ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1
Estimates ( 1 )-0.10230.23930.39390.0739
(p-val)(0.7282 )(0.0776 )(0.0096 )(0.8101 )
Estimates ( 2 )-0.0390.23640.37870
(p-val)(0.7761 )(0.0807 )(0.0081 )(NA )
Estimates ( 3 )00.2330.36880
(p-val)(NA )(0.0834 )(0.0077 )(NA )
Estimates ( 4 )000.38110
(p-val)(NA )(NA )(0.008 )(NA )
Estimates ( 5 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANA
(p-val)(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.102099935079023
0.673920456716653
0.0237138379746919
0.48530224747524
0.979451889003493
-0.810343334801999
-0.373427688358149
-0.038248832811675
1.11097531709915
-0.353646375304464
0.770371054440531
-1.05771306634627
1.04116435451267
-0.118577284434338
-0.223972636991121
1.27447984141173
-1.12930884865813
-0.166583917397304
0.120257635472640
-0.276885141309876
0.514508533477411
1.45938350963665
1.63262944100947
0.128414864211322
0.249424661293816
-0.621658969320933
0.060547138568964
1.02427592081884
0.665961275443507
-1.01606655838198
0.28619713737109
-1.23860947261581
-0.104023711356263
0.380140371676234
0.216816660076717
-0.0200858011953073
1.39784883945870
-0.158278105476839
-0.564305208444011
-0.19498912070749
-0.096640807835044
-1.15419290511902
-0.652766795303464
-0.276964182160341
0.245518824253494