ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1ma2ma3
Estimates ( 1 )0.66220.1574-0.4863-0.2532-0.24870.4471
(p-val)(0.1003 )(0.7621 )(0.0543 )(0.5159 )(0.6298 )(0.0664 )
Estimates ( 2 )0.70490-0.4193-0.2923-0.11480.4551
(p-val)(0.1369 )(NA )(0.0063 )(0.5237 )(0.6752 )(0.0762 )
Estimates ( 3 )0.52690-0.4121-0.141900.5128
(p-val)(0.0161 )(NA )(0.0196 )(0.5294 )(NA )(0.0332 )
Estimates ( 4 )0.42010-0.3587000.485
(p-val)(7e-04 )(NA )(0.0553 )(NA )(NA )(0.0366 )
Estimates ( 5 )0.425200000.0504
(p-val)(6e-04 )(NA )(NA )(NA )(NA )(0.7591 )
Estimates ( 6 )0.425200000
(p-val)(6e-04 )(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
0.133909917430264
-0.693444839991829
2.49996902444573
-3.12542314578416
3.27275796841100
-4.64383499817809
0.0623979539890243
-2.08479242764999
-8.01034344308075
5.40209092720482
2.27718297747296
-0.00788650459964952
9.64013636405396
15.2115049870816
2.06326543875836
-0.100675726386607
-5.00656255784646
-3.12297620876458
0.934456965224882
-4.39859070109665
3.6505695284732
0.0761446797919803
4.79000973536139
-2.91466635789979
2.33676417585806
-6.24744449553668
1.55808747531768
7.919502013679
-5.17284494524907
-0.468990949977751
-2.37401208532575
-4.09916821590647
4.69652259665588
-1.92362623546126
-1.09106512859063
-3.20712401024275
0.214371633358354
0.0157676478795281
-0.0176219085583966
-1.64524007070071
-0.812754075956235
-1.73310804695100
1.99762242507373
-2.96739489504526
1.01558965850194
-0.979983388678676
1.32783347780381
-1.36860070688530
-1.06966032039142
-1.40223316925088
0.835101393887612
-1.14203169667351
-1.93632309038867
4.18352868744
2.18835474083539
-1.38763072061064
-2.48677304029084
-0.0610216109031683
3.97114099491264
-4.4168714121715