ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )1.1164-0.7306-0.3579-1.2257-0.2270.9742
(p-val)(0 )(0 )(0.0284 )(0 )(0.2967 )(0 )
Estimates ( 2 )1.1552-0.7655-0.38110.28260-0.9987
(p-val)(0 )(0 )(0.0159 )(0.2275 )(NA )(0.4533 )
Estimates ( 3 )1.129-0.7521-0.3527-0.399300
(p-val)(0 )(0 )(0.0279 )(0.0129 )(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
-0.0148542369236742
-0.0708590620194546
-0.0887860049016967
0.00786099203278191
-0.0355187292844524
0.0149594079246655
-0.0688145924967027
0.00780142281230174
-0.0148759095061487
0.0643610403158872
-0.0543427788505064
0.0283851920732848
0.00219606757308896
-0.0307095057394413
-0.022671873558917
0.0270881896622902
-0.0446658953486405
-0.0486668521471411
-0.0146810531911645
-0.076225071554799
0.081701067890328
-0.0688228574238572
0.0913761117385814
0.0968735620332814
-0.0941925015644986
0.00949222316431416
-0.0347235514410189
-0.0608552999601779
-0.100603590984260
0.0319697667615249
-0.107256547563502
0.0529372283734772
0.00565010606012478
-0.0462809404449252
-0.0655471227025722
-0.0548200709794136
0.0204480072468767
0.1836475486077
0.102832066250495
-0.0397916236568044
0.0299433332899648
0.0428276672248428
-0.0488756934250676
0.184127250472518
0.0851671968877537
-0.0146436946449117
0.120389255396786
-0.00363927163235847
0.0789957656196894
0.0230300920333154
-0.144712647533787
0.0458975304267825