ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )-0.7518-0.2784-0.9993-0.7396-0.4777-0.0532
(p-val)(0 )(0.0671 )(0 )(0.1574 )(0.0933 )(0.9383 )
Estimates ( 2 )-0.7534-0.2795-0.993-0.7818-0.50450
(p-val)(0 )(0.0639 )(0 )(0 )(0.0023 )(NA )
Estimates ( 3 )-0.57780-1.0044-0.7431-0.49230
(p-val)(0 )(NA )(0 )(0 )(0.0025 )(NA )
Estimates ( 4 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
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
0.292148262225848
-2.60797854015013
1.8087837002054
1.56379461086632
-4.41529853771269
-2.14029383067899
1.10317657268757
1.46208694283945
-2.17149690116576
0.106612427825686
2.44363925835249
3.98273204728929
-4.709397561509
-5.34499718583797
-6.32032344058757
2.02703648341032
-2.09250101240712
3.75710773746926
0.976042257004843
1.04917541447875
-0.824342616307113
-0.682219253737476
-0.441802437284288
-1.22696402155789
0.657270960277731
-0.0184956050261589
1.54988843940096
-1.02299084747273
2.05474635034879
4.98235917637363
0.283550229437850
-3.78563140082643
1.99385104427210
2.19062463476077
-1.12059402670197
1.24723257630126
1.75551479467637
-3.78508455313232
4.75724548335951
-4.27999060207504
1.08563386654733
2.34052273610325
0.722072136516051
2.45177890718064
-3.03101343740663
-2.79964164953843
-0.888832401540369
-6.34069080308255