )(0 )(NA )(0.2809 )(1e-04 )
Estimates ( 5 )0.937600-0.655800-1
(p-val)(0 )(NA )(NA )(0 )(NA )(NA )(1e-04 )
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
-22.787471581832
1.44574719773886
352.284156091724
-317.277820457272
583.2455328017
-177.561050115913
47.7290533763983
315.517786549919
-195.640006742834
272.732108362703
180.144309287073
81.43400894854
346.399468767131
496.104066801279
-56.8583254968443
35.2555013730774
-78.392336457738
-225.037380166856
-440.7677135388
-54.9869970263222
72.8618565777437
35.1713395236923
-345.413740861905
-430.93925847312
-248.688789044805
72.0424516268662
83.2395251071178
55.2607812142757
-489.494552047858
-230.66753330671
298.515457302983
201.106286191849
-87.1966622508845
-27.1700034787083
571.683038485704
-791.781710697608
-219.141781381835
83.8633136773636
-18.0008079912234
291.243076069444
37.6943145016096
176.518963652305
-219.5155721685
-50.9632798071187
79.723550287784
-258.854540977451
-454.214132511586
-35.3473420132799
-96.172309637059
206.126860051457
-72.3252194412076
-87.2705837670111
81.3430110256555
48.5498785207623
120.904954010927
-260.944102538451
-293.168702509862
193.019653643002