ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sma1
Estimates ( 1 )0.4043-0.0644-0.44450.646
(p-val)(0.0011 )(0.6316 )(3e-04 )(0.0022 )
Estimates ( 2 )0.37590-0.47590.6765
(p-val)(4e-04 )(NA )(0 )(0.0017 )
Estimates ( 3 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 4 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANA
(p-val)(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.00799999069677674
0.0655663342169155
-0.314102001255427
0.0317091212383197
0.155293551955888
-0.0385296932752220
-0.135299939602451
0.063351499333042
-0.149507863309862
0.107606696702245
-0.365779540569387
0.306369336289387
-0.165030433548478
-0.0614039060297787
0.332379767610916
-0.0425578132993392
0.159580418051046
0.175832652756516
0.0978392879070364
0.0214734260417475
0.161757845713646
-0.296125900215458
-0.265367512443518
-0.314298154683168
-0.204607555286643
-0.0256918532722725
-0.216389630003503
-0.073306028205756
0.0193603927076025
0.0464891112190371
-0.146355499795622
-0.11979708891645
0.117661731213615
-0.114399869028316
-0.235663394997600
0.669566272730368
-0.205335752194856
-0.296422715780536
0.234801150217888
-0.071665143409048
0.230591319009915
0.0978467074132594
-0.0529846055384834
-0.169757880843664
-0.0787911958903475
-0.131552793161012
0.368608089286427
0.401037799559772
-0.325095914527676
-0.0483688425824608
-0.293752968747722
0.087442507412597
0.143539016596883
0.299657987760763
0.162358545177224
0.301302497926733
0.207749504274858
0.143481850585403
0.0602674854418447
0.0935698111190615
-0.0204159304893309