ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1ma2ma3
Estimates ( 1 )1.6344-1.46490.6017-1.25720.951-0.5914
(p-val)(0.002 )(0.0097 )(0.1998 )(0.01 )(0.0096 )(0.027 )
Estimates ( 2 )0.9736-0.76650-0.59170.5267-0.226
(p-val)(0 )(0 )(NA )(5e-04 )(0.0057 )(0.2032 )
Estimates ( 3 )0.9356-0.84810-0.44890.58640
(p-val)(0 )(0 )(NA )(0.0063 )(0.0043 )(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
0.0075999928536596
-0.0729249386113175
0.114744459097540
0.177817057121928
-0.157686338261352
0.262957547047302
0.179031327323785
-0.207881008622374
-0.38689088386807
-0.446168860027961
-0.108826812360183
-0.0614323569567209
0.59286414449941
-0.138358166624796
0.0690470955722337
0.0569350327031589
0.232160837842536
0.111105903285675
-0.0943440764767854
-0.179962039272271
0.121616770454035
-0.154563780141648
0.0959059670904436
-0.464311823435607
0.42926639388606
-0.175815677149454
-0.0284521340212911
0.175408341936258
0.0583400507434827
0.212350893864849
0.139833177212463
0.042651315539836
0.0555083535022612
0.118629290345344
-0.249404767723827
-0.505431561008931
-0.186676901389338
-0.271051318621686
-0.0907876420605964
-0.0804517230099892
-0.0791067777408276
0.130993380734560
0.180289154203276
-0.10090381664691
-0.151055602554810
0.222579661318829
-0.262197287784841
-0.435142464945698
0.467068021313388
-0.252368143752641
-0.366358830994033
0.039763405885024
0.00353367801962978
0.219072722583847
0.0680125742292805
-0.136482427345368
-0.237124704801912
0.0363986074805034
-0.198920690052472
0.171673094288894
0.79253973754503
-0.407449925701440
-0.273950009279935
-0.102294230384873
0.163994748471552
0.167890058921624
0.270439563192468
0.138989777826953
0.283421851561505
0.220792798350129
0.060797912473908
0.222505812748325