ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1ma2ma3
Estimates ( 1 )0.9664-0.64770.0127-0.79960.54640.3834
(p-val)(0.01 )(0.1587 )(0.97 )(0.0234 )(0.2055 )(0.2819 )
Estimates ( 2 )0.9545-0.63170-0.78870.53220.3951
(p-val)(0 )(1e-04 )(NA )(0 )(0.0075 )(0.0163 )
Estimates ( 3 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(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
0.00158999896453151
-0.289154262689516
-0.0378603961991230
0.753469692247537
0.505962625363935
-0.417961749477311
0.0955619996600744
-0.410480656759074
-0.188299082473815
0.917464864067418
-0.291565602281667
-0.047295726874791
-0.167358748558835
0.135034071231579
0.387090320440567
-0.283233133101054
-0.0924478995222429
0.311031658941611
0.153708768445455
-0.0559913344012331
0.0117086606387756
-0.754943753869502
0.213280346631318
0.316902849025245
-0.0735465481340384
-0.0902890418104392
-0.74937711750999
0.254487650161329
0.143816353704597
-0.0956009359035267
-0.0587504886374951
0.0296346904723317
-0.507503722105877
0.0145616897464865
0.282634386841300
0.27754447674535
0.11973273240418
0.0269989067593573
-0.186668794026805
-0.219377299877262
-0.505385551682214
0.246868033863016
0.284948272683988
-0.0286156388620793
0.409879627959668
0.415226046127126
0.366823206420143
-0.138993390503924
0.205336847950127
0.00873374050641388
0.751444037710412
-0.333289002783415
1.09186572216594
0.157254942655752
-0.0974904361403675
-0.817283435636963
-0.0193510743232343
-0.679994119093204
-1.01878254328941
0.095203551069869