ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.09720.1121-0.128-0.92760.0107-0.0097-0.9996
(p-val)(0.5068 )(0.4314 )(0.3535 )(0 )(0.9533 )(0.9582 )(0.0231 )
Estimates ( 2 )0.09580.1108-0.1287-0.92740.01490-1.0003
(p-val)(0.5045 )(0.4289 )(0.3475 )(0 )(0.9277 )(NA )(0.0186 )
Estimates ( 3 )0.09750.1125-0.1305-0.926500-1
(p-val)(0.4935 )(0.4175 )(0.3353 )(0 )(NA )(NA )(0.0312 )
Estimates ( 4 )00.1049-0.1344-1.110900-0.9999
(p-val)(NA )(0.4532 )(0.3228 )(0 )(NA )(NA )(0.091 )
Estimates ( 5 )00-0.1387-1.142900-1.0154
(p-val)(NA )(NA )(0.311 )(0 )(NA )(NA )(0.3553 )
Estimates ( 6 )00-0.093-0.9738000
(p-val)(NA )(NA )(0.4983 )(0 )(NA )(NA )(NA )
Estimates ( 7 )000-0.987000
(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
-1.54059701660091
-179.812112411272
181.974063410336
-63.30452805792
46.8715736252844
14.7068762604372
181.639458324787
113.243863462279
63.3160226864243
-160.759867688285
33.4597947603371
-38.4908221047749
109.704507620254
313.772328065371
31.9449432572699
20.2873859897289
-16.5106686998556
127.907861642726
-162.378547083202
-33.0094298085462
-41.0554458329767
137.836826122725
-70.5227457242629
-101.686851737226
155.872115661045
-191.233763602481
-171.143676187758
144.992450782238
-106.458358242773
9.67102020474263
-39.1797337372434
1.44584596869544
-77.6634833080167
-57.5338288112421
89.3293106344554
338.37549305281
-25.1944774498699
140.470135876035
31.743484662609
-44.9575903166303
135.645590717861
-117.337387636386
92.7655548265512
-24.2278312762527
105.102967755675
170.509532614581
184.062412730404
-124.64308287278
-205.798350127468
-51.8198237371585
-3.82507819844667
-43.3186332291878
-89.1323600454569
114.603993252565
24.6060811551196
149.354702378104
216.236258626703
-0.58151040647661
-79.6268271708902
101.093577818294