ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sma1
Estimates ( 1 )0.9079-0.5119-0.1853-0.1761-0.5163
(p-val)(0.0056 )(0.1188 )(0.4326 )(0.5584 )(0.0265 )
Estimates ( 2 )0.751-0.3671-0.28110-0.5169
(p-val)(0 )(0.0336 )(0.0452 )(NA )(0.0251 )
Estimates ( 3 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(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
-0.0148545423719779
-0.0793689209084312
-0.0994480714991075
0.00787444884259935
-0.0375328718087056
0.0115940108429038
-0.0740966427633277
0.00598695991477802
-0.00865156370251994
0.0731136410304725
-0.0545763687807771
0.0244852722814243
0.00510070027482356
-0.039387558910729
-0.0325164161485102
0.0310299167256611
-0.0504034704863571
-0.0577842407733842
-0.0175954345805030
-0.0815280121942025
0.089063986218658
-0.0679732559404774
0.0881562269030572
0.118550130867758
-0.105120535895025
0.00645597678483207
-0.0276281561580155
-0.0741136378320001
-0.115874428420748
0.0306947770637613
-0.103361642355840
0.0523083905464605
0.0230571546554772
-0.0638004867207937
-0.0701268984623983
-0.0615867544634418
0.0194493538255848
0.214578677517609
0.124849561560074
-0.0533288325814563
0.0391671660688973
0.0618247704732088
-0.0479418878908941
0.199366195249693
0.0891717334470872
-0.0246193472619558
0.122073120069364
-0.00796859797470414
0.0923386353362873
0.0307282935535182
-0.160772726008473
0.0439579951116772