ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.0827-0.16060.0313-0.74730.2471-0.9993
(p-val)(0.6765 )(0.3036 )(0.8443 )(0 )(0.1783 )(0.0042 )
Estimates ( 2 )0.0674-0.16680-0.73410.2528-0.9993
(p-val)(0.7124 )(0.2764 )(NA )(0 )(0.1642 )(0.0042 )
Estimates ( 3 )0-0.18460-0.70320.2273-1
(p-val)(NA )(0.2057 )(NA )(0 )(0.1751 )(0.0043 )
Estimates ( 4 )000-0.760.2438-0.9994
(p-val)(NA )(NA )(NA )(0 )(0.146 )(0.0026 )
Estimates ( 5 )000-1.32570-0.6882
(p-val)(NA )(NA )(NA )(0 )(NA )(0.004 )
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
-0.000147101381681560
0.00231678192915959
0.00107663784378811
0.000588242640199327
-0.00193121397106755
-0.00115396887444719
1.67766802700346e-05
-0.000572992365005339
0.000679712185559347
0.00114651470325692
0.00226473681519841
-0.00137359311284542
-0.00179364898708331
-0.000431557465130162
0.00261412288272679
0.00131261297110676
-0.00130971242777158
0.00164337628507768
0.000940176334582702
0.00113564283531175
0.00132300602768257
-0.00174116256818279
-0.00162357666752078
-0.000410792783854382
0.000813640457595132
0.000178509074200479
-0.000470759621755481
-0.0015554155418163
0.0015509674888384
9.65605373715832e-05
-0.000334359614361923
-0.000685322258012795
-0.00108374166175763
-0.00307572700499469
0.00065008052163694
0.00102887319758382
-0.000552738515882601
0.00141156824546565
0.000418110600150537
-0.00204830867621891
0.00124108269525550
-0.00298321135991754
-0.00537740847931361
0.00126707904517194
-0.000641779070453354
0.000662666007004634
0.000193008577229683
-0.00321987133027019
5.97020876323705e-05
-0.000985639082023133
-0.00231429877070312
0.000419824345116609
0.00117660613782126
0.00141584999459145
-0.00102145362815240
0.0004313158194742
9.84484790029877e-05
0.00127167157209885