ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.04440.30340.6518-0.14890.0648-0.4027-0.9599
(p-val)(0.7717 )(0.0047 )(0 )(0.527 )(0.7118 )(0.031 )(0.019 )
Estimates ( 2 )00.31830.6785-0.09640.0485-0.4181-0.8923
(p-val)(NA )(5e-04 )(0 )(0.5218 )(0.7792 )(0.0189 )(0 )
Estimates ( 3 )00.30920.6846-0.09410-0.434-0.836
(p-val)(NA )(3e-04 )(0 )(0.5329 )(NA )(0.008 )(0.0494 )
Estimates ( 4 )00.30880.688100-0.4549-0.894
(p-val)(NA )(1e-04 )(0 )(NA )(NA )(0.0034 )(0 )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
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
0.0968987150669511
-1.16560002705916
0.130192810027227
4.3016282240883
1.83326890041344
-1.81309058001017
1.43398943318277
0.491194606142525
3.74455955018981
0.746365905251559
-2.06561924676348
-0.730216397495854
2.40818701143929
-0.628168551094523
-4.45738103565748
-7.1755362255742
0.0759645227020602
1.90517176764853
6.58140856093699
-4.09387646356937
-1.43748824932476
-0.104305217256915
-0.843312348837282
3.70559517354020
3.96406677922751
3.59393687012016
0.141156527942712
6.61697087410053
-3.66922732785387
4.2506631118736
-0.420974522926263
-0.1542459525276
-1.43996939849306
-0.0448355498944967
3.8785686824656
2.41879308733474
-0.585834484338209
0.164953781478823
-0.923285013992327
0.806988903930555
-3.22753040663704
-0.0261536605576614
1.42798377629643
0.757263877125494
1.27551901948046
-5.86264345814432
2.15924516530429
2.63003818949443
-1.38682781710874
3.02077655694048
7.44547625816352
-3.72897572894931
-0.0945134725266779
-0.00332427092611115
-0.107573252470751
-2.51084247235604
-4.38059534126866
-1.05360808042378