ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sar1sar2sma1
Estimates ( 1 )0.22040.23350.20740.19220.1427-0.6496
(p-val)(0.0422 )(0.0341 )(0.0611 )(0.6239 )(0.5396 )(0.0911 )
Estimates ( 2 )0.22480.23010.202900.0744-0.4618
(p-val)(0.0376 )(0.0371 )(0.0656 )(NA )(0.6216 )(0.0012 )
Estimates ( 3 )0.22040.2380.209400-0.4569
(p-val)(0.0404 )(0.0288 )(0.0553 )(NA )(NA )(9e-04 )
Estimates ( 4 )0.27850.2887000-0.4192
(p-val)(0.0091 )(0.0078 )(NA )(NA )(NA )(0.0013 )
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
2.87550242562274e-05
0.00155584252265055
0.00051084899547365
-0.00221322346788899
-0.00301638452220537
-0.00279467898531214
0.000863543706410622
-0.00275492095243501
0.00601496766238096
-0.00254507881271959
0.0002636738526231
-0.00175221251108731
-0.000489206933664634
-0.00182941515474625
-0.00144707307408091
-0.00336978360706447
2.2916761839861e-05
0.000201343409562587
-0.00148130741038659
-0.00123429780068959
0.0058106916013125
-0.00036735417945173
-0.00231420048212976
-0.0020770069806127
-0.000650911283696455
-0.00765543853471955
0.00118823572978931
0.00192412372081625
-0.00211082595912956
-0.00128381940835733
-0.00147715975812426
-0.000728384433789636
0.0029182596271064
-0.00339750290442145
-6.64979460367175e-05
-0.000600807552089475
-0.000488129760290973
0.002629847201282
-0.00508335129253669
-0.000654535289365911
0.000713089032905264
0.00017631348211703
-0.00118307742885969
-0.00154064947780773
0.0008401686446974
-0.0017658295084943
-0.00233721730457364
-0.000995832759749649
0.000453380835593304
0.000898649420257573
-0.000314597322698498
-0.00123252185077362
8.78562321872131e-05
-0.000672428279560397
0.000243717301244565
0.0013329172766259
-0.000978793826053218
-0.00147067162551774
-0.000990350158922138
-0.00104258504900996
-0.00140492347512407
0.00764116779420568
0.00385985381254906
0.00146333384357409
-0.00149276262011495
0.00506966892220885
-0.000722888415589872
-0.00480315125612542
-0.00110386007586379
-0.000716121652885972
0.000678184615710899
7.6115095094999e-05
-0.00048114450074346
-0.00333629678437956
0.00142253261344236
-0.00119261098524634
-0.00142145262741885
-0.00378399855705837
0.000117716603661615
-0.000329405503845429
0.00306564616660776
-0.00129855984802292
-0.000256614349261368
0.00043822781733966
0.000650110383485539