ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3
Estimates ( 1 )-0.1289-0.05010.2561
(p-val)(0.304 )(0.6879 )(0.0402 )
Estimates ( 2 )-0.121700.2637
(p-val)(0.3264 )(NA )(0.0329 )
Estimates ( 3 )000.272
(p-val)(NA )(NA )(0.0288 )
Estimates ( 4 )NANANA
(p-val)(NA )(NA )(NA )
Estimates ( 5 )NANANA
(p-val)(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.000509999721150405
6.74540620924265e-08
1.82558661458234e-08
-1.39439743687535e-07
0.0100000000000082
0.00121744158070225
0
0.007362682960389
0.00121744158070225
-0.01
-0.00385475862031315
0
0.00263731703961101
0
0
0
0
0
0
0.01
0.00121744158070225
0
0.007362682960389
0.00121744158070225
0
-0.0026373170396109
0
0
0
0
0
0
-0.01
-0.00121744158070225
0
0.00263731703961101
0
0.01
0.0112174415807023
0.00121744158070225
-0.00263731703961101
-0.00263731703961101
0
0
0
0
0.01
0.00121744158070225
0
-0.00263731703961101
0
-0.01
0.00878255841929776
-0.00878255841929776
0.00141987545890876
0.00736268296038911
-0.00614524137968686
-0.00121744158070225
-0.00263731703961101
0.00263731703961101