ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.6176-0.2937-0.3514-0.916-0.5457-0.53040.0685
(p-val)(8e-04 )(0.1079 )(0.022 )(0 )(0.3015 )(0.0284 )(0.9184 )
Estimates ( 2 )0.6092-0.2859-0.3544-0.9141-0.4943-0.51250
(p-val)(2e-04 )(0.0838 )(0.0182 )(0 )(0.004 )(0.0036 )(NA )
Estimates ( 3 )0.46230-0.5196-0.9226-0.452-0.53870
(p-val)(5e-04 )(NA )(0 )(0 )(0.0048 )(0.0016 )(NA )
Estimates ( 4 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.0435647863254197
0.00103726887261212
-0.229441615317115
0.0633025991117608
-0.104126020495393
-0.0540901553570706
0.0359215700833214
-0.316949718888113
-0.066834718894619
-0.386151324159035
0.0370669538327400
-0.00338288331494179
-0.0520862505355881
-0.0740219371682848
-0.0870710989218307
0.082440011005035
0.0675330149136117
0.000477048545590907
0.215760832531369
-0.290502794840430
-0.107793313282254
0.0786571250027923
-0.204661083586003
-0.174106655128982
0.364158303224912
-0.0251890189482439
0.0223872314831355
0.069360481906868
-0.0782673283613023
-0.00676695724352662
-0.259043508144697
-0.0302405095263176
0.683419725818905
0.0624122510452188
-0.0404159076101922
0.0232611099248037
-0.074450291916046
0.0341675355969577
0.0298923725097677
0.267005061222265
-0.107346530636672
0.137093244558995
0.107653719978788
-0.0035764738737458
0.113977486755350
-0.177564796427873
0.0339579474195737
-0.0547843258753991