ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.5920.07010.0222-0.5472-0.3794-0.5316
(p-val)(0.1826 )(0.5822 )(0.8583 )(0.2048 )(0.0073 )(1e-04 )
Estimates ( 2 )0.63280.07740-0.5871-0.3791-0.5325
(p-val)(0.0662 )(0.5232 )(NA )(0.0752 )(0.0071 )(1e-04 )
Estimates ( 3 )0.773800-0.6838-0.4022-0.5068
(p-val)(4e-04 )(NA )(NA )(0.0046 )(0.0028 )(1e-04 )
Estimates ( 4 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(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
-0.318082085682388
0.120265570544112
0.417455711542217
-0.0924157196959736
-0.0571870077937098
-0.57216321443551
-0.165241707665443
-0.303420437996119
0.246489500539647
0.185928695982927
-0.0319836287706822
0.0742353735799544
-0.102611184197555
0.270182269572914
0.271430502081265
0.305293916389921
0.0184147498504898
-0.766753601094937
-0.649497904834216
0.331415793778465
0.0805701027193122
0.383538738279371
0.0382603866924622
-0.198188480094755
0.218859979806667
0.107820936500155
-0.254471336852927
0.146407935059536
-0.101156666587748
0.236034921161629
0.166343623099636
-0.113583399504476
-0.00275528311885218
0.260479530998388
-0.227784287142880
0.63616851531565
-0.122293320841697
-0.376198058844932
-0.262908420398151
0.393929751523359
0.403536229179296
0.00259515301462390
0.128744797633112
0.176564675229434
-0.00192949478467178
0.262769229883188
-0.162389296609883
-0.0582177020517550
-0.105086163359787
0.119552725144266
-0.183055746014236
0.464128961064193
-0.270814716846630
0.257750126652989
0.211215038130745
-0.0194053708607693
-0.0955856562652673
0.166042670889292
-0.5346342348548
-0.395304213229047
0.344395543139647
0.326321927782666
-0.530004313334791
0.420839117795147
-0.308153768861055
0.249150616846562
-0.279273928384044
-0.0885394086075328
-0.0431180347374066
-0.0291862857486316
-0.147691373945090
0.556536782229239
0.949991300661418
0.333466069802482
-0.205330088981324
0.337934336694823
0.566266025709934
-0.295601199664506
0.615997479521693
0.550881283171242
-0.0838940587887052
-0.671528541180182
0.0541558217580068
-0.0830729229423069
-0.870173758951751
-0.168488261375544
-0.47053822544643
0.301314833423081
-0.655695728162085
-0.0358884805356296
-0.165200008436655
-0.200913884026395
-0.606005183501661
0.749647820708774
-0.163604446502583
-0.130125578219689
-0.108528610924297