ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.0596-0.0333-0.57030.18820.2107-0.4959-1
(p-val)(0.7659 )(0.7742 )(2e-04 )(0.4668 )(0.1527 )(2e-04 )(0 )
Estimates ( 2 )0.03430-0.580.22360.2193-0.4975-1
(p-val)(0.8355 )(NA )(0 )(0.2983 )(0.1194 )(2e-04 )(0 )
Estimates ( 3 )00-0.57850.25930.2174-0.493-1
(p-val)(NA )(NA )(0 )(0.0399 )(0.1261 )(2e-04 )(0 )
Estimates ( 4 )00-0.40060.25380-0.4033-1
(p-val)(NA )(NA )(0.0027 )(0.0578 )(NA )(0.003 )(0 )
Estimates ( 5 )00-0.449300-0.4456-1
(p-val)(NA )(NA )(6e-04 )(NA )(NA )(7e-04 )(0 )
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
0.0659998586531876
7.11317049010586
-4.00028020953005
-0.829281690327558
-7.26402836432781
-19.6443655655486
2.13601740923758
15.9018362973828
-6.30022049104754
0.29811367037161
-6.02468679733518
-14.3584498772669
12.3078080197465
-7.89088252625244
6.73553599445933
-6.80689839578075
0.146855275991319
-9.51438409860317
3.09544775095415
-3.4985412254897
1.82155072634335
-11.2675331878107
3.27485301895186
14.4249639174387
4.69327618851778
-6.51545609165954
11.0534716554422
0.979294091752939
-16.2702793906153
-3.99625872386526
-0.729659323169279
6.29105887138948
-10.4715408783828
-16.8715939996242
15.0101506328549
-12.6244532600899
-7.08528698515975
13.0019600766164
-13.6265451969845
-1.03389269745279
-15.446058052406
-15.3379086940343
-11.5738672544939
3.20723103384601
-7.92417745858534
8.38338760822826
0.488406974445912
5.00583157792409
-3.29622141285212
2.09554866057298
8.46115719232663
-6.75685660385669
-7.7294267444843
-12.7024082587581
-1.65985830812579
15.0796827236287
9.69602427374221
-7.05472875820022
-8.32213953996921
5.68585303829165
-4.63068754237705
-1.80606977923156
3.10815679914744
1.57787222490351
-14.9164224722983
2.8088431735065
13.3325084557501
8.19061153228241
5.07648367301061
10.7674713810703