ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )0.00610.42140.5272-0.1999-0.40740.1126
(p-val)(0.9877 )(0.085 )(0.2009 )(0.5166 )(0.0174 )(0.7155 )
Estimates ( 2 )00.42440.5332-0.1997-0.40740.1123
(p-val)(NA )(0.0028 )(2e-04 )(0.5165 )(0.0173 )(0.7156 )
Estimates ( 3 )00.42540.5363-0.1064-0.40010
(p-val)(NA )(0.0027 )(2e-04 )(0.5456 )(0.0205 )(NA )
Estimates ( 4 )00.41750.52870-0.38570
(p-val)(NA )(0.0031 )(2e-04 )(NA )(0.0258 )(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
0.000133557858773359
0.00221850984789111
0.000948029917476323
-0.00539556625082724
0.00050395986178618
-0.00381184445309376
0.00282052128048852
0.00284324637844228
-0.00525242657142888
0.000649748627344573
-0.00157991463175051
0.00160879869595260
0.00253279533923479
0.000522354670175082
-0.00249244983497695
-0.00367114183318985
0.00312422835657786
-0.000984073982116172
-0.00371213647680320
0.00171396985470560
0.00133221045367967
-0.00251093516124463
0.00168877582868409
0.00514403421533662
-0.000139419714757576
-0.00106253336952402
-0.00161845622763727
0.00247187377142032
-0.00403891064845359
-0.0030600523772725
-0.000171057219870499
0.0027246958134232
-0.00312392708768433
-0.00188695712284230
0.00283192165497187
-0.00239246661138570
-0.000466865725740246
-0.00142465700466270
0.00117416642467048
-0.00251310352394136
-0.000801364560261449
-0.00146971682658849
-0.00190920497425664
-0.00173525387985396
0.000408196498767423
-0.000267473448084318
0.00623945565475709
0.00375165282521974
0.00870671568060642
0.00263450924251073
0.00141250569513432
-0.00476725541605613
-0.000407344411018279
-0.00376495660536094
-0.00264163561644271
-0.00303807799987818
-0.00350410567727097
0.00553562160204286
-0.00276693187780218
0.00215028916434651