ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sma1
Estimates ( 1 )0.50380.23930.2015-0.6916-0.5652
(p-val)(0.0071 )(0.0996 )(0.198 )(0 )(0.0274 )
Estimates ( 2 )0.63370.32370-0.7812-0.4968
(p-val)(0 )(0.0173 )(NA )(0 )(0.0514 )
Estimates ( 3 )0.63610.27460-0.77790
(p-val)(3e-04 )(0.0365 )(NA )(0 )(NA )
Estimates ( 4 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.072499809936493
-5.85903274027499
-4.00763829940104
-0.386845131912194
-1.69960552048138
-6.86649078263809
-1.03562703600775
4.70654062923064
-2.35593581303283
4.22456262477898
1.49700549226349
-6.6487733853965
1.80718073817770
0.450684464723947
1.32098125290736
4.78688591330881
-4.12262701124157
-8.45076533203497
3.77966380279247
-4.8625347492159
3.26417329071062
-0.403682957571923
-8.26482718511549
-1.12680306817952
9.27961160993421
-7.63752511219848
-7.4409638504782
-15.1434472708745
3.5265043158754
4.95583146212609
6.11224495563414
-4.26999207339626
4.00444771307095
2.56131292912274
-8.83192507557868
2.64754800717265
4.38275432296177
2.26325597244090
0.175849318807691
6.45126864582664
-8.28080582046052
6.36132429828906
1.87079520290223
-3.24826812220646
2.04140795447430
0.568206984689544
3.45179321731026
11.1423542022754
2.72966022803266
6.41978693938358
5.74830991360899
3.44628168295974
-4.40401165459842
-2.0822816203371
-2.37493971797645
1.99618412869135
4.01919657530143
-7.25229060876065
6.9391157638679
2.07854620685837
-7.64994114292535
7.550126055833