ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.05480.3774-0.16050.24451.0129-0.0155-0.932
(p-val)(0.8805 )(0.0105 )(0.355 )(0.4839 )(0 )(0.9415 )(0.0261 )
Estimates ( 2 )0.04720.3801-0.15980.25570.99210-0.8813
(p-val)(0.8934 )(0.0095 )(0.3557 )(0.4531 )(0 )(NA )(0 )
Estimates ( 3 )00.3869-0.14060.29690.99020-0.8691
(p-val)(NA )(0.0043 )(0.255 )(0.0187 )(0 )(NA )(0 )
Estimates ( 4 )00.409600.29060.99030-0.8663
(p-val)(NA )(0.0044 )(NA )(0.0249 )(0 )(NA )(0 )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(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
0.00389999566605960
-0.20123358803125
-0.148525573172100
0.0362875054820690
0.195689488575946
-0.0602177259815549
0.0234181107001923
-0.212358664402825
0.108381526647913
0.0683313689841566
8.97213650698226e-05
0.266513544956006
0.101259309334811
0.107315633504465
-0.202839079044457
0.218165284202527
0.190452887879999
0.0165151722579907
-0.174578147578765
0.0537681843461664
0.0984025419134107
-0.0568412008557962
-0.0379232141655889
0.0915262706752663
0.371805515423389
0.100508454272959
0.0201723520131287
0.104738630985788
-0.127819595365250
-0.147308763110643
0.178865361169380
0.0280038325493376
0.146064439668412
-0.0358099591557609
0.2692128458743
0.191522941473931
-0.00412557991352594
-0.142773609940828
0.0495205406961299
-0.118082414020078
-0.229211463115294
0.0228091612358535
-0.248725884389327
0.297021563550584
-0.0118223030396842
-0.0224390905264694
0.0206533474225117
-0.0507551173282402
0.0847922014110269
-0.0100428571511436
-0.0788203459695177
-0.109496908174773
-0.0302891796413499
-0.137278599091849
0.00197509604702665
-0.157079373258253
0.0210351251294361
-0.139382480539844
-0.000728988594852177
-0.114385645580739
-0.141598102172865