ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.5486-0.1576-0.4231-0.03130.20880.17090.3806
(p-val)(0.0201 )(0.4107 )(0.0041 )(0.9072 )(0.8038 )(0.7351 )(0.6461 )
Estimates ( 2 )0.5253-0.1412-0.433900.20850.17880.3794
(p-val)(0 )(0.2596 )(1e-04 )(NA )(0.8218 )(0.7445 )(0.6784 )
Estimates ( 3 )0.5287-0.1448-0.4329000.30990.5775
(p-val)(0 )(0.2486 )(1e-04 )(NA )(NA )(0.082 )(0 )
Estimates ( 4 )0.44510-0.5125000.2770.5975
(p-val)(0 )(NA )(0 )(NA )(NA )(0.1169 )(0 )
Estimates ( 5 )0.41220-0.48490000.551
(p-val)(0 )(NA )(0 )(NA )(NA )(NA )(0 )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.00729999092221275
0.190224471809585
-0.157357836989852
0.172314354563849
0.331918345414523
-0.169703175240346
0.199035582618543
0.133837871970487
-0.176695132179261
-0.253393222540106
-0.343525394373579
-0.121333683423906
0.00647812794858592
0.51032990578132
-0.0543835766046127
-0.0871426260069365
-0.161639526873189
0.284178767024069
0.095375379784786
-0.143629859396655
-0.0529248407905281
0.229157993696178
0.046590977792113
0.186678792738721
-0.392295499292547
0.0816344700078657
-0.0763051432761504
-0.0836853065645718
0.243212936921955
-0.162499082107828
0.124787179493852
0.202081457282607
0.110165183273961
0.00678558766279427
0.19258176400227
-0.334609749222586
-0.226254147552368
-0.346889585508613
-0.174901151149919
-0.0165865539770563
-0.213467245825008
-0.0964004013871579
-0.0342387453392114
0.0511017095561987
-0.105980988085580
-0.122554056469446
0.179874055892822
-0.132965363216563
-0.167514064111079
0.618743660466614
-0.182220521482765
-0.321384504802015
0.198073245160173
-0.0368548171174205
0.192803111151923
0.0397495089764337
-0.124481824764093
-0.189062419248129
-0.104009628752603
-0.0181694853436873
0.457711693057071
0.479949655515191
-0.358090826186837
-0.0782601040598765
-0.162772229736979
0.168875373370551
0.183737722245596
0.244402224241617
0.145872653918808
0.279795423469631
0.167846192635128
0.18931133241393
0.177133782556048