ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.9653-0.5098-0.1805-0.30590.3009-0.2782-0.9994
(p-val)(0.002 )(0.0892 )(0.3892 )(0.3131 )(0.0589 )(0.1917 )(0.26 )
Estimates ( 2 )1.1856-0.75130-0.47720.3141-0.2597-1.0006
(p-val)(0 )(0 )(NA )(0.003 )(0.0489 )(0.2054 )(0.2673 )
Estimates ( 3 )1.1622-0.770-0.4299-0.3163-0.33160
(p-val)(0 )(0 )(NA )(0.0076 )(0.028 )(0.0497 )(NA )
Estimates ( 4 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
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
-0.029096870418418
0.331070790253389
-0.00153423063948882
0.0392140824619431
-0.201719396150459
0.0732407694251304
0.0696259872328846
-0.245104118028297
0.0560853665479262
0.081916683143845
0.171599900153093
0.0240262769587692
-0.166724945215430
-0.120643984357356
0.0182299125388057
-0.0188750392595686
0.0320208897521913
0.00769458501215519
-0.118997036045705
0.108324954348899
-0.00967612220326738
0.0784848569073535
0.159410258884674
-0.182237054804652
0.0400335761667791
-0.321776307286014
0.0942269546773248
-0.0676647078195828
-0.142899627169957
-0.111480936190002
-0.102067482571021
-0.0800320664542264
0.0445770075980684
0.00758729334644165
0.262362034965736
-0.267128551690618
-0.100640638137991
0.0460600685803785
-0.170090967864388
-0.229453687609552
0.179866731919291
-0.147722657512578
-0.0030110542671543
-0.104623058962761
-0.0661238147604896
0.0408472383989223
-0.177586770936874
0.0291711641281051
0.521847334686659
-0.00223417705103162
0.0310702876110233
-0.0152037516163548
-0.0585051429289252
0.132243788083749
0.0714917981732743
0.323406388218266
-0.067003586859068
0.206734619739921
0.214342710082225
-0.00329572433923989
0.176521643848856