ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )-0.5906-0.4846-0.0262-0.25250.0624-0.3397
(p-val)(0.5062 )(0.4785 )(0.9595 )(0.7744 )(0.9555 )(0.7842 )
Estimates ( 2 )-0.5482-0.45190-0.29410.0631-2.9501
(p-val)(0.0174 )(0.0093 )(NA )(0.2478 )(0.844 )(0.2781 )
Estimates ( 3 )-0.5472-0.45550-0.29420-0.296
(p-val)(0.0162 )(0.0077 )(NA )(0.2414 )(NA )(0.112 )
Estimates ( 4 )-0.7429-0.5499000-0.2603
(p-val)(0 )(0 )(NA )(NA )(NA )(0.1392 )
Estimates ( 5 )-0.7726-0.54290000
(p-val)(0 )(0 )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
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
1.52747960276774
-0.681184273113141
2.06817583855262
-4.18478500289897
-2.73266070116819
2.64331556888235
4.30757331711743
-1.68737920582813
-2.55590575859820
-0.984435327829334
-2.72835531940038
-9.94384714376614
-0.0886698876070005
-1.68149100297934
8.36746171172007
-2.24147175981394
-2.35826155914421
3.97530791853671
-4.80413691660704
-3.00436608596628
13.5807605375743
7.39976638972261
-9.43658938010737
6.26675444758699
-0.652948431911606
8.73894644305031
-5.35952729357134
-3.09669751628309
-1.10486166400532
1.71103988002133
-6.34011454352197
13.2106064807564
-2.65658702222718
-1.25919489270056
-5.54000292531862
4.27593353948654
8.19129394280867
4.63029807982819
1.16223675748871
2.64409829461313
3.6841498796416
-5.61193618737928
-4.78645798263972
-1.28253730472758
-4.52739476163479
-1.39927388688943
-5.41277297382736