ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.10170.2950.599-0.75310.2467-0.2767-0.9982
(p-val)(0.7796 )(0.331 )(0.0018 )(0.0564 )(0.2925 )(0.246 )(0.1561 )
Estimates ( 2 )00.35070.6187-0.83270.2204-0.2971-0.9997
(p-val)(NA )(0.0124 )(0 )(0 )(0.3083 )(0.1855 )(0.0359 )
Estimates ( 3 )00.31180.5988-1.23190-0.3609-0.635
(p-val)(NA )(0.0136 )(0 )(0 )(NA )(0.071 )(0.082 )
Estimates ( 4 )00.31220.5969-0.85650-0.32580
(p-val)(NA )(0.0063 )(0 )(0 )(NA )(0.0997 )(NA )
Estimates ( 5 )00.3340.5977-0.8913000
(p-val)(NA )(0.001 )(0 )(0 )(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
-0.0347288961752513
-0.295523024552066
0.0209197662596505
0.0210266400503273
0.0351702407065578
0.276035036898369
0.0817616651171454
0.211422184765566
0.00265662771925861
0.319296443968310
-0.420573251721437
0.191380227071559
-0.320118297991292
0.0790240295579928
-0.168278342545516
-0.048053263547759
0.244598672332469
-0.0423821366726384
-0.243818054006195
-0.0297726364833825
0.0820477430282981
0.0575736522008875
-0.0543918828183715
-0.241843955655949
0.0283380728578782
0.174433041757127
0.132526421438396
-0.338778839709715
0.00344022138501573
0.0449123345740006
-0.0757486521782412
0.161967246768490
0.397517794264292
-0.361609947443710
0.165437101409616
-0.0429286374963504
-0.0865100732828803
-0.112183219062135
-0.234926606361879
0.202496833092299
-0.255500973576113
-0.561494709746538
-0.266328288620729
-0.437508181503969
-0.217990517731547
0.421584026360518
-0.0565672426820641
-0.0569786063190295
0.103226114255096