ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.18340.322-0.53080.04360.2261-0.1468-0.9998
(p-val)(0.359 )(0.0069 )(0 )(0.8333 )(0.2877 )(0.509 )(0.0013 )
Estimates ( 2 )0.21480.3177-0.537100.2308-0.1426-0.9998
(p-val)(0.1029 )(0.0068 )(0 )(NA )(0.2767 )(0.5199 )(0.0012 )
Estimates ( 3 )0.18190.3124-0.54300.26650-0.9999
(p-val)(0.1239 )(0.0067 )(0 )(NA )(0.1991 )(NA )(1e-04 )
Estimates ( 4 )0.12040.3045-0.5252000-0.9986
(p-val)(0.2853 )(0.0104 )(0 )(NA )(NA )(NA )(0.0612 )
Estimates ( 5 )00.3027-0.499000-1
(p-val)(NA )(0.0129 )(1e-04 )(NA )(NA )(NA )(0.0285 )
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
0.0125999820845844
1.83830613521411
-1.56724957074969
3.92522316813066
-4.54965953552762
-4.92523175478605
-0.692696397229217
1.23925772629546
6.69212009610286
1.79058162870085
-0.448964957746028
-1.79429040056308
-1.94534939113238
1.03803791830266
-5.273503624443
9.15060324115208
1.91926400225243
-0.495025719362109
-0.250794881039272
2.64905064325634
-1.19111963601809
1.36223412049575
-4.6008028225713
-2.5631800308054
1.35668989403497
-3.43090433035864
-2.95790783465389
4.58278566055896
0.299328910527801
-0.234090476516597
-1.72556934859907
2.48297175658514
4.58782552296855
4.08479218627945
-0.097825585348064
0.367383651814365
3.25809052823977
1.12894087940795
2.22967701392178
-4.87853013830047
0.917792312980533
-1.68437741352707
1.32149347949724
0.313678655131189
0.95630976315104
-0.203617185587385
-3.45610071489902
2.48482766714668
-3.08721695092108
-4.01705449034554
-0.871208541767336
-7.75078734659404
-0.0777851745422627
0.253051765622566
-0.947460498949565
-0.332375675367505
-0.82325596763845
3.45579768045633
2.35402261806208
3.95581797730488