ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )-0.10140.32220.239-0.53650.6641-0.9978
(p-val)(0.8377 )(0.2713 )(0.0973 )(0.2864 )(0.0036 )(0.0173 )
Estimates ( 2 )00.37070.2309-0.63570.6649-1
(p-val)(NA )(0.0187 )(0.0976 )(0 )(0.0037 )(0.0163 )
Estimates ( 3 )00.34610-0.56730.6916-1.0002
(p-val)(NA )(0.0469 )(NA )(0 )(0.0017 )(0.0076 )
Estimates ( 4 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
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
-0.390139237855324
-1.54048684469870
7.65528440490082
2.00802806230199
3.29956602465382
-1.63105180619326
4.97270164938155
-7.54608773490298
10.2710170111768
-1.07259650501404
-1.26429712602439
-2.09652993302376
3.65078295415481
12.5823965159152
1.31750664540119
-9.89857592953772
1.63328433084065
1.99608524213843
-0.243033071919638
0.301522951694019
-2.47810127720598
3.34638431634188
0.180383588845218
-2.44988902326032
-4.06133100924384
8.96299225466113
-9.00728995976099
-12.8248140865924
1.14254965901384
17.6937575873512
-9.65862906963062
11.5798295451804
-9.19948754725716
-11.1889521303957
8.48304279823875
-0.371684422173322
5.31296507956618
-9.83219165386665
-13.2870364507336
-6.20361382839435
-10.0248885862817
-10.2500171337455
-4.61817564547130
-9.55571685254075
2.74470506397657
3.03117554438567
16.5349075644789
-0.307241097911203