ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )0.10880.1314-0.9513-0.0013-0.0552-1
(p-val)(0.4568 )(0.3589 )(0 )(0.9942 )(0.7626 )(0.0137 )
Estimates ( 2 )0.10860.1312-0.95130-0.0546-1
(p-val)(0.4515 )(0.3519 )(0 )(NA )(0.7423 )(0.013 )
Estimates ( 3 )0.10470.1278-0.949700-1
(p-val)(0.465 )(0.3614 )(0 )(NA )(NA )(0.009 )
Estimates ( 4 )00.1227-1.083700-1
(p-val)(NA )(0.3823 )(0 )(NA )(NA )(0.0194 )
Estimates ( 5 )00-1.113400-1.0001
(p-val)(NA )(NA )(0 )(NA )(NA )(0.0815 )
Estimates ( 6 )00-0.9829000
(p-val)(NA )(NA )(0 )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-0.201495772702999
-11.3400019538982
10.9272190204048
-3.89041163700983
4.16303048580663
0.308512324249218
11.9002003733679
7.56898181074824
3.37192241904051
-10.2039781851694
1.12804873835857
-2.7819503761412
9.1174596776653
12.032432344505
3.48743145216592
-5.6181992475455
-4.06707647204309
5.49743401016974
-7.87173065032561
0.357281462351981
-2.22959857105356
3.49027700807077
-5.65501619479299
-9.40912850395061
15.1777470152335
-5.56507754122207
-7.09288463341003
6.86764100614091
-9.62591150434642
6.42928395856747
-10.2784590823146
1.45285281491172
-6.70989216699535
0.221097549992618
4.0753079174218
18.3862275184539
9.2109718020317
4.67608518705448
-7.2280732259349
0.593820317341087
1.12499451500879
-4.99617437748183
-0.0475904079090846
-4.64707725343993
2.46003681709183
9.41472617930485
14.6408474195279
2.08078749515246
-11.7958440510021
-1.79328633431859
-5.17578265609024
-1.33587506040935
-5.60037039128776
4.81246722113017
2.17250906904651
11.2708346785196
14.6714044287092
5.11558606821106
3.109869072465
6.0646574440848