ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )0.84230.1485-0.81590.28540.1685-0.9989
(p-val)(0 )(0.4029 )(0 )(0.367 )(0.5965 )(0.1069 )
Estimates ( 2 )0.83770.1398-0.8030.07960-0.6863
(p-val)(2e-04 )(0.4295 )(0 )(0.8843 )(NA )(0.3884 )
Estimates ( 3 )0.83130.1422-0.804200-0.5857
(p-val)(1e-04 )(0.4175 )(0 )(NA )(NA )(0.0236 )
Estimates ( 4 )1.03520-0.817300-0.6598
(p-val)(0 )(NA )(0 )(NA )(NA )(0.025 )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(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
0.00493230141437728
0.107678628845633
-0.0528205753233406
0.199100607082406
-0.144367730984423
0.266128654838783
0.172225906110077
0.224491244879139
-0.0348470699291920
-0.111686469164129
0.099749222622141
0.111497284666774
-0.00839447738635663
-0.00563672447314335
-0.126370656774087
-0.00253206274864999
-0.0119283780625802
0.159852751087222
0.0636514476997631
-0.152200041338903
-0.0539034689208854
-0.07844074268474
-0.0743117351630078
0.0768226887832288
0.00579521326840513
-0.214006255534506
0.238247691622851
0.0509449472997333
-0.0101884217162066
0.0443616294178435
0.0389873761426418
0.139619405285727
0.109398088418867
-0.141010565534075
0.037450542625394
-0.082281430607799
-0.148506552263898
-0.083510811324401
-0.0243974136493362
0.0336833609224408
0.176519781465256
0.0126360834319074
-0.0731455812572029
0.0552629651973458
-0.0252148558710217
0.0330607466977735
-0.00121732736080765
-0.0393173147888723
-0.178516980582396