ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sar1sar2sma1
Estimates ( 1 )0.0285-0.08830.13520.78570.2112-0.9697
(p-val)(0.8336 )(0.5334 )(0.3332 )(2e-04 )(0.2569 )(0.0042 )
Estimates ( 2 )0-0.08680.13280.77710.2123-0.9421
(p-val)(NA )(0.5401 )(0.3403 )(1e-04 )(0.253 )(0 )
Estimates ( 3 )000.13520.74720.2425-0.9431
(p-val)(NA )(NA )(0.3302 )(1e-04 )(0.166 )(0 )
Estimates ( 4 )0000.77510.2151-0.9445
(p-val)(NA )(NA )(NA )(0 )(0.2117 )(0 )
Estimates ( 5 )000-0.29400.2002
(p-val)(NA )(NA )(NA )(0.7983 )(NA )(0.8622 )
Estimates ( 6 )000-0.090200
(p-val)(NA )(NA )(NA )(0.5627 )(NA )(NA )
Estimates ( 7 )000000
(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
0.00419999788276476
0.298776325079784
0.0995921083551184
0.298776325065357
0
-0.398368433420476
0.0995921083551184
0.0995921083551193
0
-0.398368433420476
-0.0995921083551184
0.199184216710238
-0.398368054543681
-0.172931428176236
-0.190977142726260
0.0270685718212187
-0.300000000000000
0.063908570905042
0.00902285727373942
-0.0909771427262607
0
-0.136091429094958
-0.109022857273740
0.0180457145474788
-0.736091429094958
-0.0180457145474788
-0.0180457145474788
-0.3
-0.127068571821219
0.00902285727373942
0.1
-0.00902285727373942
-0.1
-0.00902285727373942
-0.00902285727373942
-0.3
-0.463160000916176
-0.0999999999999999
-0.0999999999999999
0.272931428178781
0.0909771427262607
-0.1
-0.290977142726260
0
-0.109022857273740
0.4
-0.0999999999999999
-0.127068571821219
0.263908570905042
0.0909771427262607
0.190977142726261
-0.272931428178782
-0.190977142726261
0.290977142726261
-0.0270685718212185
0.2
-0.00902285727373942
-0.163908570905042
0.190977142726261
0.190977142726261
-0.672931428178781