ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1
Estimates ( 1 )0.28570.291-0.0017-0.8693
(p-val)(0.2985 )(0.1589 )(0.9918 )(9e-04 )
Estimates ( 2 )0.28690.29170-0.8708
(p-val)(0.2557 )(0.1373 )(NA )(1e-04 )
Estimates ( 3 )00.14610-0.6094
(p-val)(NA )(0.3165 )(NA )(0 )
Estimates ( 4 )000-0.5542
(p-val)(NA )(NA )(NA )(0 )
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
0.120899915290805
-1.09811355532737
5.53423191972653
-6.25718470900612
-13.2752620043223
2.55903737970698
-1.38500473899820
-1.68761977917374
12.9846298487075
-4.46013681728405
-6.27569609575876
-2.12761084051564
-0.36287392027422
2.99346284341904
-2.87796412494960
4.87858836810139
1.34517934786598
8.38252836321226
-6.55543430077135
1.24852986308468
-2.68599129736564
-2.98652567178951
2.73961124344962
0.928034322348153
3.91041613535494
-3.40000657014317
-0.341824420489852
2.75363269412087
-3.15787240186501
8.66870689256403
-2.25962378141825
-2.96949551340303
-3.31173032128523
4.98173734070675
-1.46953576487894
-12.5182296980820
-2.81310829491272
2.93420031600256
1.78920277966684
11.8375019692732
6.3264544609504
-2.18072318047929
-0.612120130436807
-9.13023308623771
7.04812029512112
1.76860161046201
4.52245175901611
-6.17412555367864
-3.53698199878036
-12.0676514927972
-11.2004633391007
-0.775027144319068
-9.43177853458636
4.30919554309783
-4.78596771583659
-2.1799027168873
4.55712594320374
1.34122768412851
-1.25464668271977
-2.20391479340057