ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.42870.0471-0.28-0.5081-0.2149-0.6817
(p-val)(0.3054 )(0.8024 )(0.0884 )(0.2682 )(0.5739 )(0.3934 )
Estimates ( 2 )0.41730-0.2785-0.4731-0.2696-0.5827
(p-val)(0.2814 )(NA )(0.1029 )(0.2376 )(0.4162 )(0.3208 )
Estimates ( 3 )0.44580-0.2606-0.51230-1.0006
(p-val)(0.2802 )(NA )(0.0774 )(0.1999 )(NA )(0.0839 )
Estimates ( 4 )00-0.2574-0.09890-0.9985
(p-val)(NA )(NA )(0.0817 )(0.481 )(NA )(0.0578 )
Estimates ( 5 )00-0.243500-1.0002
(p-val)(NA )(NA )(0.0961 )(NA )(NA )(0.0803 )
Estimates ( 6 )00000-0.9992
(p-val)(NA )(NA )(NA )(NA )(NA )(0.014 )
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
-0.349606914712038
1.95745289005822
0.693357244965707
-1.57373020118449
-0.138486394562934
-4.1867310056995
-1.06231133221717
-7.82486784035315
1.31495627298602
0.086144920945562
-1.42560170544652
0.827567153293483
-1.53628239343758
2.30169367497714
-0.241889656322955
-0.431516429321722
-0.259314487966097
5.76255140923417
0.481514812877349
4.02979912465713
-3.93131281711577
-6.9856751485016
2.73671915766197
-2.26281418435625
-2.54904117285053
1.13472819707515
-1.69148575275187
-2.07820524847538
-0.403915616556985
-0.742971160138903
1.46513703390897
-0.0267154526904623
-0.550443998625298
-2.62658520285594
-2.36110228500094
2.23955301969741
-4.53986005550661
0.97667941270441
3.16329044153957
1.25748016197113
-0.186082645272017
1.70556311790479
-12.1868298969947
1.98775594692094
0.209214345543585
1.08788127215994
2.48926813162017
0.190512780882066