ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.52730.03980.1837-0.945-0.0193-0.9282
(p-val)(0 )(0.7298 )(0.0865 )(0 )(0.8878 )(0.0192 )
Estimates ( 2 )0.52760.04190.1833-0.94650-0.9755
(p-val)(0 )(0.713 )(0.0863 )(0 )(NA )(0.3065 )
Estimates ( 3 )0.537300.1961-0.93890-1.0584
(p-val)(0 )(NA )(0.0558 )(0 )(NA )(0.0222 )
Estimates ( 4 )0.306700-0.70480-1
(p-val)(0.2085 )(NA )(NA )(5e-04 )(NA )(0.0036 )
Estimates ( 5 )000-0.45130-0.9998
(p-val)(NA )(NA )(NA )(0 )(NA )(5e-04 )
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
-0.0122003930820727
0.140570140030647
-0.081687371460278
-0.33148021449181
-0.0421067992238456
0.162037257478376
0.0276969800717812
0.274481045390924
0.00391064089903841
0.0489193389225946
0.373841103863353
-0.0353884701938093
-0.122819048106779
-0.222102099766771
-0.318255624011111
0.558014654896738
0.154003407911521
-0.152283532677478
0.219556878764722
0.328186522661151
0.011657842585771
-0.0399272375976897
0.16905154344859
-0.112707272210367
0.0955464197158949
-0.161530173471549
-0.00499783909533175
-0.0974129305501768
-0.115785732513526
-0.33230878779966
0.0316729847093224
0.012970068730942
-0.143477247002782
-0.0940121174890362
-0.115816006563835
-0.521915185771235
0.019883468478864
0.0773450670452239
-0.0175644556594336
-0.0361578996883562
-0.0347474348321432
0.338630394003095
0.0655905740340771
0.1917818501113
0.352996362410882
0.103786608078505
-0.0749451668563249
-0.142195154697443
-0.323630791455062
0.0512004413201224
-0.0348316851809399
0.0258315193970391
0.102753454021247
-0.0450000530650043
0.273516807895291
-0.166145637732761
-0.0676554680858569
0.357798760493849
0.0319682948894001
-0.0214148264960299
-0.137490500198384
-0.14545485455592
0.0352597062575204
0.279921884574932
-0.302507787462133
0.135925459333494
0.062985544504495
-0.0418412324288907
-0.0776711616229153
-0.153351364408429
-0.0808773068784941
0.0284283826810392
-0.0262891044448826
-0.0713572928254906
0.0114966104228055
-0.0888895119497099
0.0391692889671642
0.0350027996441418
-0.196216875439795
0.142997879992815
-0.181418184731052
0.0962918459576303
0.0425904911303657
-0.113845441178872
-0.0579772448530563
-0.0131154991339906
-0.224169346020814
-0.10539028683769
-0.14198965893898
0.136977662798654
-0.0517733456466863
0.178197144694991
-0.0978171357098639
0.339281375675446
0.0103723203927647
-0.215955571397826
0.217642500272203
-0.00577832644385305
-0.222392305069071
0.0502722007057091
-0.259134088690089
-0.0350640801476952
-0.102564391729931
-0.140912407543961
0.0864318115533719
0.0556591919369319