ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.24490.14820.4673-0.59440.3174-0.1075-0.9987
(p-val)(0.4084 )(0.5678 )(0.0074 )(0.0551 )(0.1939 )(0.6954 )(0.3291 )
Estimates ( 2 )-0.25060.15930.4782-0.60160.35530-1
(p-val)(0.3784 )(0.5264 )(0.0046 )(0.0436 )(0.1223 )(NA )(0.1063 )
Estimates ( 3 )-0.408200.394-0.440.35530-0.9999
(p-val)(0.01 )(NA )(0.0013 )(0.0062 )(0.1236 )(NA )(0.0918 )
Estimates ( 4 )-0.415100.4068-0.434900-0.4975
(p-val)(0.0087 )(NA )(8e-04 )(0.0059 )(NA )(NA )(0.0302 )
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
-0.349242059740783
0.106302224629230
-2.28145082344616
4.95424569016111
1.82627933792022
3.52058561041442
0.0484325071946367
6.64820943692325
-7.09781757069115
3.97489027934797
-4.43042654926838
1.14006772946435
-1.88067841606262
0.328248901467185
4.86962381286239
1.48727645566401
-4.47506873724355
0.641170378255831
2.52311355188153
2.89623526386337
-3.30070324956557
-2.64020620682375
-2.16443915088426
4.45880797662207
1.89898491416392
-6.3874074408007
2.50476568393092
0.770502349354099
-3.87074616293748
1.92122296434222
8.54714809375192
-7.64795888312215
3.20921919912333
-1.93612061281488
-1.49840005541909
-1.15375394778962
-2.07664616539535
1.42072099658312
-4.79650308244205
-10.0256727818926
-5.44572758632286
-5.99964900759957
-1.38372636542646
3.60746636383174
-1.76969234357493
-2.97135387926733
-0.737495526545805
7.70310654062148
2.77441393259255