ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1ma2ma3
Estimates ( 1 )0.33560.2259-0.624-0.4707-0.64020.1318
(p-val)(0.3482 )(0.5934 )(0.0225 )(0.2877 )(0.2553 )(0.598 )
Estimates ( 2 )0.6027-0.1035-0.4247-0.787-0.22570
(p-val)(0.1827 )(0.8165 )(0.1272 )(0.1515 )(0.6571 )(NA )
Estimates ( 3 )0.50080-0.4824-0.6681-0.3420
(p-val)(5e-04 )(NA )(0 )(0.0052 )(0.0845 )(NA )
Estimates ( 4 )0.56130-0.5348-0.808600
(p-val)(0 )(NA )(0 )(8e-04 )(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
0.0463671569410723
-0.203730688800111
-0.150242365201165
0.098435308189926
-0.167251371095591
0.0918314397946345
-0.094507799098231
-0.296088572461328
-0.0912911378681508
0.239036469231098
-0.268768027676355
0.0678789075926952
-0.00147921137861715
-0.217077062819007
0.157450554801136
-0.0237213173850591
0.135424149935039
0.119800901222389
-0.610411787680452
0.00565639941689948
-0.291164259603408
-0.212257432511396
-0.0764888234272553
0.520456302694101
-0.439063239339027
0.0390956870308291
0.110150427258961
-0.0582697014709239
-0.241270859986817
-0.115431982335157
0.242067104178940
0.557710923966241
0.378153550686949
0.117916618318867
-0.0111109675920908
-0.0218377490053461
0.284458762211628
0.284476078532553
0.0872564917646428
-0.149430562850983
0.218821556470425
-0.163215366052292
0.120092316962186
-0.123538088821612
-0.423882793712472
0.181507314306942