ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.40940.12220.0837-1-0.09630.1805
(p-val)(0.0012 )(0.3604 )(0.5027 )(0 )(0.8789 )(0.771 )
Estimates ( 2 )0.40910.12150.0847-100.0853
(p-val)(0.0012 )(0.3637 )(0.4977 )(0 )(NA )(0.5353 )
Estimates ( 3 )0.40570.1360.0698-0.986300
(p-val)(0.0022 )(0.3117 )(0.5802 )(0 )(NA )(NA )
Estimates ( 4 )0.40790.15920-1.025700
(p-val)(0.0022 )(0.2154 )(NA )(0 )(NA )(NA )
Estimates ( 5 )0.448300-0.945300
(p-val)(0.0011 )(NA )(NA )(0 )(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
-0.00329595419221907
-0.134361931788833
0.144926886399372
0.0553873447888675
-0.0266898107850539
-0.217546395729404
-0.137109160197476
0.274144331658432
-0.217183667796287
-0.0822537194912396
-0.048138895663063
0.0674428508541689
-0.00135671625583204
0.0456658478737366
-0.178697594837662
-0.0763244256654423
-0.076727349564969
0.176442073973510
0.0451301821395226
-0.0703368317597445
0.214077663726516
0.148764746171388
-0.110832836298782
-0.00861288212233489
0.122549597588482
0.158186700923519
0.00267306214163923
-0.0299034250468220
0.0103569083152644
0.0386151650305852
-0.096730120265162
-0.0255535298588305
0.0457076788654534
-0.0312238640864103
0.0385998594402198
0.108661774751241
-0.0466614216150859
-0.0931881832416275
0.172254180642488
0.0433906078812827
0.0958578415347138
-0.111821509608529
-0.20916245967089
0.0204230669355445
0.00427891016259069
-0.136662782089477
0.234452705344630
-0.380962083953372
-0.150480847169581
0.284575535664979
0.334594786060292
0.0273496908771899
0.342512792168283
-0.337331527249125
-0.334797254428663
0.108246806534783
-0.399403734877978
-0.489187685986669
-0.0882769337256428
-0.159514263570633
0.00214804489700802
0.0465765132109734
0.0266236662709651
-0.201608744528986
0.181693764871007
-0.0572329001576047
0.232813981579291
-0.305296378293285
0.109436711106370
-0.0616010665716072