ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.00250.18390.0792-0.0039-0.2643-0.4816-0.0544
(p-val)(0.998 )(0.2312 )(0.7427 )(0.997 )(0.7439 )(0.0674 )(0.9564 )
Estimates ( 2 )00.1840.0796-0.0014-0.2642-0.4817-0.0546
(p-val)(NA )(0.2264 )(0.6112 )(0.9923 )(0.7437 )(0.0649 )(0.9562 )
Estimates ( 3 )00.18390.07970-0.2652-0.4817-0.0538
(p-val)(NA )(0.2258 )(0.6103 )(NA )(0.7427 )(0.0651 )(0.957 )
Estimates ( 4 )00.18340.07910-0.3079-0.49150
(p-val)(NA )(0.2256 )(0.6127 )(NA )(0.0494 )(0.007 )(NA )
Estimates ( 5 )00.195700-0.2933-0.52130
(p-val)(NA )(0.1885 )(NA )(NA )(0.0516 )(0.0016 )(NA )
Estimates ( 6 )0000-0.3103-0.46460
(p-val)(NA )(NA )(NA )(NA )(0.0522 )(0.0068 )(NA )
Estimates ( 7 )00000-0.37220
(p-val)(NA )(NA )(NA )(NA )(NA )(0.0428 )(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
-0.00213797156751883
5.64632078561098e-05
0.000425419016811437
0.000897466029154824
-0.000382045448186076
0.000534880261745128
-0.000847667215332511
-0.000914841232112041
-6.08564196974725e-06
0.00131277756462814
0.000590448388309298
0.000349044409742462
0.00214807641135322
0.000878445427659102
0.00129082511551092
-0.00324794594081596
0.00193683772590134
0.000451555473426014
-2.27464893504349e-06
0.00230530591472807
0.00168793473865499
-0.00196783110490191
-0.000258346500677246
0.00229101492681159
-0.00112923585618114
0.000154270564877017
-0.00238808197915909
-0.000190353243549546
-0.000331524911271102
0.00079860605135158
-0.00086213794482144
0.00239651541010905
-0.00300964430430922
-0.000203228840023079
0.00099079544533456
-0.000374663342121463
0.000341268405796853
-0.00234910279440510
-0.00209148629793021
-0.00279978047993124
-0.00164203145816499
-0.00299653857733739
-0.000818279104627617
0.000325444946747244
-0.000476929259776715
0.00197871074205203
-0.000590864851984563
7.752264780303e-05