ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.14-0.0984-0.5688-0.85820.1688-0.5351-1
(p-val)(0.208 )(0.3406 )(1e-04 )(0 )(0.2073 )(1e-04 )(0 )
Estimates ( 2 )0.11940-0.6041-0.87290.1885-0.541-0.9999
(p-val)(0.2569 )(NA )(0 )(0 )(0.1394 )(0 )(0 )
Estimates ( 3 )00-0.6375-0.82790.1736-0.5611-1
(p-val)(NA )(NA )(0 )(0 )(0.1648 )(0 )(0 )
Estimates ( 4 )00-0.516-0.83930-0.5008-1.0001
(p-val)(NA )(NA )(1e-04 )(0 )(NA )(1e-04 )(0 )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
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
-0.081261216207228
-7.0231949994665
-4.43487215409038
-6.29575081904381
-15.4001862145437
5.50771348072367
22.1830653771881
0.138268074193092
-0.844492020188799
-1.77266224569914
-10.3777195613433
13.8296919403453
-1.66105338431253
6.04029583913864
-1.55019278772198
6.42643177753746
-3.98695148038056
4.87180891568702
0.223495222589686
4.26449251546446
-5.16675974013155
5.18866566269472
21.7650944165341
6.32587602736209
-5.43927320832644
9.1483086209552
2.75921405691996
-17.462363440413
-4.39573310351507
0.0447402045791648
8.38766229546333
-4.42631070927133
-14.5287792594424
15.4109086805862
-6.13972914791287
-7.32693475459244
15.4676360902093
-10.7030031041734
-1.81187696755745
-6.56927234448559
-13.6760286807669
-9.69811793167998
12.8434127025533
1.17357037541114
14.7700342177163
9.4945788210668
8.95109884579839
2.5563428241813
1.06958773860507
10.2430370328129
-5.29069159350944
-4.83313865587091
-9.42306644523416
2.1873698812888
20.9608834680873
16.6603838669585
-6.45646070922159
-9.46445641610202
7.01903993998998
-3.78410122616678
-3.81353166926532
1.94009790059518
3.66734319581146
-9.81664219129017
6.14279759283329
16.5126043181944
8.09041947583676
6.06752053623576
10.2280178767304