ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.47720.20210.2176-0.79040.3228-0.1958-1
(p-val)(0.0022 )(0.0472 )(0.0306 )(0 )(0.0027 )(0.0612 )(0 )
Estimates ( 2 )0.41270.22350.2447-0.75940.30790-1
(p-val)(0.009 )(0.0238 )(0.013 )(0 )(0.0047 )(NA )(0 )
Estimates ( 3 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(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
0.00126199707764269
0.141213210979725
0.0694401163466084
-0.00477027237224861
0.244961156786119
0.472852663091951
-0.64478819932455
-0.246696445737186
-0.008952014717762
0.0593943940034053
0.20264027404279
0.449021153171283
0.27987372611902
0.174867688841003
0.163033971396605
-0.0349756255965761
-0.576630708836568
1.39058867844013
0.211779695308416
0.260121959452067
-0.111902352916982
-0.0561577624937812
0.329777752943288
0.0930353729193535
-0.0959172889314718
0.103796328288458
-0.00929657920795825
-0.411784699034782
0.527241088367493
-1.20807203153896
0.605358215224644
1.03017749355822
-0.0675783445587257
-0.504012166308328
-0.113359049465429
0.027961682666073
0.152658738308688
0.274189641437885
0.0732263951460789
-0.324498749952984
0.206596645690848
0.144757019136834
-0.342579846339581
-0.268965518278182
-0.182885820215129
0.369119556873245
0.215610192668976
0.0533739552018501
0.00908591042145681
-0.0224748799836896
0.0734118418208691
-0.19947040103258
-0.457188542946628
-0.711548686911118
0.194953504978153
-0.195841980868808
-0.142179940519357
0.15879206687583
0.0158254101735787
0.18856591610564
0.219989910859166
0.207743922646335
0.120549415557788
-0.0393426070510408
-0.339666897379727
-0.589971968966652
-0.0870351303213183
-0.0599032636267979
-0.0306642998945632
0.273310765393585
0.118997487143069
0.458397012156951
0.248263206620795
0.0657287789863812
-0.0584847212156967
-0.212425865889846
-0.591656434142192
0.117434326046473
-0.887481398634812
-0.438283584141653
-0.120112812567834
-0.149765193091164
0.219839071618817
0.178406505629237
0.0550147587377598
-0.0681886493464795
0.0289772309392172
-0.125133751081038
-0.611053958377496
0.0294227566244845
-0.52156311367729
0.183500218233992
-0.288235861174662
-0.342021181042989
-0.171695462114368
0.197855307053032
0.03114292976941
0.390024431806665
0.0773953447687374
-0.207144879756162
0.397218642758057
-0.170740389576543
-0.676896411179639
0.142413114128287
-0.0397788077704914
-0.0683444923594121
0.348738136881415
0.154877914968129
0.267081215175398
0.0955706018632327
-0.0621975695861922
-0.231643907594091
0.554888499118337
0.103632377158902
1.03590180009996
-0.0293143176143904
0.0544727646678397
0.295186822053713
0.0188182707170313
-0.0434911573311306
-0.105759338763693